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Debt - Additional Information (Detail) (USD $)
0 Months Ended 1 Months Ended 12 Months Ended 6 Months Ended 0 Months Ended
Jul. 01, 2013
Mar. 31, 2010
Dec. 31, 2014
Dec. 31, 2013
Dec. 31, 2012
Dec. 31, 2013
Jun. 05, 2014
May 31, 2014
Oct. 31, 2013
Jun. 05, 2013
Line of Credit Facility [Line Items]                    
Issue of cash convertible senior subordinated notes   $ 375,000,000.0us-gaap_ConvertibleSubordinatedDebt                
Notes bear interest rate per year   3.50%us-gaap_SubordinatedBorrowingInterestRate                
Date of commencing of notes   Sep. 15, 2010                
Deposit cash made to credit facility to repurchase convertible notes 375,000,000.0kcg_DepositCashMadetoCreditFaciltytoRepurchaseConvertibleNotes                  
Repayment of Knight Convertible Notes       257,700,000us-gaap_RepaymentsOfConvertibleDebt            
Interest payable       3,600,000us-gaap_InterestPayableCurrentAndNoncurrent   3,600,000us-gaap_InterestPayableCurrentAndNoncurrent        
Convertible debt     117,259,000us-gaap_ConvertibleDebt 117,259,000us-gaap_ConvertibleDebt   117,259,000us-gaap_ConvertibleDebt        
Convertible Notes, conversion rate (in shares)     0.0159728us-gaap_DebtInstrumentConvertibleConversionRatio1              
Convertible Notes, conversion price (in dollars per share)     $ 62.61us-gaap_DebtInstrumentConvertibleConversionPrice1              
Fair value of embedded conversion derivative     0us-gaap_EmbeddedDerivativeFairValueOfEmbeddedDerivativeLiability 0us-gaap_EmbeddedDerivativeFairValueOfEmbeddedDerivativeLiability   0us-gaap_EmbeddedDerivativeFairValueOfEmbeddedDerivativeLiability        
Term credit agreement     0us-gaap_LineOfCredit 235,000,000us-gaap_LineOfCredit   235,000,000us-gaap_LineOfCredit        
Cash held in collateral account       117,300,000kcg_CashHeldinCollateralAccount   117,300,000kcg_CashHeldinCollateralAccount        
Writedown of capitalized debt costs     9,552,000us-gaap_WriteOffOfDeferredDebtIssuanceCost 13,209,000us-gaap_WriteOffOfDeferredDebtIssuanceCost 0us-gaap_WriteOffOfDeferredDebtIssuanceCost          
Debt issuance costs incurred     38,500,000us-gaap_DebtIssuanceCosts              
Secured Debt [Member]                    
Line of Credit Facility [Line Items]                    
Interest rate                   8.25%us-gaap_DebtInstrumentInterestRateStatedPercentage
/ us-gaap_CreditFacilityAxis
= us-gaap_SecuredDebtMember
Term credit agreement                   305,000,000.0us-gaap_LineOfCredit
/ us-gaap_CreditFacilityAxis
= us-gaap_SecuredDebtMember
Escrow agent fees and expenses 3,000,000kcg_EscrowAgentFeesandExpenses
/ us-gaap_CreditFacilityAxis
= us-gaap_SecuredDebtMember
                 
Number of days to issue securities 365 days                  
Additional interest percent obligation from guarantor if certain obligations are not met 1.00%kcg_AdditionalInterestPercentObligationFromGuarantorifCertainObligationsAreNotMet
/ us-gaap_CreditFacilityAxis
= us-gaap_SecuredDebtMember
                 
Amount of consenting shareholders percentage of total debt               98.50%kcg_SeniorSecuredNotesAmountofConsentingShareholdersPercentageofTotalDebt
/ us-gaap_CreditFacilityAxis
= us-gaap_SecuredDebtMember
99.70%kcg_SeniorSecuredNotesAmountofConsentingShareholdersPercentageofTotalDebt
/ us-gaap_CreditFacilityAxis
= us-gaap_SecuredDebtMember
 
Early principal payments     235,000,000us-gaap_RepaymentsOfLongTermDebt
/ us-gaap_CreditFacilityAxis
= us-gaap_SecuredDebtMember
300,000,000us-gaap_RepaymentsOfLongTermDebt
/ us-gaap_CreditFacilityAxis
= us-gaap_SecuredDebtMember
           
Writedown of capitalized debt costs     9,600,000us-gaap_WriteOffOfDeferredDebtIssuanceCost
/ us-gaap_CreditFacilityAxis
= us-gaap_SecuredDebtMember
13,200,000us-gaap_WriteOffOfDeferredDebtIssuanceCost
/ us-gaap_CreditFacilityAxis
= us-gaap_SecuredDebtMember
           
Interest rate at end of period     9.10%us-gaap_DebtInstrumentInterestRateEffectivePercentage
/ us-gaap_CreditFacilityAxis
= us-gaap_SecuredDebtMember
             
First Lien Credit Facility [Member]                    
Line of Credit Facility [Line Items]                    
Writedown of capitalized debt costs           13,200,000us-gaap_WriteOffOfDeferredDebtIssuanceCost
/ us-gaap_CreditFacilityAxis
= kcg_FirstliencreditFacilityMember
       
First Lien Credit Facility [Member] | Jefferies Finance LLC and Goldman Sachs Bank USA [Member]                    
Line of Credit Facility [Line Items]                    
Term credit agreement 535,000,000.0us-gaap_LineOfCredit
/ us-gaap_CreditFacilityAxis
= kcg_FirstliencreditFacilityMember
/ us-gaap_LineOfCreditFacilityAxis
= kcg_JefferiesFinanceLLCandGoldmanSachsBankUSAMember
                 
Early principal payments     235,000,000us-gaap_RepaymentsOfLongTermDebt
/ us-gaap_CreditFacilityAxis
= kcg_FirstliencreditFacilityMember
/ us-gaap_LineOfCreditFacilityAxis
= kcg_JefferiesFinanceLLCandGoldmanSachsBankUSAMember
300,000,000us-gaap_RepaymentsOfLongTermDebt
/ us-gaap_CreditFacilityAxis
= kcg_FirstliencreditFacilityMember
/ us-gaap_LineOfCreditFacilityAxis
= kcg_JefferiesFinanceLLCandGoldmanSachsBankUSAMember
  300,000,000us-gaap_RepaymentsOfLongTermDebt
/ us-gaap_CreditFacilityAxis
= kcg_FirstliencreditFacilityMember
/ us-gaap_LineOfCreditFacilityAxis
= kcg_JefferiesFinanceLLCandGoldmanSachsBankUSAMember
       
Writedown of capitalized debt costs     9,600,000us-gaap_WriteOffOfDeferredDebtIssuanceCost
/ us-gaap_CreditFacilityAxis
= kcg_FirstliencreditFacilityMember
/ us-gaap_LineOfCreditFacilityAxis
= kcg_JefferiesFinanceLLCandGoldmanSachsBankUSAMember
             
Percentage points added to interest rate base 4.50%us-gaap_DebtInstrumentBasisSpreadOnVariableRate1
/ us-gaap_CreditFacilityAxis
= kcg_FirstliencreditFacilityMember
/ us-gaap_LineOfCreditFacilityAxis
= kcg_JefferiesFinanceLLCandGoldmanSachsBankUSAMember
                 
First Lien Credit Facility [Member] | Jefferies Finance LLC and Goldman Sachs Bank USA [Member] | Prime Rate [Member]                    
Line of Credit Facility [Line Items]                    
Interest rate of credit agreement 2.25%us-gaap_LineOfCreditFacilityInterestRateAtPeriodEnd
/ us-gaap_CreditFacilityAxis
= kcg_FirstliencreditFacilityMember
/ us-gaap_LineOfCreditFacilityAxis
= kcg_JefferiesFinanceLLCandGoldmanSachsBankUSAMember
/ us-gaap_VariableRateAxis
= us-gaap_PrimeRateMember
                 
Percentage points added to interest rate base 0.50%us-gaap_DebtInstrumentBasisSpreadOnVariableRate1
/ us-gaap_CreditFacilityAxis
= kcg_FirstliencreditFacilityMember
/ us-gaap_LineOfCreditFacilityAxis
= kcg_JefferiesFinanceLLCandGoldmanSachsBankUSAMember
/ us-gaap_VariableRateAxis
= us-gaap_PrimeRateMember
                 
First Lien Credit Facility [Member] | Jefferies Finance LLC and Goldman Sachs Bank USA [Member] | LIBOR [Member]                    
Line of Credit Facility [Line Items]                    
Interest rate of credit agreement 1.00%us-gaap_LineOfCreditFacilityInterestRateAtPeriodEnd
/ us-gaap_CreditFacilityAxis
= kcg_FirstliencreditFacilityMember
/ us-gaap_LineOfCreditFacilityAxis
= kcg_JefferiesFinanceLLCandGoldmanSachsBankUSAMember
/ us-gaap_VariableRateAxis
= kcg_LiborMember
                 
Percentage points added to interest rate base 3.50%us-gaap_DebtInstrumentBasisSpreadOnVariableRate1
/ us-gaap_CreditFacilityAxis
= kcg_FirstliencreditFacilityMember
/ us-gaap_LineOfCreditFacilityAxis
= kcg_JefferiesFinanceLLCandGoldmanSachsBankUSAMember
/ us-gaap_VariableRateAxis
= kcg_LiborMember
                 
First Lien Credit Facility [Member] | Jefferies Finance LLC and Goldman Sachs Bank USA [Member] | LIBOR Floor [Member]                    
Line of Credit Facility [Line Items]                    
Interest rate of credit agreement 1.25%us-gaap_LineOfCreditFacilityInterestRateAtPeriodEnd
/ us-gaap_CreditFacilityAxis
= kcg_FirstliencreditFacilityMember
/ us-gaap_LineOfCreditFacilityAxis
= kcg_JefferiesFinanceLLCandGoldmanSachsBankUSAMember
/ us-gaap_VariableRateAxis
= kcg_LIBORFloorMember
                 
Revolving Credit Facility [Member] | OCTEG-KCA [Member]                    
Line of Credit Facility [Line Items]                    
Term credit agreement 450,000,000.0us-gaap_LineOfCredit
/ us-gaap_CreditFacilityAxis
= us-gaap_RevolvingCreditFacilityMember
/ dei_LegalEntityAxis
= kcg_OCTEGKCAMember
  0us-gaap_LineOfCredit
/ us-gaap_CreditFacilityAxis
= us-gaap_RevolvingCreditFacilityMember
/ dei_LegalEntityAxis
= kcg_OCTEGKCAMember
             
Revolving credit facility amount 750,000,000.0us-gaap_LineOfCreditFacilityMaximumBorrowingCapacity
/ us-gaap_CreditFacilityAxis
= us-gaap_RevolvingCreditFacilityMember
/ dei_LegalEntityAxis
= kcg_OCTEGKCAMember
                 
Debt issuance costs incurred     1,200,000us-gaap_DebtIssuanceCosts
/ us-gaap_CreditFacilityAxis
= us-gaap_RevolvingCreditFacilityMember
/ dei_LegalEntityAxis
= kcg_OCTEGKCAMember
             
Number of debt instruments 2kcg_DebtInstrumentNumberofClasses
/ us-gaap_CreditFacilityAxis
= us-gaap_RevolvingCreditFacilityMember
/ dei_LegalEntityAxis
= kcg_OCTEGKCAMember
                 
Number of borrowing base 2kcg_DebtInstrumentNumberofBorrowingBase
/ us-gaap_CreditFacilityAxis
= us-gaap_RevolvingCreditFacilityMember
/ dei_LegalEntityAxis
= kcg_OCTEGKCAMember
                 
Increase in line of credit facility, maximum borrowing capacity 300,000,000.0kcg_IncreaseinLineofCreditFacilityMaximumBorrowingCapacity
/ us-gaap_CreditFacilityAxis
= us-gaap_RevolvingCreditFacilityMember
/ dei_LegalEntityAxis
= kcg_OCTEGKCAMember
                 
Commitment fee percentage of average daily amount unused portion of revolving credit agreement 0.35%us-gaap_LineOfCreditFacilityUnusedCapacityCommitmentFeePercentage
/ us-gaap_CreditFacilityAxis
= us-gaap_RevolvingCreditFacilityMember
/ dei_LegalEntityAxis
= kcg_OCTEGKCAMember
                 
Revolving Credit Facility [Member] | Borrowing Base A [Member] | OCTEG-KCA [Member]                    
Line of Credit Facility [Line Items]                    
Percentage points added to interest rate base 1.75%us-gaap_DebtInstrumentBasisSpreadOnVariableRate1
/ us-gaap_CreditFacilityAxis
= us-gaap_RevolvingCreditFacilityMember
/ dei_LegalEntityAxis
= kcg_OCTEGKCAMember
/ us-gaap_VariableRateAxis
= kcg_BorrowingBaseAMember
                 
Revolving Credit Facility [Member] | Borrowing Base B Loan [Member] | OCTEG-KCA [Member]                    
Line of Credit Facility [Line Items]                    
Percentage points added to interest rate base 2.25%us-gaap_DebtInstrumentBasisSpreadOnVariableRate1
/ us-gaap_CreditFacilityAxis
= us-gaap_RevolvingCreditFacilityMember
/ dei_LegalEntityAxis
= kcg_OCTEGKCAMember
/ us-gaap_VariableRateAxis
= kcg_BorrowingBaseBLoanMember
                 
Revolving Credit Facility [Member] | Jefferies Finance LLC and Goldman Sachs Bank USA [Member]                    
Line of Credit Facility [Line Items]                    
Revolving credit facility amount 50,000,000.0us-gaap_LineOfCreditFacilityMaximumBorrowingCapacity
/ us-gaap_CreditFacilityAxis
= us-gaap_RevolvingCreditFacilityMember
/ us-gaap_LineOfCreditFacilityAxis
= kcg_JefferiesFinanceLLCandGoldmanSachsBankUSAMember
                 
Swingline Facilty [Member] | OCTEG-KCA [Member]                    
Line of Credit Facility [Line Items]                    
Revolving credit facility amount $ 50,000,000.0us-gaap_LineOfCreditFacilityMaximumBorrowingCapacity
/ us-gaap_CreditFacilityAxis
= kcg_SwinglineFaciltyMember
/ dei_LegalEntityAxis
= kcg_OCTEGKCAMember
                 
Convertible Notes [Member]                    
Line of Credit Facility [Line Items]                    
Redemption price percentage 100.00%us-gaap_DebtInstrumentRedemptionPricePercentage
/ us-gaap_LongtermDebtTypeAxis
= us-gaap_ConvertibleNotesPayableMember
                 
Secured Debt [Member]                    
Line of Credit Facility [Line Items]                    
Redemption price percentage             108.25%us-gaap_DebtInstrumentRedemptionPricePercentage
/ us-gaap_LongtermDebtTypeAxis
= us-gaap_SecuredDebtMember
     
Redemption period             12 months      
Maximum redemption percentage of principal amount             35.00%kcg_DebtInstrumentRedemptionofPrincipalAmountMaximumPercentage
/ us-gaap_LongtermDebtTypeAxis
= us-gaap_SecuredDebtMember
     
Secured Debt [Member] | Prior to June 15, 2015 [Member]                    
Line of Credit Facility [Line Items]                    
Redemption price percentage             100.00%us-gaap_DebtInstrumentRedemptionPricePercentage
/ us-gaap_DebtInstrumentRedemptionPeriodAxis
= us-gaap_DebtInstrumentRedemptionPeriodFourMember
/ us-gaap_LongtermDebtTypeAxis
= us-gaap_SecuredDebtMember
     
Scenario, Actual [Member]                    
Line of Credit Facility [Line Items]                    
Debt maturity date   Mar. 15, 2015                
Date of mature of notes   Mar. 15, 2015                
Minimum [Member] | Secured Debt [Member]                    
Line of Credit Facility [Line Items]                    
Redemption notice, period             30 days      
Maximum [Member] | Secured Debt [Member]                    
Line of Credit Facility [Line Items]                    
Redemption notice, period             60 days