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            <stateOrCountry>NJ</stateOrCountry>
            <stateOrCountryDescription>NEW JERSEY</stateOrCountryDescription>
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            <previousName>KNIGHT TRIMARK GROUP INC</previousName>
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    <offeringData>
        <industryGroup>
            <industryGroupType>Other Banking and Financial Services</industryGroupType>
        </industryGroup>
        <issuerSize>
            <revenueRange>Over $100,000,000</revenueRange>
        </issuerSize>
        <federalExemptionsExclusions>
            <item>06</item>
        </federalExemptionsExclusions>
        <typeOfFiling>
            <newOrAmendment>
                <isAmendment>false</isAmendment>
            </newOrAmendment>
            <dateOfFirstSale>
                <value>2010-10-01</value>
            </dateOfFirstSale>
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        <durationOfOffering>
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        <typesOfSecuritiesOffered>
            <isEquityType>true</isEquityType>
        </typesOfSecuritiesOffered>
        <businessCombinationTransaction>
            <isBusinessCombinationTransaction>true</isBusinessCombinationTransaction>
            <clarificationOfResponse>Offered in connection with the acquisition of all of the outstanding equity interest of Astor Asset Management, L.L.C. by Knight Capital Holdings LLC.</clarificationOfResponse>
        </businessCombinationTransaction>
        <minimumInvestmentAccepted>0</minimumInvestmentAccepted>
        <salesCompensationList></salesCompensationList>
        <offeringSalesAmounts>
            <totalOfferingAmount>7200855</totalOfferingAmount>
            <totalAmountSold>7200855</totalAmountSold>
            <totalRemaining>0</totalRemaining>
            <clarificationOfResponse></clarificationOfResponse>
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        <investors>
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            <totalNumberAlreadyInvested>2</totalNumberAlreadyInvested>
        </investors>
        <salesCommissionsFindersFees>
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                <dollarAmount>0</dollarAmount>
            </salesCommissions>
            <findersFees>
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            <clarificationOfResponse></clarificationOfResponse>
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                <dollarAmount>0</dollarAmount>
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            <clarificationOfResponse></clarificationOfResponse>
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        <signatureBlock>
            <authorizedRepresentative>false</authorizedRepresentative>
            <signature>
                <issuerName>KNIGHT CAPITAL GROUP, INC.</issuerName>
                <signatureName>Andrew M. Greenstein</signatureName>
                <nameOfSigner>Andrew M. Greenstein</nameOfSigner>
                <signatureTitle>Managing Director and Deputy General Counsel</signatureTitle>
                <signatureDate>2010-10-14</signatureDate>
            </signature>
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