SEC Form 4

FORM 4		UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 STATEMENT OF CHANGES IN BENEFICIAL OWNERSHIP Filed pursuant to Section 16(a) of the Securities Exchange Act of 1934 or Section 30(h) of the Investment Company Act of 1940	OMB APPROVAL OMB Number: 3235-0287 Estimated average burden hours per response: 0.5
	Check this box if no longer subject to Section 16. Form 4 or Form 5 obligations may continue. See Instruction 1(b).

1. Name and Address of Reporting Person* JOYCE THOMAS M (Last) (First) (Middle) 545 WASHINGTON BOULEVARD (Street) JERSEY CITY NJ 07310 (City) (State) (Zip)	2. Issuer Name and Ticker or Trading Symbol KNIGHT CAPITAL GROUP, INC. [ KCG ]	5. Relationship of Reporting Person(s) to Issuer (Check all applicable) Director 10% Owner X Officer (give title below) Other (specify below) Chairman & CEO
	3. Date of Earliest Transaction (Month/Day/Year) 08/08/2011
	4. If Amendment, Date of 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

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
Class A Common Stock	08/08/2011		P		10,000	A	$11.179(1)(2)	450,382	D
Class A Common Stock	07/21/2011		J(3)		76,061	A	$0	526,443	D
Class A Common Stock	07/21/2011		J(4)		150,207	A	$0	676,650	D
Class A Common Stock	07/21/2011		J(3)		76,061	D	$0	0	I	By Joyce Family 2009 GRAT
Class A Common Stock	07/21/2011		J(4)		150,207	D	$0	249,793	I	By Joyce Family 2009 GRAT
Restricted Stock Units (Previously Reported)								574,187	D
Class A Common Stock (Previously Reported)								98,917	I	By Joyce Family 2009 GRAT II
Class A Common Stock (Previously Reported)								34,695	I	By Trust for Children

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 Securities Underlying Derivative Security (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: 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

Explanation of Responses:

1. Represents the purchase of 10,000 shares in six separate transactions at prices ranging from $11.13 to $11.22 per share, resulting in a weighted average purchase price per share of $11.179.

2. File undertakes to provide SEC, the Issuer, or security holder full information pertaining to the number of shares purchased at each separate price.

3. Represents distribution of shares from the Joyce Family 2009 GRAT (the "GRAT") to reporting person and termination of the GRAT, effective July 21, 2011, which did not require reporting at time of event.

4. Represents distribution of shares from the Joyce Family 2010 GRAT to reporting person, effective July 21, 2011, which did not require reporting at time of event.

	/s/ Thomas M. Joyce	08/08/2011
	** Signature of Reporting Person	Date
Reminder: Report on a separate line for each class of securities beneficially owned directly or indirectly.
* 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).
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