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 * GETCO Holding Company, LLC   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 __X__ 10% Owner _____ Officer (give title below) _____ Other (specify below) (Last) (First) (Middle) 350 N. ORLEANS STREET, 3RD FL SOUTH 3. Date of Earliest Transaction (Month/Day/Year) 02/28/2013 (Street) CHICAGO, IL 60654 4. If Amendment, Date Original Filed(Month/Day/Year) 6. Individual or Joint/Group Filing(Check Applicable Line) ___ Form filed by One Reporting Person _X_ 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 Class A Common Stock 02/28/2013   C(1)   56,875,362 A $ 0 (1) 56,876,429 I Held by Subsidiaries (2)

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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

Series A-1 Convertible Preferred Stock

(3)

02/28/2013

C(1)

85,313

(3)

(3)

Class A Common Stock

56,875,362

$ 0

0

I

Held by Subsidiary (2)

Reporting Owners

Reporting Owner Name / Address	Relationships
	Director	10% Owner	Officer	Other
GETCO Holding Company, LLC 350 N. ORLEANS STREET, 3RD FL SOUTH CHICAGO, IL 60654		X
GETCO Strategic Investments, LLC 350 N. ORLEANS STREET, 3RD FL SOUTH CHICAGO, IL 60654		X

Signatures

/s/ Alex Sadowski, Authorized Signatory		03/01/2013
**Signature of Reporting Person		Date
/s/ Alex Sadowski, Authorized Signatory		03/01/2013
**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)	Conversion of shares of Series A-1 Convertible Preferred Stock into Class A Common Stock for no additional consideration pursuant to the terms of the Series A-1 Convertible Preferred Stock.
(2)	56,875,362 shares of Class A Common Stock are directly held by GETCO Strategic Investments, LLC, a subsidiary of GETCO Holding Company, LLC, and 1,067 shares of Class A Common Stock are held by a different wholly-owned subsidiary of GETCO Holding Company, LLC. GETCO Holding Company, LLC disclaims beneficial ownership of the securities reported herein except to the extent of its pecuniary interest therein and this report shall not be deemed an admission that any such Reporting Person is the beneficial owner of, or has any pecuniary interest in, such securities for purposes of Section 16 of the Securities Exchange Act of 1934, as amended, or for any other purpose.
(3)	Shares of Series A-1 Convertible Preferred Stock were convertible at the option of the holder into shares of Class A Common Stock at a ratio of 666.667 shares of Class A Common Stock for each share of Series A-1 Convertible Preferred Stock, subject to customary anti-dilution adjustments. In addition, if the closing price of the Class A Common Stock exceeds 200% of the then applicable conversion price for 60 consecutive trading days, all of the outstanding shares of Series A-1 Convertible Preferred Stock would mandatorily convert into shares of Class A Common Stock at a ratio of 666.667 shares of Class A Common Stock for each share of Series A-1 Convertible Preferred Stock (subject to customary anti-dilution adjustments), which reflects an approximate initial conversion price of $1.50 per share of Class A Common Stock. All Series A-1 Convertible Preferred Stock mandatorily converted on February 28, 2013.

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