FORM 4 Check this box if no longer subject to Section 16. Form 4 or Form 5 obligations may continue. See Instruction 1(b).

UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 STATEMENT OF CHANGES IN BENEFICIAL OWNERSHIP OF SECURITIES Filed pursuant to Section 16(a) of the Securities Exchange Act of 1934, Section 17(a) of the Public Utility Holding Company Act of 1935 or Section 30(h) of the Investment Company Act of 1940

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1. Name and Address of Reporting Person * Milde James T   2. Issuer Name and Ticker or Trading Symbol KNIGHT CAPITAL GROUP, INC. [KCG] 5. Relationship of Reporting Person(s) to Issuer (Check all applicable) __X__ Director _____ 10% Owner _____ Officer (give title below) _____ Other (specify below) (Last) (First) (Middle) C/O KNIGHT CAPITAL GROUP, INC., 545 WASHINGTON BLVD. 3. Date of Earliest Transaction (Month/Day/Year) 07/01/2013 (Street) JERSEY CITY, NJ 07310 4. If Amendment, Date Original Filed(Month/Day/Year) 6. Individual or Joint/Group Filing(Check Applicable Line) _X_ Form filed by One Reporting Person ___ Form filed by More than One Reporting Person (City) (State) (Zip) Table I - Non-Derivative Securities Acquired, Disposed of, or Beneficially Owned

1.Title of Security (Instr. 3) 2. Transaction Date (Month/Day/Year) 2A. Deemed Execution Date, if any (Month/Day/Year) 3. Transaction Code (Instr. 8) 4. Securities Acquired (A) or Disposed of (D) (Instr. 3, 4 and 5) 5. Amount of Securities Beneficially Owned Following Reported Transaction(s) (Instr. 3 and 4) 6. Ownership Form: Direct (D) or Indirect (I) (Instr. 4) 7. Nature of Indirect Beneficial Ownership (Instr. 4) Code V Amount (A) or (D) Price Common Stock 07/01/2013   D   19,463 (1) D $ 0 12,390 D   Common Stock 07/01/2013   D   12,390 (2) D $ 0 0 D

Reminder: Report on a separate line for each class of securities beneficially owned directly or indirectly.
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Table II - Derivative Securities Acquired, Disposed of, or Beneficially Owned
(e.g., puts, calls, warrants, options, convertible securities)

1. Title of Derivative Security (Instr. 3)

2. Conversion or Exercise Price of Derivative Security

3. Transaction Date (Month/Day/Year)

3A. Deemed Execution Date, if any (Month/Day/Year)

4. Transaction Code (Instr. 8)

5. Number of Derivative Securities Acquired (A) or Disposed of (D) (Instr. 3, 4, and 5)

6. Date Exercisable and Expiration Date (Month/Day/Year)

7. Title and Amount of Underlying Securities (Instr. 3 and 4)

8. Price of Derivative Security (Instr. 5)

9. Number of Derivative Securities Beneficially Owned Following Reported Transaction(s) (Instr. 4)

10. Ownership Form of Derivative Security: Direct (D) or Indirect (I) (Instr. 4)

11. Nature of Indirect Beneficial Ownership (Instr. 4)

Code

V

(A)

(D)

Date Exercisable

Expiration Date

Title

Amount or Number of Shares

Employee Stock Option (Right to Buy)

$ 16.32

07/01/2013

D

15,000

(3)

05/10/2017

Common Stock

15,000

$ 0

0

D

Employee Stock Option (Right to Buy)

$ 17.03

07/01/2013

D

15,000

(4)

05/11/2016

Common Stock

15,000

$ 0

0

D

Employee Stock Option (Right to Buy)

$ 7.96

07/01/2013

D

20,000

(5)

05/11/2015

Common Stock

20,000

$ 0

0

D

Reporting Owners

Reporting Owner Name / Address	Relationships
	Director	10% Owner	Officer	Other
Milde James T C/O KNIGHT CAPITAL GROUP, INC. 545 WASHINGTON BLVD. JERSEY CITY, NJ 07310	X

Signatures

/s/ Andrew M. Greenstein as attorney in fact for James T. Milde		07/03/2013
**Signature of Reporting Person		Date

Explanation of Responses:

*	If the form is filed by more than one reporting person, see Instruction 4(b)(v).
**	Intentional misstatements or omissions of facts constitute Federal Criminal Violations. See 18 U.S.C. 1001 and 15 U.S.C. 78ff(a).
(1)	Disposed of pursuant to the Amended and Restated Agreement and Plan of Merger (the "Merger Agreement") by and among GETCO Holding Company, LLC, GA-GTCO, LLC, Knight Capital Group, Inc. ("Knight"), Knight Holdco, Inc. (now KCG Holdings, Inc.) ("KCG"), Knight Acquisition Corp, GETCO Acquisition, LLC and GA-GTCO Acquisition, LLC.
(2)	Represents restricted stock units ("RSUs"), and pursuant to the Merger Agreement, these RSUs are immediately converted into RSUs of KCG, based on the exchange ratio of one third and on the same vesting terms as the current Knight RSUs (including accelerated vesting under certain circumstances).
(3)	This fully-vested option was assumed by KCG pursuant to the Merger Agreement and converted into a fully vested option to purchase 5,000 shares of KCG common stock for $48.96 per share.
(4)	This fully-vested option was assumed by KCG pursuant to the Merger Agreement and converted into a fully vested option to purchase 5,000 shares of KCG common stock for $51.09 per share.
(5)	This fully-vested option was assumed by KCG pursuant to the Merger Agreement and converted into a fully vested option to purchase 6,666 shares of KCG common stock for $23.88 per share.

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