SEC Info  
    Home      Search      My Interests      Help      Sign In      Please Sign In

Knight Capital Group LLC – ‘10-Q’ for 6/30/11 – ‘EX-101.DEF’

On:  Tuesday, 8/9/11, at 4:02pm ET   ·   For:  6/30/11   ·   Accession #:  1193125-11-216460   ·   File #:  1-14223

Previous ‘10-Q’:  ‘10-Q’ on 5/10/11 for 3/31/11   ·   Next:  ‘10-Q’ on 11/9/11 for 9/30/11   ·   Latest:  ‘10-Q/A’ on 5/10/13 for 3/31/13

Find Words in Filings emoji
 
  in    Show  and   Hints

  As Of               Filer                 Filing    For·On·As Docs:Size             Issuer                      Filing Agent

 8/09/11  Knight Capital Group LLC          10-Q        6/30/11   89:8.1M                                   Donnelley … Solutions/FA

Quarterly Report   —   Form 10-Q   —   Sect. 13 / 15(d) – SEA’34
Filing Table of Contents

Document/Exhibit                   Description                      Pages   Size 

 1: 10-Q        Quarterly Report                                    HTML    792K 
 2: EX-31.1     Certification of Chief Executive Officer Pursuant   HTML     33K 
                to Section 302                                                   
 3: EX-31.2     Certification of Chief Financial Officer Pursuant   HTML     33K 
                to Section 302                                                   
 4: EX-32.1     Certification of Chief Executive Officer Pursuant   HTML     28K 
                to Section 906                                                   
 5: EX-32.2     Certification of Chief Financial Officer Pursuant   HTML     28K 
                to Section 906                                                   
18: R1          Document and Entity Information                     HTML     46K 
78: R2          Consolidated Statements of Operations               HTML    133K 
13: R3          Consolidated Statements of Financial Condition      HTML    139K 
14: R4          Consolidated Statements of Financial Condition      HTML     42K 
                (Parenthetical)                                                  
64: R5          Consolidated Statements of Cash Flows               HTML    180K 
37: R6          Organization and Description of the Business        HTML     40K 
71: R7          Significant Accounting Policies                     HTML     83K 
28: R8          Fair Value of Financial Instruments                 HTML    168K 
38: R9          Collateralized Transactions                         HTML     35K 
45: R10         Receivable from and Payable to Brokers, Dealers     HTML     40K 
                and Clearing Organizations                                       
57: R11         Investments                                         HTML     39K 
22: R12         Goodwill and Intangible Assets                      HTML    100K 
35: R13         Long-Term Debt                                      HTML     65K 
30: R14         Comprehensive Income                                HTML     45K 
33: R15         Stock-Based Compensation                            HTML     78K 
72: R16         Income Taxes                                        HTML     46K 
27: R17         Writedown Of Assets And Lease Loss Accrual          HTML     30K 
53: R18         Discontinued Operations                             HTML     58K 
31: R19         Earnings Per Share                                  HTML     58K 
77: R20         Significant Clients                                 HTML     30K 
58: R21         Commitments and Contingent Liabilities              HTML     72K 
65: R22         Financial Instruments with Off-Balance Sheet Risk   HTML     34K 
                and Concentrations of Credit Risk                                
17: R23         Business Segments                                   HTML     64K 
68: R24         Subsequent Event                                    HTML     33K 
26: R25         Significant Accounting Policies (Policy)            HTML    137K 
20: R26         Significant Accounting Policies (Tables)            HTML     46K 
23: R27         Fair Value of Financial Instruments (Tables)        HTML    156K 
47: R28         Receivable from and Payable to Brokers, Dealers     HTML     39K 
                and Clearing Organizations (Tables)                              
63: R29         Investments (Tables)                                HTML     38K 
52: R30         Goodwill and Intangible Assets (Tables)             HTML     98K 
40: R31         Long-Term Debt (Tables)                             HTML     44K 
34: R32         Comprehensive Income (Tables)                       HTML     40K 
50: R33         Stock-Based Compensation (Tables)                   HTML     72K 
76: R34         Income Taxes (Tables)                               HTML     40K 
29: R35         Discontinued Operations (Tables)                    HTML     55K 
79: R36         Earnings Per Share (Tables)                         HTML     55K 
89: R37         Commitments and Contingent Liabilities (Tables)     HTML     60K 
25: R38         Organization and Description of the Business        HTML     30K 
                (Details)                                                        
61: R39         Significant Accounting Policies (Narrative)         HTML     29K 
                (Details)                                                        
39: R40         Significant Accounting Policies (Schedule of        HTML     30K 
                Interest Income and Interest Expense) (Details)                  
51: R41         Significant Accounting Policies (Component of Net   HTML     34K 
                Trading Revenue Includes Dividend Income and                     
                Expense) (Details)                                               
46: R42         Fair Value of Financial Instruments (Narrative)     HTML     32K 
                (Details)                                                        
24: R43         Fair Value of Financial Instruments (Financial      HTML    106K 
                Assets and Liabilities Measured at Fair Value on a               
                Recurring Basis) (Details)                                       
66: R44         Fair Value of Financial Instruments (Fair Value of  HTML     46K 
                Derivative Instruments Effect of Changes in Fair                 
                Value on Statements of Operations) (Details)                     
86: R45         Fair Value of Financial Instruments (Fair Value of  HTML     52K 
                Derivative Instruments Gain (Loss) Recognized)                   
                (Details)                                                        
87: R46         Collateralized Transactions (Details)               HTML     45K 
21: R47         Receivable from and Payable to Brokers, Dealers     HTML     46K 
                and Clearing Organizations (Schedule of Amounts                  
                Receivable from and Payable to Brokers, Dealers                  
                and Clearing Organizations) (Details)                            
19: R48         Investments (Summary of Investments) (Details)      HTML     42K 
83: R49         Goodwill and Intangible Assets (Narrative)          HTML     45K 
                (Details)                                                        
12: R50         Goodwill and Intangible Assets (Goodwill and        HTML     38K 
                Intangible Assets, Net of Accumulated                            
                Amortization) (Details)                                          
43: R51         Goodwill and Intangible Assets (Intangible Assets,  HTML     53K 
                Net of Accumulated Amortization) (Details)                       
36: R52         Goodwill and Intangible Assets (Amortization        HTML     31K 
                Expense) (Details)                                               
16: R53         Goodwill and Intangible Assets (Estimated           HTML     45K 
                Amortization Expense) (Details)                                  
88: R54         Long-Term Debt (Narrative) (Details)                HTML    148K 
73: R55         Long-Term Debt (Summary Of Long-Term Debt)          HTML     38K 
                (Details)                                                        
54: R56         Long-Term Debt (Schedule of Recorded Expenses with  HTML     36K 
                Respect to Notes) (Details)                                      
84: R57         Comprehensive Income (Schedule of Comprehensive     HTML     45K 
                Income) (Details)                                                
41: R58         Stock-Based Compensation (Narrative) (Details)      HTML     45K 
74: R59         Stock-Based Compensation (Employee Compensation     HTML     32K 
                and Benefits, Restricted Awards) (Details)                       
42: R60         Stock-Based Compensation (Summary of Restricted     HTML     58K 
                Awards Activity) (Details)                                       
56: R61         Stock-Based Compensation (Compensation Expense      HTML     33K 
                Relating to Stock Options) (Details)                             
49: R62         Stock-Based Compensation ( Summary of Stock Option  HTML     60K 
                Activity) (Details)                                              
60: R63         Income Taxes (Schedule Of Reconciliation Of         HTML     43K 
                Federal Statutory Income Tax Rate to the Company's               
                Actual Income Tax Rate From Continuing Operations                
                (Details)                                                        
44: R64         Writedown Of Assets And Lease Loss Accrual          HTML     30K 
                (Details)                                                        
59: R65         Discontinued Operations (Schedule of Losses from    HTML     47K 
                Discontinued Operations Net of Tax) (Details)                    
48: R66         Discontinued Operations (Schedule of Discontinued   HTML     44K 
                Operations Assets and Liabilities Recorded in                    
                Other Assets and Accrued Expenses and Other                      
                Liabilities) (Details)                                           
85: R67         Earnings Per Share (Narrative) (Details)            HTML     33K 
70: R68         Earnings Per Share (Schedule of Calculation of      HTML     62K 
                Numerator and Denominator in Earnings Per Share)                 
                (Details)                                                        
75: R69         Significant Clients (Details)                       HTML     31K 
62: R70         Commitments and Contingent Liabilities (Narrative)  HTML     39K 
                (Details)                                                        
15: R71         Commitments and Contingent Liabilities (Schedule    HTML     58K 
                of Lease and Contract Obligations) (Details)                     
69: R72         Commitments and Contingent Liabilities (Fair Value  HTML     30K 
                of Assets or Liability on Future Contract)                       
                (Details)                                                        
32: R73         Commitments and Contingent Liabilities (Schedule    HTML     30K 
                of Realized Gain (Loss) on Future Contracts)                     
                (Details)                                                        
55: R74         Business Segments (Income (Loss) from Continuing    HTML     49K 
                Operations before Income Taxes (Pre-tax Earnings)                
                and Total Assets by Segment) (Details)                           
81: R75         Subsequent Event (Details)                          HTML     35K 
80: XML         IDEA XML File -- Filing Summary                      XML    154K 
82: EXCEL       IDEA Workbook of Financial Reports (.xls)            XLS   1.32M 
 6: EX-101.INS  XBRL Instance -- kcg-20110630                        XML   2.19M 
 8: EX-101.CAL  XBRL Calculations -- kcg-20110630_cal                XML    194K 
 9: EX-101.DEF  XBRL Definitions -- kcg-20110630_def                 XML    400K 
10: EX-101.LAB  XBRL Labels -- kcg-20110630_lab                      XML   1.05M 
11: EX-101.PRE  XBRL Presentations -- kcg-20110630_pre               XML    830K 
 7: EX-101.SCH  XBRL Schema -- kcg-20110630                          XSD    185K 
67: ZIP         XBRL Zipped Folder -- 0001193125-11-216460-xbrl      Zip    165K 


‘EX-101.DEF’   —   XBRL Definitions — kcg-20110630_def


This Exhibit is an XBRL XML File.


                                                                                                                                                                                
<?xml version="1.0" encoding="windows-1252"?>
<!-- XBRL document created with Crossfire by Rivet Software version 4.1.212.0 http://www.rivetsoftware.com -->
<!-- Based on XBRL 2.1 -->
<!-- Created on: 8/8/2011 7:05:55 PM -->
<!-- Modified on: 8/8/2011 7:05:55 PM -->
<linkbase xmlns="http://www.xbrl.org/2003/linkbase" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns:xlink="http://www.w3.org/1999/xlink" xmlns:xbrldt="http://xbrl.org/2005/xbrldt" xsi:schemaLocation="http://www.xbrl.org/2003/linkbase http://www.xbrl.org/2003/xbrl-linkbase-2003-12-31.xsd">
<roleRef xlink:type="simple" xlink:href="kcg-20110630.xsd#DocumentDocumentAndEntityInformation" roleURI="http://www.knight.com/taxonomy/role/DocumentDocumentAndEntityInformation"/>
<roleRef xlink:type="simple" xlink:href="kcg-20110630.xsd#DisclosureSignificantAccountingPoliciesNarrativeDetails" roleURI="http://www.knight.com/role/DisclosureSignificantAccountingPoliciesNarrativeDetails"/>
<roleRef xlink:type="simple" xlink:href="kcg-20110630.xsd#DisclosureSignificantAccountingPoliciesScheduleOfInterestIncomeAndInterestExpenseDetails" roleURI="http://www.knight.com/role/DisclosureSignificantAccountingPoliciesScheduleOfInterestIncomeAndInterestExpenseDetails"/>
<roleRef xlink:type="simple" xlink:href="kcg-20110630.xsd#DisclosureFairValueOfFinancialInstrumentsFinancialAssetsAndLiabilitiesMeasuredAtFairValueOnRecurringBasisDetails" roleURI="http://www.knight.com/taxonomy/role/DisclosureFairValueOfFinancialInstrumentsFinancialAssetsAndLiabilitiesMeasuredAtFairValueOnRecurringBasisDetails"/>
<roleRef xlink:type="simple" xlink:href="kcg-20110630.xsd#DisclosureFairValueOfFinancialInstrumentsFairValueOfDerivativeInstrumentsEffectOfChangesInFairValueOnStatementsOfOperationsDetails" roleURI="http://www.knight.com/taxonomy/role/DisclosureFairValueOfFinancialInstrumentsFairValueOfDerivativeInstrumentsEffectOfChangesInFairValueOnStatementsOfOperationsDetails"/>
<roleRef xlink:type="simple" xlink:href="kcg-20110630.xsd#DisclosureFairValueOfFinancialInstrumentsFairValueOfDerivativeInstrumentsGainLossRecognizedDetails" roleURI="http://www.knight.com/taxonomy/role/DisclosureFairValueOfFinancialInstrumentsFairValueOfDerivativeInstrumentsGainLossRecognizedDetails"/>
<roleRef xlink:type="simple" xlink:href="kcg-20110630.xsd#DisclosureGoodwillAndIntangibleAssetsNarrativeDetails" roleURI="http://www.knight.com/taxonomy/role/DisclosureGoodwillAndIntangibleAssetsNarrativeDetails"/>
<roleRef xlink:type="simple" xlink:href="kcg-20110630.xsd#DisclosureGoodwillAndIntangibleAssetsGoodwillAndIntangibleAssetsNetOfAccumulatedAmortizationDetails" roleURI="http://www.knight.com/taxonomy/role/DisclosureGoodwillAndIntangibleAssetsGoodwillAndIntangibleAssetsNetOfAccumulatedAmortizationDetails"/>
<roleRef xlink:type="simple" xlink:href="kcg-20110630.xsd#DisclosureGoodwillAndIntangibleAssetsIntangibleAssetsNetOfAccumulatedAmortizationDetails" roleURI="http://www.knight.com/taxonomy/role/DisclosureGoodwillAndIntangibleAssetsIntangibleAssetsNetOfAccumulatedAmortizationDetails"/>
<roleRef xlink:type="simple" xlink:href="kcg-20110630.xsd#DisclosureLongTermDebtNarrativeDetails" roleURI="http://www.knight.com/role/DisclosureLongTermDebtNarrativeDetails"/>
<roleRef xlink:type="simple" xlink:href="kcg-20110630.xsd#DisclosureStockBasedCompensationNarrativeDetails" roleURI="http://www.knight.com/role/DisclosureStockBasedCompensationNarrativeDetails"/>
<roleRef xlink:type="simple" xlink:href="kcg-20110630.xsd#DisclosureStockBasedCompensationEmployeeCompensationAndBenefitsRestrictedAwardsDetails" roleURI="http://www.knight.com/role/DisclosureStockBasedCompensationEmployeeCompensationAndBenefitsRestrictedAwardsDetails"/>
<roleRef xlink:type="simple" xlink:href="kcg-20110630.xsd#DisclosureStockBasedCompensationSummaryOfRestrictedAwardsActivityDetails" roleURI="http://www.knight.com/role/DisclosureStockBasedCompensationSummaryOfRestrictedAwardsActivityDetails"/>
<roleRef xlink:type="simple" xlink:href="kcg-20110630.xsd#DisclosureStockBasedCompensationCompensationExpenseRelatingToStockOptionsDetails" roleURI="http://www.knight.com/role/DisclosureStockBasedCompensationCompensationExpenseRelatingToStockOptionsDetails"/>
<roleRef xlink:type="simple" xlink:href="kcg-20110630.xsd#DisclosureWritedownOfAssetsAndLeaseLossAccrualDetails" roleURI="http://www.knight.com/role/DisclosureWritedownOfAssetsAndLeaseLossAccrualDetails"/>
<roleRef xlink:type="simple" xlink:href="kcg-20110630.xsd#DisclosureCommitmentsAndContingentLiabilitiesNarrativeDetails" roleURI="http://www.knight.com/role/DisclosureCommitmentsAndContingentLiabilitiesNarrativeDetails"/>
<roleRef xlink:type="simple" xlink:href="kcg-20110630.xsd#DisclosureCommitmentsAndContingentLiabilitiesScheduleOfLeaseAndContractObligationsDetails" roleURI="http://www.knight.com/role/DisclosureCommitmentsAndContingentLiabilitiesScheduleOfLeaseAndContractObligationsDetails"/>
<roleRef xlink:type="simple" xlink:href="kcg-20110630.xsd#DisclosureCommitmentsAndContingentLiabilitiesFairValueOfAssetsOrLiabilityOnFutureContractDetails" roleURI="http://www.knight.com/role/DisclosureCommitmentsAndContingentLiabilitiesFairValueOfAssetsOrLiabilityOnFutureContractDetails"/>
<roleRef xlink:type="simple" xlink:href="kcg-20110630.xsd#DisclosureCommitmentsAndContingentLiabilitiesScheduleOfRealizedGainLossOnFutureContractsDetails" roleURI="http://www.knight.com/role/DisclosureCommitmentsAndContingentLiabilitiesScheduleOfRealizedGainLossOnFutureContractsDetails"/>
<roleRef xlink:type="simple" xlink:href="kcg-20110630.xsd#DisclosureBusinessSegmentsIncomeLossFromContinuingOperationsBeforeIncomeTaxesPreTaxEarningsAndTotalAssetsBySegmentDetails" roleURI="http://www.knight.com/role/DisclosureBusinessSegmentsIncomeLossFromContinuingOperationsBeforeIncomeTaxesPreTaxEarningsAndTotalAssetsBySegmentDetails"/>
<roleRef xlink:type="simple" xlink:href="kcg-20110630.xsd#DisclosureSubsequentEventDetails" roleURI="http://www.knight.com/role/DisclosureSubsequentEventDetails"/>
<arcroleRef xlink:type="simple" xlink:href="http://www.xbrl.org/2005/xbrldt-2005.xsd#all" arcroleURI="http://xbrl.org/int/dim/arcrole/all"/>
<arcroleRef xlink:type="simple" xlink:href="http://www.xbrl.org/2005/xbrldt-2005.xsd#dimension-default" arcroleURI="http://xbrl.org/int/dim/arcrole/dimension-default"/>
<arcroleRef xlink:type="simple" xlink:href="http://www.xbrl.org/2005/xbrldt-2005.xsd#dimension-domain" arcroleURI="http://xbrl.org/int/dim/arcrole/dimension-domain"/>
<arcroleRef xlink:type="simple" xlink:href="http://www.xbrl.org/2005/xbrldt-2005.xsd#domain-member" arcroleURI="http://xbrl.org/int/dim/arcrole/domain-member"/>
<arcroleRef xlink:type="simple" xlink:href="http://www.xbrl.org/2005/xbrldt-2005.xsd#hypercube-dimension" arcroleURI="http://xbrl.org/int/dim/arcrole/hypercube-dimension"/>
<definitionLink xlink:role="http://www.knight.com/taxonomy/role/DocumentDocumentAndEntityInformation" xlink:type="extended" xlink:title="00090 - Document - Document and Entity Information">
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_StatementTable" xlink:label="us-gaap_StatementTable"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_StatementClassOfStockAxis" xlink:label="us-gaap_StatementClassOfStockAxis"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" order="1" xlink:from="us-gaap_StatementTable" xlink:to="us-gaap_StatementClassOfStockAxis" priority="2" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_ClassOfStockDomain" xlink:label="us-gaap_ClassOfStockDomain"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" order="1" xlink:from="us-gaap_StatementClassOfStockAxis" xlink:to="us-gaap_ClassOfStockDomain" priority="2" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_ClassOfStockDomain" xlink:label="us-gaap_ClassOfStockDomain_634484271536662820"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" order="1" xlink:from="us-gaap_StatementClassOfStockAxis" xlink:to="us-gaap_ClassOfStockDomain_634484271536662820" priority="2" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_CommonClassAMember" xlink:label="us-gaap_CommonClassAMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="1" xlink:from="us-gaap_ClassOfStockDomain" xlink:to="us-gaap_CommonClassAMember" priority="2" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_CommonClassBMember" xlink:label="us-gaap_CommonClassBMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="2" xlink:from="us-gaap_ClassOfStockDomain" xlink:to="us-gaap_CommonClassBMember" priority="2" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_StatementLineItems" xlink:label="us-gaap_StatementLineItems"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" order="1" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_StatementTable" priority="2" use="optional" xbrldt:contextElement="segment" xbrldt:closed="true"/>
<loc xlink:type="locator" xlink:href="http://xbrl.sec.gov/dei/2011/dei-2011-01-31.xsd#dei_DocumentType" xlink:label="dei_DocumentType"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="2" xlink:from="us-gaap_StatementLineItems" xlink:to="dei_DocumentType" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.sec.gov/dei/2011/dei-2011-01-31.xsd#dei_AmendmentFlag" xlink:label="dei_AmendmentFlag"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="3" xlink:from="us-gaap_StatementLineItems" xlink:to="dei_AmendmentFlag" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.sec.gov/dei/2011/dei-2011-01-31.xsd#dei_DocumentPeriodEndDate" xlink:label="dei_DocumentPeriodEndDate"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="4" xlink:from="us-gaap_StatementLineItems" xlink:to="dei_DocumentPeriodEndDate" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.sec.gov/dei/2011/dei-2011-01-31.xsd#dei_DocumentFiscalYearFocus" xlink:label="dei_DocumentFiscalYearFocus"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="5" xlink:from="us-gaap_StatementLineItems" xlink:to="dei_DocumentFiscalYearFocus" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.sec.gov/dei/2011/dei-2011-01-31.xsd#dei_DocumentFiscalPeriodFocus" xlink:label="dei_DocumentFiscalPeriodFocus"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="6" xlink:from="us-gaap_StatementLineItems" xlink:to="dei_DocumentFiscalPeriodFocus" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.sec.gov/dei/2011/dei-2011-01-31.xsd#dei_TradingSymbol" xlink:label="dei_TradingSymbol"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="7" xlink:from="us-gaap_StatementLineItems" xlink:to="dei_TradingSymbol" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.sec.gov/dei/2011/dei-2011-01-31.xsd#dei_EntityRegistrantName" xlink:label="dei_EntityRegistrantName"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="8" xlink:from="us-gaap_StatementLineItems" xlink:to="dei_EntityRegistrantName" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.sec.gov/dei/2011/dei-2011-01-31.xsd#dei_EntityCentralIndexKey" xlink:label="dei_EntityCentralIndexKey"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="9" xlink:from="us-gaap_StatementLineItems" xlink:to="dei_EntityCentralIndexKey" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.sec.gov/dei/2011/dei-2011-01-31.xsd#dei_CurrentFiscalYearEndDate" xlink:label="dei_CurrentFiscalYearEndDate"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="10" xlink:from="us-gaap_StatementLineItems" xlink:to="dei_CurrentFiscalYearEndDate" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.sec.gov/dei/2011/dei-2011-01-31.xsd#dei_EntityFilerCategory" xlink:label="dei_EntityFilerCategory"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="11" xlink:from="us-gaap_StatementLineItems" xlink:to="dei_EntityFilerCategory" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.sec.gov/dei/2011/dei-2011-01-31.xsd#dei_EntityCommonStockSharesOutstanding" xlink:label="dei_EntityCommonStockSharesOutstanding"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="12" xlink:from="us-gaap_StatementLineItems" xlink:to="dei_EntityCommonStockSharesOutstanding" priority="1" use="optional"/>
</definitionLink>
<definitionLink xlink:role="http://www.knight.com/role/DisclosureSignificantAccountingPoliciesNarrativeDetails" xlink:type="extended" xlink:title="40201 - Disclosure - Significant Accounting Policies (Narrative) (Details)">
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipByIncomeStatementLocationByDerivativeInstrumentRiskTable" xlink:label="us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipByIncomeStatementLocationByDerivativeInstrumentRiskTable"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_DerivativeInstrumentsGainLossByIncomeStatementLocationAxis" xlink:label="us-gaap_DerivativeInstrumentsGainLossByIncomeStatementLocationAxis"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" order="1" xlink:from="us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipByIncomeStatementLocationByDerivativeInstrumentRiskTable" xlink:to="us-gaap_DerivativeInstrumentsGainLossByIncomeStatementLocationAxis" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_IncomeStatementAndOtherComprehensiveIncomeLocationDomain" xlink:label="us-gaap_IncomeStatementAndOtherComprehensiveIncomeLocationDomain"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" order="1" xlink:from="us-gaap_DerivativeInstrumentsGainLossByIncomeStatementLocationAxis" xlink:to="us-gaap_IncomeStatementAndOtherComprehensiveIncomeLocationDomain" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_IncomeStatementAndOtherComprehensiveIncomeLocationDomain" xlink:label="us-gaap_IncomeStatementAndOtherComprehensiveIncomeLocationDomain_634484271536662820"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" order="1" xlink:from="us-gaap_DerivativeInstrumentsGainLossByIncomeStatementLocationAxis" xlink:to="us-gaap_IncomeStatementAndOtherComprehensiveIncomeLocationDomain_634484271536662820" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_ForeignCurrencyGainLossMember" xlink:label="us-gaap_ForeignCurrencyGainLossMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="1" xlink:from="us-gaap_IncomeStatementAndOtherComprehensiveIncomeLocationDomain" xlink:to="us-gaap_ForeignCurrencyGainLossMember" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_StatementLineItems" xlink:label="us-gaap_StatementLineItems"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" order="1" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipByIncomeStatementLocationByDerivativeInstrumentRiskTable" use="optional" xbrldt:contextElement="segment" xbrldt:closed="true"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_InvestmentIncomeNonoperating" xlink:label="us-gaap_InvestmentIncomeNonoperating"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="2" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_InvestmentIncomeNonoperating" priority="1" use="optional"/>
</definitionLink>
<definitionLink xlink:role="http://www.knight.com/role/DisclosureSignificantAccountingPoliciesScheduleOfInterestIncomeAndInterestExpenseDetails" xlink:type="extended" xlink:title="40202 - Disclosure - Significant Accounting Policies (Schedule of Interest Income and Interest Expense) (Details)">
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_StatementTable" xlink:label="us-gaap_StatementTable"/>
<loc xlink:type="locator" xlink:href="kcg-20110630.xsd#kcg_ComponentsOfRevenueAxis" xlink:label="kcg_ComponentsOfRevenueAxis"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" order="1" xlink:from="us-gaap_StatementTable" xlink:to="kcg_ComponentsOfRevenueAxis" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="kcg-20110630.xsd#kcg_ComponentsOfRevenueDomain" xlink:label="kcg_ComponentsOfRevenueDomain"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" order="1" xlink:from="kcg_ComponentsOfRevenueAxis" xlink:to="kcg_ComponentsOfRevenueDomain" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="kcg-20110630.xsd#kcg_ComponentsOfRevenueDomain" xlink:label="kcg_ComponentsOfRevenueDomain_634484271536662820"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" order="1" xlink:from="kcg_ComponentsOfRevenueAxis" xlink:to="kcg_ComponentsOfRevenueDomain_634484271536662820" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_InterestIncomeMember" xlink:label="us-gaap_InterestIncomeMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="1" xlink:from="kcg_ComponentsOfRevenueDomain" xlink:to="us-gaap_InterestIncomeMember" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_InterestExpenseMember" xlink:label="us-gaap_InterestExpenseMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="2" xlink:from="kcg_ComponentsOfRevenueDomain" xlink:to="us-gaap_InterestExpenseMember" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_StatementLineItems" xlink:label="us-gaap_StatementLineItems"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" order="1" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_StatementTable" use="optional" xbrldt:contextElement="segment" xbrldt:closed="true"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_InterestIncomeExpenseNet" xlink:label="us-gaap_InterestIncomeExpenseNet"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="2" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_InterestIncomeExpenseNet" priority="1" use="optional"/>
</definitionLink>
<definitionLink xlink:role="http://www.knight.com/taxonomy/role/DisclosureFairValueOfFinancialInstrumentsFinancialAssetsAndLiabilitiesMeasuredAtFairValueOnRecurringBasisDetails" xlink:type="extended" xlink:title="40302 - Disclosure - Fair Value of Financial Instruments (Financial Assets and Liabilities Measured at Fair Value on a Recurring Basis) (Details)">
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisTable" xlink:label="us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisTable"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_TradingActivityByTypeAxis" xlink:label="us-gaap_TradingActivityByTypeAxis"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" order="1" xlink:from="us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisTable" xlink:to="us-gaap_TradingActivityByTypeAxis" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_TradingActivityByTypeDomain" xlink:label="us-gaap_TradingActivityByTypeDomain"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" order="1" xlink:from="us-gaap_TradingActivityByTypeAxis" xlink:to="us-gaap_TradingActivityByTypeDomain" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_TradingActivityByTypeDomain" xlink:label="us-gaap_TradingActivityByTypeDomain_634484271536662820"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" order="1" xlink:from="us-gaap_TradingActivityByTypeAxis" xlink:to="us-gaap_TradingActivityByTypeDomain_634484271536662820" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_EquityMember" xlink:label="us-gaap_EquityMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="1" xlink:from="us-gaap_TradingActivityByTypeDomain" xlink:to="us-gaap_EquityMember" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_ListedOptionsMember" xlink:label="us-gaap_ListedOptionsMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="2" xlink:from="us-gaap_TradingActivityByTypeDomain" xlink:to="us-gaap_ListedOptionsMember" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_USGovernmentAndGovernmentAgenciesAndAuthoritiesMember" xlink:label="us-gaap_USGovernmentAndGovernmentAgenciesAndAuthoritiesMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="3" xlink:from="us-gaap_TradingActivityByTypeDomain" xlink:to="us-gaap_USGovernmentAndGovernmentAgenciesAndAuthoritiesMember" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_CorporateDebtSecuritiesMember" xlink:label="us-gaap_CorporateDebtSecuritiesMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="4" xlink:from="us-gaap_TradingActivityByTypeDomain" xlink:to="us-gaap_CorporateDebtSecuritiesMember" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_EmbeddedDerivativeFinancialInstrumentsMember" xlink:label="us-gaap_EmbeddedDerivativeFinancialInstrumentsMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="5" xlink:from="us-gaap_TradingActivityByTypeDomain" xlink:to="us-gaap_EmbeddedDerivativeFinancialInstrumentsMember" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_TotalReturnSwapMember" xlink:label="us-gaap_TotalReturnSwapMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="6" xlink:from="us-gaap_TradingActivityByTypeDomain" xlink:to="us-gaap_TotalReturnSwapMember" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_MortgageBackedSecuritiesIssuedByUSGovernmentSponsoredEnterprisesMember" xlink:label="us-gaap_MortgageBackedSecuritiesIssuedByUSGovernmentSponsoredEnterprisesMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="7" xlink:from="us-gaap_TradingActivityByTypeDomain" xlink:to="us-gaap_MortgageBackedSecuritiesIssuedByUSGovernmentSponsoredEnterprisesMember" use="optional"/>
<loc xlink:type="locator" xlink:href="kcg-20110630.xsd#kcg_LoanInventoryMember" xlink:label="kcg_LoanInventoryMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="8" xlink:from="us-gaap_TradingActivityByTypeDomain" xlink:to="kcg_LoanInventoryMember" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="kcg-20110630.xsd#kcg_SecuritizedLoanInventoryMember" xlink:label="kcg_SecuritizedLoanInventoryMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="9" xlink:from="us-gaap_TradingActivityByTypeDomain" xlink:to="kcg_SecuritizedLoanInventoryMember" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_PurchasedCallOptionMember" xlink:label="us-gaap_PurchasedCallOptionMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="10" xlink:from="us-gaap_TradingActivityByTypeDomain" xlink:to="us-gaap_PurchasedCallOptionMember" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_ForeignExchangeForwardMember" xlink:label="us-gaap_ForeignExchangeForwardMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="11" xlink:from="us-gaap_TradingActivityByTypeDomain" xlink:to="us-gaap_ForeignExchangeForwardMember" use="optional"/>
<loc xlink:type="locator" xlink:href="kcg-20110630.xsd#kcg_LiabilityToGnmaTrustsMember" xlink:label="kcg_LiabilityToGnmaTrustsMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="12" xlink:from="us-gaap_TradingActivityByTypeDomain" xlink:to="kcg_LiabilityToGnmaTrustsMember" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="kcg-20110630.xsd#kcg_DeferredCompensationInvestmentsMember" xlink:label="kcg_DeferredCompensationInvestmentsMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="13" xlink:from="us-gaap_TradingActivityByTypeDomain" xlink:to="kcg_DeferredCompensationInvestmentsMember" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="kcg-20110630.xsd#kcg_InvestmentInDeephavenFundsMember" xlink:label="kcg_InvestmentInDeephavenFundsMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="14" xlink:from="us-gaap_TradingActivityByTypeDomain" xlink:to="kcg_InvestmentInDeephavenFundsMember" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_FairValueByFairValueHierarchyLevelAxis" xlink:label="us-gaap_FairValueByFairValueHierarchyLevelAxis"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" order="2" xlink:from="us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisTable" xlink:to="us-gaap_FairValueByFairValueHierarchyLevelAxis" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_FairValueMeasurementsFairValueHierarchyDomain" xlink:label="us-gaap_FairValueMeasurementsFairValueHierarchyDomain"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" order="1" xlink:from="us-gaap_FairValueByFairValueHierarchyLevelAxis" xlink:to="us-gaap_FairValueMeasurementsFairValueHierarchyDomain" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_FairValueMeasurementsFairValueHierarchyDomain" xlink:label="us-gaap_FairValueMeasurementsFairValueHierarchyDomain_634484271536662820"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" order="1" xlink:from="us-gaap_FairValueByFairValueHierarchyLevelAxis" xlink:to="us-gaap_FairValueMeasurementsFairValueHierarchyDomain_634484271536662820" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_FairValueInputsLevel1Member" xlink:label="us-gaap_FairValueInputsLevel1Member"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="1" xlink:from="us-gaap_FairValueMeasurementsFairValueHierarchyDomain" xlink:to="us-gaap_FairValueInputsLevel1Member" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_FairValueInputsLevel2Member" xlink:label="us-gaap_FairValueInputsLevel2Member"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="2" xlink:from="us-gaap_FairValueMeasurementsFairValueHierarchyDomain" xlink:to="us-gaap_FairValueInputsLevel2Member" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_FairValueInputsLevel3Member" xlink:label="us-gaap_FairValueInputsLevel3Member"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="3" xlink:from="us-gaap_FairValueMeasurementsFairValueHierarchyDomain" xlink:to="us-gaap_FairValueInputsLevel3Member" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_StatementLineItems" xlink:label="us-gaap_StatementLineItems"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" order="1" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_FairValueAssetsAndLiabilitiesMeasuredOnRecurringAndNonrecurringBasisTable" use="optional" xbrldt:contextElement="segment" xbrldt:closed="true"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_FinancialInstrumentsOwnedAtFairValue" xlink:label="us-gaap_FinancialInstrumentsOwnedAtFairValue"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="2" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_FinancialInstrumentsOwnedAtFairValue" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_AssetsFairValueDisclosure" xlink:label="us-gaap_AssetsFairValueDisclosure"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="3" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_AssetsFairValueDisclosure" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_FinancialInstrumentsSoldNotYetPurchasedAtFairValue" xlink:label="us-gaap_FinancialInstrumentsSoldNotYetPurchasedAtFairValue"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="4" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_FinancialInstrumentsSoldNotYetPurchasedAtFairValue" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_LiabilitiesFairValueDisclosure" xlink:label="us-gaap_LiabilitiesFairValueDisclosure"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="5" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_LiabilitiesFairValueDisclosure" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="kcg-20110630.xsd#kcg_DeferredCompensationInvestments" xlink:label="kcg_DeferredCompensationInvestments"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="6" xlink:from="us-gaap_StatementLineItems" xlink:to="kcg_DeferredCompensationInvestments" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_EquityMethodInvestmentsFairValueDisclosure" xlink:label="us-gaap_EquityMethodInvestmentsFairValueDisclosure"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="7" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_EquityMethodInvestmentsFairValueDisclosure" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="kcg-20110630.xsd#kcg_LongAndShortListedEquityOptionContracts" xlink:label="kcg_LongAndShortListedEquityOptionContracts"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="8" xlink:from="us-gaap_StatementLineItems" xlink:to="kcg_LongAndShortListedEquityOptionContracts" priority="1" use="optional"/>
</definitionLink>
<definitionLink xlink:role="http://www.knight.com/taxonomy/role/DisclosureFairValueOfFinancialInstrumentsFairValueOfDerivativeInstrumentsEffectOfChangesInFairValueOnStatementsOfOperationsDetails" xlink:type="extended" xlink:title="40303 - Disclosure - Fair Value of Financial Instruments (Fair Value of Derivative Instruments Effect of Changes in Fair Value on Statements of Operations) (Details)">
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_FairValueByBalanceSheetGroupingTable" xlink:label="us-gaap_FairValueByBalanceSheetGroupingTable"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis" xlink:label="us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" order="1" xlink:from="us-gaap_FairValueByBalanceSheetGroupingTable" xlink:to="us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_HedgingRelationshipDomain" xlink:label="us-gaap_HedgingRelationshipDomain"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" order="1" xlink:from="us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis" xlink:to="us-gaap_HedgingRelationshipDomain" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_HedgingRelationshipDomain" xlink:label="us-gaap_HedgingRelationshipDomain_634484271536818820"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" order="1" xlink:from="us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis" xlink:to="us-gaap_HedgingRelationshipDomain_634484271536818820" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_DesignatedAsHedgingInstrumentMember" xlink:label="us-gaap_DesignatedAsHedgingInstrumentMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="1" xlink:from="us-gaap_HedgingRelationshipDomain" xlink:to="us-gaap_DesignatedAsHedgingInstrumentMember" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_NondesignatedMember" xlink:label="us-gaap_NondesignatedMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="2" xlink:from="us-gaap_HedgingRelationshipDomain" xlink:to="us-gaap_NondesignatedMember" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_DerivativeInstrumentRiskAxis" xlink:label="us-gaap_DerivativeInstrumentRiskAxis"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" order="2" xlink:from="us-gaap_FairValueByBalanceSheetGroupingTable" xlink:to="us-gaap_DerivativeInstrumentRiskAxis" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_DerivativeContractTypeDomain" xlink:label="us-gaap_DerivativeContractTypeDomain"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" order="1" xlink:from="us-gaap_DerivativeInstrumentRiskAxis" xlink:to="us-gaap_DerivativeContractTypeDomain" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_DerivativeContractTypeDomain" xlink:label="us-gaap_DerivativeContractTypeDomain_634484271536818820"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" order="1" xlink:from="us-gaap_DerivativeInstrumentRiskAxis" xlink:to="us-gaap_DerivativeContractTypeDomain_634484271536818820" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_ForeignExchangeForwardMember" xlink:label="us-gaap_ForeignExchangeForwardMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="1" xlink:from="us-gaap_DerivativeContractTypeDomain" xlink:to="us-gaap_ForeignExchangeForwardMember" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_EmbeddedDerivativeFinancialInstrumentsMember" xlink:label="us-gaap_EmbeddedDerivativeFinancialInstrumentsMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="2" xlink:from="us-gaap_DerivativeContractTypeDomain" xlink:to="us-gaap_EmbeddedDerivativeFinancialInstrumentsMember" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_TotalReturnSwapMember" xlink:label="us-gaap_TotalReturnSwapMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="3" xlink:from="us-gaap_DerivativeContractTypeDomain" xlink:to="us-gaap_TotalReturnSwapMember" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_ListedOptionsMember" xlink:label="us-gaap_ListedOptionsMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="4" xlink:from="us-gaap_DerivativeContractTypeDomain" xlink:to="us-gaap_ListedOptionsMember" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_PurchasedCallOptionMember" xlink:label="us-gaap_PurchasedCallOptionMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="5" xlink:from="us-gaap_DerivativeContractTypeDomain" xlink:to="us-gaap_PurchasedCallOptionMember" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_StatementLineItems" xlink:label="us-gaap_StatementLineItems"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" order="1" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_FairValueByBalanceSheetGroupingTable" use="optional" xbrldt:contextElement="segment" xbrldt:closed="true"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_FinancialInstrumentsOwnedAtFairValue" xlink:label="us-gaap_FinancialInstrumentsOwnedAtFairValue"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="2" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_FinancialInstrumentsOwnedAtFairValue" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_FinancialInstrumentsSoldNotYetPurchasedAtFairValue" xlink:label="us-gaap_FinancialInstrumentsSoldNotYetPurchasedAtFairValue"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="3" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_FinancialInstrumentsSoldNotYetPurchasedAtFairValue" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="kcg-20110630.xsd#kcg_LongListedEquityOptionContracts" xlink:label="kcg_LongListedEquityOptionContracts"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="4" xlink:from="us-gaap_StatementLineItems" xlink:to="kcg_LongListedEquityOptionContracts" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="kcg-20110630.xsd#kcg_ShortListedEquityOptionContracts" xlink:label="kcg_ShortListedEquityOptionContracts"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="5" xlink:from="us-gaap_StatementLineItems" xlink:to="kcg_ShortListedEquityOptionContracts" priority="1" use="optional"/>
</definitionLink>
<definitionLink xlink:role="http://www.knight.com/taxonomy/role/DisclosureFairValueOfFinancialInstrumentsFairValueOfDerivativeInstrumentsGainLossRecognizedDetails" xlink:type="extended" xlink:title="40304 - Disclosure - Fair Value of Financial Instruments (Fair Value of Derivative Instruments Gain (Loss) Recognized) (Details)">
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_FairValueByBalanceSheetGroupingTable" xlink:label="us-gaap_FairValueByBalanceSheetGroupingTable"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis" xlink:label="us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" order="1" xlink:from="us-gaap_FairValueByBalanceSheetGroupingTable" xlink:to="us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_HedgingRelationshipDomain" xlink:label="us-gaap_HedgingRelationshipDomain"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" order="1" xlink:from="us-gaap_DerivativeInstrumentsGainLossByHedgingRelationshipAxis" xlink:to="us-gaap_HedgingRelationshipDomain" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_DesignatedAsHedgingInstrumentMember" xlink:label="us-gaap_DesignatedAsHedgingInstrumentMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="1" xlink:from="us-gaap_HedgingRelationshipDomain" xlink:to="us-gaap_DesignatedAsHedgingInstrumentMember" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_NondesignatedMember" xlink:label="us-gaap_NondesignatedMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="2" xlink:from="us-gaap_HedgingRelationshipDomain" xlink:to="us-gaap_NondesignatedMember" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_DerivativeInstrumentRiskAxis" xlink:label="us-gaap_DerivativeInstrumentRiskAxis"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" order="2" xlink:from="us-gaap_FairValueByBalanceSheetGroupingTable" xlink:to="us-gaap_DerivativeInstrumentRiskAxis" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_DerivativeContractTypeDomain" xlink:label="us-gaap_DerivativeContractTypeDomain"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" order="1" xlink:from="us-gaap_DerivativeInstrumentRiskAxis" xlink:to="us-gaap_DerivativeContractTypeDomain" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_ForeignExchangeForwardMember" xlink:label="us-gaap_ForeignExchangeForwardMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="1" xlink:from="us-gaap_DerivativeContractTypeDomain" xlink:to="us-gaap_ForeignExchangeForwardMember" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_EmbeddedDerivativeFinancialInstrumentsMember" xlink:label="us-gaap_EmbeddedDerivativeFinancialInstrumentsMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="2" xlink:from="us-gaap_DerivativeContractTypeDomain" xlink:to="us-gaap_EmbeddedDerivativeFinancialInstrumentsMember" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_TotalReturnSwapMember" xlink:label="us-gaap_TotalReturnSwapMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="3" xlink:from="us-gaap_DerivativeContractTypeDomain" xlink:to="us-gaap_TotalReturnSwapMember" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_ListedOptionsMember" xlink:label="us-gaap_ListedOptionsMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="4" xlink:from="us-gaap_DerivativeContractTypeDomain" xlink:to="us-gaap_ListedOptionsMember" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_PurchasedCallOptionMember" xlink:label="us-gaap_PurchasedCallOptionMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="5" xlink:from="us-gaap_DerivativeContractTypeDomain" xlink:to="us-gaap_PurchasedCallOptionMember" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_StatementLineItems" xlink:label="us-gaap_StatementLineItems"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" order="1" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_FairValueByBalanceSheetGroupingTable" use="optional" xbrldt:contextElement="segment" xbrldt:closed="true"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_NetInvestmentIncome" xlink:label="us-gaap_NetInvestmentIncome"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="2" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_NetInvestmentIncome" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_TradingGainsLosses" xlink:label="us-gaap_TradingGainsLosses"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="3" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_TradingGainsLosses" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_AccumulatedOtherComprehensiveIncomeLossNetOfTax" xlink:label="us-gaap_AccumulatedOtherComprehensiveIncomeLossNetOfTax"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="4" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_AccumulatedOtherComprehensiveIncomeLossNetOfTax" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_DerivativeInstrumentsNotDesignatedAsHedgingInstrumentsGainLossNet" xlink:label="us-gaap_DerivativeInstrumentsNotDesignatedAsHedgingInstrumentsGainLossNet"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="5" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_DerivativeInstrumentsNotDesignatedAsHedgingInstrumentsGainLossNet" priority="1" use="optional"/>
</definitionLink>
<definitionLink xlink:role="http://www.knight.com/taxonomy/role/DisclosureGoodwillAndIntangibleAssetsNarrativeDetails" xlink:type="extended" xlink:title="40701 - Disclosure - Goodwill and Intangible Assets (Narrative) (Details)">
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_StatementTable" xlink:label="us-gaap_StatementTable"/>
<loc xlink:type="locator" xlink:href="kcg-20110630.xsd#kcg_WritedownOfAssetsAndLeaseLossAccrualAxis" xlink:label="kcg_WritedownOfAssetsAndLeaseLossAccrualAxis"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" order="1" xlink:from="us-gaap_StatementTable" xlink:to="kcg_WritedownOfAssetsAndLeaseLossAccrualAxis" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="kcg-20110630.xsd#kcg_WritedownOfAssetsAndLeaseLossAccrualDomain" xlink:label="kcg_WritedownOfAssetsAndLeaseLossAccrualDomain"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" order="1" xlink:from="kcg_WritedownOfAssetsAndLeaseLossAccrualAxis" xlink:to="kcg_WritedownOfAssetsAndLeaseLossAccrualDomain" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="kcg-20110630.xsd#kcg_WritedownOfAssetsAndLeaseLossAccrualDomain" xlink:label="kcg_WritedownOfAssetsAndLeaseLossAccrualDomain_634484271536818820"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" order="1" xlink:from="kcg_WritedownOfAssetsAndLeaseLossAccrualAxis" xlink:to="kcg_WritedownOfAssetsAndLeaseLossAccrualDomain_634484271536818820" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="kcg-20110630.xsd#kcg_DiscontinuationOfLibertasTradeNameMember" xlink:label="kcg_DiscontinuationOfLibertasTradeNameMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="1" xlink:from="kcg_WritedownOfAssetsAndLeaseLossAccrualDomain" xlink:to="kcg_DiscontinuationOfLibertasTradeNameMember" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_StatementLineItems" xlink:label="us-gaap_StatementLineItems"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" order="1" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_StatementTable" use="optional" xbrldt:contextElement="segment" xbrldt:closed="true"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_GoodwillImpairmentLoss" xlink:label="us-gaap_GoodwillImpairmentLoss"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="2" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_GoodwillImpairmentLoss" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_FiniteLivedIntangibleAssetsUsefulLifeMinimum" xlink:label="us-gaap_FiniteLivedIntangibleAssetsUsefulLifeMinimum"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="3" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_FiniteLivedIntangibleAssetsUsefulLifeMinimum" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_FiniteLivedIntangibleAssetsUsefulLifeMaximum" xlink:label="us-gaap_FiniteLivedIntangibleAssetsUsefulLifeMaximum"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="4" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_FiniteLivedIntangibleAssetsUsefulLifeMaximum" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_FiniteLivedIntangibleAssetsAverageUsefulLife" xlink:label="us-gaap_FiniteLivedIntangibleAssetsAverageUsefulLife"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="5" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_FiniteLivedIntangibleAssetsAverageUsefulLife" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="kcg-20110630.xsd#kcg_WriteDownOfAssetsAndLeaseLossAccrualBenefitNet" xlink:label="kcg_WriteDownOfAssetsAndLeaseLossAccrualBenefitNet"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="6" xlink:from="us-gaap_StatementLineItems" xlink:to="kcg_WriteDownOfAssetsAndLeaseLossAccrualBenefitNet" priority="1" use="optional"/>
</definitionLink>
<definitionLink xlink:role="http://www.knight.com/taxonomy/role/DisclosureGoodwillAndIntangibleAssetsGoodwillAndIntangibleAssetsNetOfAccumulatedAmortizationDetails" xlink:type="extended" xlink:title="40702 - Disclosure - Goodwill and Intangible Assets (Goodwill and Intangible Assets, Net of Accumulated Amortization) (Details)">
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_ScheduleOfGoodwillTable" xlink:label="us-gaap_ScheduleOfGoodwillTable"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_StatementBusinessSegmentsAxis" xlink:label="us-gaap_StatementBusinessSegmentsAxis"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" order="1" xlink:from="us-gaap_ScheduleOfGoodwillTable" xlink:to="us-gaap_StatementBusinessSegmentsAxis" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_SegmentDomain" xlink:label="us-gaap_SegmentDomain"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" order="1" xlink:from="us-gaap_StatementBusinessSegmentsAxis" xlink:to="us-gaap_SegmentDomain" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_SegmentDomain" xlink:label="us-gaap_SegmentDomain_634484271536818820"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" order="1" xlink:from="us-gaap_StatementBusinessSegmentsAxis" xlink:to="us-gaap_SegmentDomain_634484271536818820" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_EquityMember" xlink:label="us-gaap_EquityMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="1" xlink:from="us-gaap_SegmentDomain" xlink:to="us-gaap_EquityMember" use="optional"/>
<loc xlink:type="locator" xlink:href="kcg-20110630.xsd#kcg_FiccMember" xlink:label="kcg_FiccMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="2" xlink:from="us-gaap_SegmentDomain" xlink:to="kcg_FiccMember" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="kcg-20110630.xsd#kcg_CorporateMember" xlink:label="kcg_CorporateMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="3" xlink:from="us-gaap_SegmentDomain" xlink:to="kcg_CorporateMember" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="kcg-20110630.xsd#kcg_TotalMember" xlink:label="kcg_TotalMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="4" xlink:from="us-gaap_SegmentDomain" xlink:to="kcg_TotalMember" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_BusinessAcquisitionAxis" xlink:label="us-gaap_BusinessAcquisitionAxis"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" order="2" xlink:from="us-gaap_ScheduleOfGoodwillTable" xlink:to="us-gaap_BusinessAcquisitionAxis" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_BusinessAcquisitionAcquireeDomain" xlink:label="us-gaap_BusinessAcquisitionAcquireeDomain"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" order="1" xlink:from="us-gaap_BusinessAcquisitionAxis" xlink:to="us-gaap_BusinessAcquisitionAcquireeDomain" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_BusinessAcquisitionAcquireeDomain" xlink:label="us-gaap_BusinessAcquisitionAcquireeDomain_634484271536818820"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" order="1" xlink:from="us-gaap_BusinessAcquisitionAxis" xlink:to="us-gaap_BusinessAcquisitionAcquireeDomain_634484271536818820" use="optional"/>
<loc xlink:type="locator" xlink:href="kcg-20110630.xsd#kcg_TrimarkBuisinessMember" xlink:label="kcg_TrimarkBuisinessMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="1" xlink:from="us-gaap_BusinessAcquisitionAcquireeDomain" xlink:to="kcg_TrimarkBuisinessMember" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="kcg-20110630.xsd#kcg_TradetechBusinessMember" xlink:label="kcg_TradetechBusinessMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="2" xlink:from="us-gaap_BusinessAcquisitionAcquireeDomain" xlink:to="kcg_TradetechBusinessMember" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="kcg-20110630.xsd#kcg_DonaldsonBusinessMember" xlink:label="kcg_DonaldsonBusinessMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="3" xlink:from="us-gaap_BusinessAcquisitionAcquireeDomain" xlink:to="kcg_DonaldsonBusinessMember" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="kcg-20110630.xsd#kcg_KnightRoundtableEuropeMember" xlink:label="kcg_KnightRoundtableEuropeMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="4" xlink:from="us-gaap_BusinessAcquisitionAcquireeDomain" xlink:to="kcg_KnightRoundtableEuropeMember" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="kcg-20110630.xsd#kcg_DirectTradingBuisinessMember" xlink:label="kcg_DirectTradingBuisinessMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="5" xlink:from="us-gaap_BusinessAcquisitionAcquireeDomain" xlink:to="kcg_DirectTradingBuisinessMember" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="kcg-20110630.xsd#kcg_EdgetradeBuisinessMember" xlink:label="kcg_EdgetradeBuisinessMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="6" xlink:from="us-gaap_BusinessAcquisitionAcquireeDomain" xlink:to="kcg_EdgetradeBuisinessMember" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="kcg-20110630.xsd#kcg_AstorBuisinessMember" xlink:label="kcg_AstorBuisinessMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="7" xlink:from="us-gaap_BusinessAcquisitionAcquireeDomain" xlink:to="kcg_AstorBuisinessMember" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="kcg-20110630.xsd#kcg_KelloggDmmLmmBuisinessMember" xlink:label="kcg_KelloggDmmLmmBuisinessMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="8" xlink:from="us-gaap_BusinessAcquisitionAcquireeDomain" xlink:to="kcg_KelloggDmmLmmBuisinessMember" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="kcg-20110630.xsd#kcg_HotspotBuisinessMember" xlink:label="kcg_HotspotBuisinessMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="9" xlink:from="us-gaap_BusinessAcquisitionAcquireeDomain" xlink:to="kcg_HotspotBuisinessMember" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="kcg-20110630.xsd#kcg_ValubondBuisinessMember" xlink:label="kcg_ValubondBuisinessMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="10" xlink:from="us-gaap_BusinessAcquisitionAcquireeDomain" xlink:to="kcg_ValubondBuisinessMember" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="kcg-20110630.xsd#kcg_LibertasBuisinessMember" xlink:label="kcg_LibertasBuisinessMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="11" xlink:from="us-gaap_BusinessAcquisitionAcquireeDomain" xlink:to="kcg_LibertasBuisinessMember" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="kcg-20110630.xsd#kcg_UrbanBuisinessMember" xlink:label="kcg_UrbanBuisinessMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="12" xlink:from="us-gaap_BusinessAcquisitionAcquireeDomain" xlink:to="kcg_UrbanBuisinessMember" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="kcg-20110630.xsd#kcg_OtherBusinessMember" xlink:label="kcg_OtherBusinessMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="13" xlink:from="us-gaap_BusinessAcquisitionAcquireeDomain" xlink:to="kcg_OtherBusinessMember" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_StatementLineItems" xlink:label="us-gaap_StatementLineItems"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" order="1" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_ScheduleOfGoodwillTable" use="optional" xbrldt:contextElement="segment" xbrldt:closed="true"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_BusinessAcquisitionPurchasePriceAllocationGoodwillAmount" xlink:label="us-gaap_BusinessAcquisitionPurchasePriceAllocationGoodwillAmount"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="2" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_BusinessAcquisitionPurchasePriceAllocationGoodwillAmount" priority="1" use="optional"/>
</definitionLink>
<definitionLink xlink:role="http://www.knight.com/taxonomy/role/DisclosureGoodwillAndIntangibleAssetsIntangibleAssetsNetOfAccumulatedAmortizationDetails" xlink:type="extended" xlink:title="40703 - Disclosure - Goodwill and Intangible Assets (Intangible Assets, Net of Accumulated Amortization) (Details)">
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_ScheduleOfGoodwillTable" xlink:label="us-gaap_ScheduleOfGoodwillTable"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_IndefiniteLivedIntangibleAssetsByMajorClassAxis" xlink:label="us-gaap_IndefiniteLivedIntangibleAssetsByMajorClassAxis"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" order="1" xlink:from="us-gaap_ScheduleOfGoodwillTable" xlink:to="us-gaap_IndefiniteLivedIntangibleAssetsByMajorClassAxis" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_IndefiniteLivedIntangibleAssetsMajorClassNameDomain" xlink:label="us-gaap_IndefiniteLivedIntangibleAssetsMajorClassNameDomain"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" order="1" xlink:from="us-gaap_IndefiniteLivedIntangibleAssetsByMajorClassAxis" xlink:to="us-gaap_IndefiniteLivedIntangibleAssetsMajorClassNameDomain" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_IndefiniteLivedIntangibleAssetsMajorClassNameDomain" xlink:label="us-gaap_IndefiniteLivedIntangibleAssetsMajorClassNameDomain_634484271536818820"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" order="1" xlink:from="us-gaap_IndefiniteLivedIntangibleAssetsByMajorClassAxis" xlink:to="us-gaap_IndefiniteLivedIntangibleAssetsMajorClassNameDomain_634484271536818820" use="optional"/>
<loc xlink:type="locator" xlink:href="kcg-20110630.xsd#kcg_CustomerAndBrokerRelationshipsMember" xlink:label="kcg_CustomerAndBrokerRelationshipsMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="1" xlink:from="us-gaap_IndefiniteLivedIntangibleAssetsMajorClassNameDomain" xlink:to="kcg_CustomerAndBrokerRelationshipsMember" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_TradeNamesMember" xlink:label="us-gaap_TradeNamesMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="2" xlink:from="us-gaap_IndefiniteLivedIntangibleAssetsMajorClassNameDomain" xlink:to="us-gaap_TradeNamesMember" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_OtherIntangibleAssetsMember" xlink:label="us-gaap_OtherIntangibleAssetsMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="3" xlink:from="us-gaap_IndefiniteLivedIntangibleAssetsMajorClassNameDomain" xlink:to="us-gaap_OtherIntangibleAssetsMember" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_StatementBusinessSegmentsAxis" xlink:label="us-gaap_StatementBusinessSegmentsAxis"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" order="2" xlink:from="us-gaap_ScheduleOfGoodwillTable" xlink:to="us-gaap_StatementBusinessSegmentsAxis" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_SegmentDomain" xlink:label="us-gaap_SegmentDomain"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" order="1" xlink:from="us-gaap_StatementBusinessSegmentsAxis" xlink:to="us-gaap_SegmentDomain" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_EquityMember" xlink:label="us-gaap_EquityMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="1" xlink:from="us-gaap_SegmentDomain" xlink:to="us-gaap_EquityMember" use="optional"/>
<loc xlink:type="locator" xlink:href="kcg-20110630.xsd#kcg_FiccMember" xlink:label="kcg_FiccMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="2" xlink:from="us-gaap_SegmentDomain" xlink:to="kcg_FiccMember" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="kcg-20110630.xsd#kcg_CorporateMember" xlink:label="kcg_CorporateMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="3" xlink:from="us-gaap_SegmentDomain" xlink:to="kcg_CorporateMember" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_StatementLineItems" xlink:label="us-gaap_StatementLineItems"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" order="1" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_ScheduleOfGoodwillTable" use="optional" xbrldt:contextElement="segment" xbrldt:closed="true"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_FiniteLivedIntangibleAssetsNet" xlink:label="us-gaap_FiniteLivedIntangibleAssetsNet"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="2" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_FiniteLivedIntangibleAssetsNet" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_FiniteLivedIntangibleAssetsGross" xlink:label="us-gaap_FiniteLivedIntangibleAssetsGross"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="3" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_FiniteLivedIntangibleAssetsGross" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_FiniteLivedIntangibleAssetsAccumulatedAmortization" xlink:label="us-gaap_FiniteLivedIntangibleAssetsAccumulatedAmortization"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="4" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_FiniteLivedIntangibleAssetsAccumulatedAmortization" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_FiniteLivedIntangibleAssetsWeightedAverageUsefulLife" xlink:label="us-gaap_FiniteLivedIntangibleAssetsWeightedAverageUsefulLife"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="5" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_FiniteLivedIntangibleAssetsWeightedAverageUsefulLife" priority="1" use="optional"/>
</definitionLink>
<definitionLink xlink:role="http://www.knight.com/role/DisclosureLongTermDebtNarrativeDetails" xlink:type="extended" xlink:title="40801 - Disclosure - Long-Term Debt (Narrative) (Details)">
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_LineOfCreditFacilityTable" xlink:label="us-gaap_LineOfCreditFacilityTable"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_LineOfCreditFacilityAxis" xlink:label="us-gaap_LineOfCreditFacilityAxis"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" order="1" xlink:from="us-gaap_LineOfCreditFacilityTable" xlink:to="us-gaap_LineOfCreditFacilityAxis" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_LineOfCreditFacilityLenderDomain" xlink:label="us-gaap_LineOfCreditFacilityLenderDomain"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" order="1" xlink:from="us-gaap_LineOfCreditFacilityAxis" xlink:to="us-gaap_LineOfCreditFacilityLenderDomain" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_LineOfCreditFacilityLenderDomain" xlink:label="us-gaap_LineOfCreditFacilityLenderDomain_634484271536818820"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" order="1" xlink:from="us-gaap_LineOfCreditFacilityAxis" xlink:to="us-gaap_LineOfCreditFacilityLenderDomain_634484271536818820" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_LoansPayableMember" xlink:label="us-gaap_LoansPayableMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="1" xlink:from="us-gaap_LineOfCreditFacilityLenderDomain" xlink:to="us-gaap_LoansPayableMember" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_LineOfCreditMember" xlink:label="us-gaap_LineOfCreditMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="2" xlink:from="us-gaap_LineOfCreditFacilityLenderDomain" xlink:to="us-gaap_LineOfCreditMember" use="optional"/>
<loc xlink:type="locator" xlink:href="kcg-20110630.xsd#kcg_BorrowingBaseLoanMember" xlink:label="kcg_BorrowingBaseLoanMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="3" xlink:from="us-gaap_LineOfCreditFacilityLenderDomain" xlink:to="kcg_BorrowingBaseLoanMember" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="kcg-20110630.xsd#kcg_BorrowingBaseBLoanMember" xlink:label="kcg_BorrowingBaseBLoanMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="4" xlink:from="us-gaap_LineOfCreditFacilityLenderDomain" xlink:to="kcg_BorrowingBaseBLoanMember" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="kcg-20110630.xsd#kcg_ConvertibleSeniorSubordinatedNotesMember" xlink:label="kcg_ConvertibleSeniorSubordinatedNotesMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="5" xlink:from="us-gaap_LineOfCreditFacilityLenderDomain" xlink:to="kcg_ConvertibleSeniorSubordinatedNotesMember" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="kcg-20110630.xsd#kcg_LineOfCreditFacilityInterestRateComponentsAxis" xlink:label="kcg_LineOfCreditFacilityInterestRateComponentsAxis"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" order="2" xlink:from="us-gaap_LineOfCreditFacilityTable" xlink:to="kcg_LineOfCreditFacilityInterestRateComponentsAxis" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="kcg-20110630.xsd#kcg_LineOfCreditFacilityInterestRateComponentsDomain" xlink:label="kcg_LineOfCreditFacilityInterestRateComponentsDomain"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" order="1" xlink:from="kcg_LineOfCreditFacilityInterestRateComponentsAxis" xlink:to="kcg_LineOfCreditFacilityInterestRateComponentsDomain" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="kcg-20110630.xsd#kcg_LineOfCreditFacilityInterestRateComponentsDomain" xlink:label="kcg_LineOfCreditFacilityInterestRateComponentsDomain_634484271536974820"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" order="1" xlink:from="kcg_LineOfCreditFacilityInterestRateComponentsAxis" xlink:to="kcg_LineOfCreditFacilityInterestRateComponentsDomain_634484271536974820" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="kcg-20110630.xsd#kcg_LiborMember" xlink:label="kcg_LiborMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="1" xlink:from="kcg_LineOfCreditFacilityInterestRateComponentsDomain" xlink:to="kcg_LiborMember" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="kcg-20110630.xsd#kcg_BaseRateMember" xlink:label="kcg_BaseRateMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="2" xlink:from="kcg_LineOfCreditFacilityInterestRateComponentsDomain" xlink:to="kcg_BaseRateMember" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_RangeAxis" xlink:label="us-gaap_RangeAxis"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" order="3" xlink:from="us-gaap_LineOfCreditFacilityTable" xlink:to="us-gaap_RangeAxis" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_RangeMember" xlink:label="us-gaap_RangeMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" order="1" xlink:from="us-gaap_RangeAxis" xlink:to="us-gaap_RangeMember" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_RangeMember" xlink:label="us-gaap_RangeMember_634484271536974820"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" order="1" xlink:from="us-gaap_RangeAxis" xlink:to="us-gaap_RangeMember_634484271536974820" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_MinimumMember" xlink:label="us-gaap_MinimumMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="1" xlink:from="us-gaap_RangeMember" xlink:to="us-gaap_MinimumMember" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_MaximumMember" xlink:label="us-gaap_MaximumMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="2" xlink:from="us-gaap_RangeMember" xlink:to="us-gaap_MaximumMember" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_OptionIndexedToIssuersEquityTypeAxis" xlink:label="us-gaap_OptionIndexedToIssuersEquityTypeAxis"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" order="4" xlink:from="us-gaap_LineOfCreditFacilityTable" xlink:to="us-gaap_OptionIndexedToIssuersEquityTypeAxis" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_OptionIndexedToIssuersEquityTypeDomain" xlink:label="us-gaap_OptionIndexedToIssuersEquityTypeDomain"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" order="1" xlink:from="us-gaap_OptionIndexedToIssuersEquityTypeAxis" xlink:to="us-gaap_OptionIndexedToIssuersEquityTypeDomain" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_OptionIndexedToIssuersEquityTypeDomain" xlink:label="us-gaap_OptionIndexedToIssuersEquityTypeDomain_634484271536974820"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" order="1" xlink:from="us-gaap_OptionIndexedToIssuersEquityTypeAxis" xlink:to="us-gaap_OptionIndexedToIssuersEquityTypeDomain_634484271536974820" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_PurchasedCallOptionMember" xlink:label="us-gaap_PurchasedCallOptionMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="1" xlink:from="us-gaap_OptionIndexedToIssuersEquityTypeDomain" xlink:to="us-gaap_PurchasedCallOptionMember" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_StatementLineItems" xlink:label="us-gaap_StatementLineItems"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" order="1" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_LineOfCreditFacilityTable" priority="2" use="optional" xbrldt:contextElement="segment" xbrldt:closed="true"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_LineOfCreditFacilityInitiationDate" xlink:label="us-gaap_LineOfCreditFacilityInitiationDate"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="2" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_LineOfCreditFacilityInitiationDate" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_LineOfCredit" xlink:label="us-gaap_LineOfCredit"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="3" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_LineOfCredit" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="kcg-20110630.xsd#kcg_BorrowingsTermLength" xlink:label="kcg_BorrowingsTermLength"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="4" xlink:from="us-gaap_StatementLineItems" xlink:to="kcg_BorrowingsTermLength" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="kcg-20110630.xsd#kcg_LineOfCreditFacilityInterestRate" xlink:label="kcg_LineOfCreditFacilityInterestRate"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="5" xlink:from="us-gaap_StatementLineItems" xlink:to="kcg_LineOfCreditFacilityInterestRate" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_InterestExpense" xlink:label="us-gaap_InterestExpense"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="6" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_InterestExpense" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_LineOfCreditFacilityDateOfFirstRequiredPayment" xlink:label="us-gaap_LineOfCreditFacilityDateOfFirstRequiredPayment"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="7" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_LineOfCreditFacilityDateOfFirstRequiredPayment" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="kcg-20110630.xsd#kcg_LineOfCreditFacilityPeriodPaymentFirstInstallment" xlink:label="kcg_LineOfCreditFacilityPeriodPaymentFirstInstallment"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="8" xlink:from="us-gaap_StatementLineItems" xlink:to="kcg_LineOfCreditFacilityPeriodPaymentFirstInstallment" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="kcg-20110630.xsd#kcg_LineOfCreditFacilityPeriodPaymentSecondInstallment" xlink:label="kcg_LineOfCreditFacilityPeriodPaymentSecondInstallment"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="9" xlink:from="us-gaap_StatementLineItems" xlink:to="kcg_LineOfCreditFacilityPeriodPaymentSecondInstallment" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="kcg-20110630.xsd#kcg_LineOfCreditFacilityPeriodPaymentFinalInstallment" xlink:label="kcg_LineOfCreditFacilityPeriodPaymentFinalInstallment"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="10" xlink:from="us-gaap_StatementLineItems" xlink:to="kcg_LineOfCreditFacilityPeriodPaymentFinalInstallment" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="kcg-20110630.xsd#kcg_LineOfCreditFacilityMarginInterestRate" xlink:label="kcg_LineOfCreditFacilityMarginInterestRate"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="11" xlink:from="us-gaap_StatementLineItems" xlink:to="kcg_LineOfCreditFacilityMarginInterestRate" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_LineOfCreditFacilityFrequencyOfCommitmentFeePayment" xlink:label="us-gaap_LineOfCreditFacilityFrequencyOfCommitmentFeePayment"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="12" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_LineOfCreditFacilityFrequencyOfCommitmentFeePayment" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_LineOfCreditFacilityUnusedCapacityCommitmentFeePercentage" xlink:label="us-gaap_LineOfCreditFacilityUnusedCapacityCommitmentFeePercentage"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="13" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_LineOfCreditFacilityUnusedCapacityCommitmentFeePercentage" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_LineOfCreditFacilityCommitmentFeeAmount" xlink:label="us-gaap_LineOfCreditFacilityCommitmentFeeAmount"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="14" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_LineOfCreditFacilityCommitmentFeeAmount" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_ConvertibleSubordinatedDebt" xlink:label="us-gaap_ConvertibleSubordinatedDebt"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="15" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_ConvertibleSubordinatedDebt" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_DebtInstrumentMaturityDate" xlink:label="us-gaap_DebtInstrumentMaturityDate"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="16" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_DebtInstrumentMaturityDate" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_DistributionMadeToMemberOrLimitedPartnerShareDistributionDilutionPerShare" xlink:label="us-gaap_DistributionMadeToMemberOrLimitedPartnerShareDistributionDilutionPerShare"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="17" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_DistributionMadeToMemberOrLimitedPartnerShareDistributionDilutionPerShare" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_SubordinatedBorrowingInterestRate" xlink:label="us-gaap_SubordinatedBorrowingInterestRate"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="18" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_SubordinatedBorrowingInterestRate" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_DebtInstrumentMaturityDateRangeStart" xlink:label="us-gaap_DebtInstrumentMaturityDateRangeStart"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="19" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_DebtInstrumentMaturityDateRangeStart" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_DebtInstrumentMaturityDateRangeEnd" xlink:label="us-gaap_DebtInstrumentMaturityDateRangeEnd"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="20" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_DebtInstrumentMaturityDateRangeEnd" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_AmortizationOfFinancingCostsAndDiscounts" xlink:label="us-gaap_AmortizationOfFinancingCostsAndDiscounts"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="21" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_AmortizationOfFinancingCostsAndDiscounts" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_DebtInstrumentInterestRateEffectivePercentage" xlink:label="us-gaap_DebtInstrumentInterestRateEffectivePercentage"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="22" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_DebtInstrumentInterestRateEffectivePercentage" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_LongTermDebt" xlink:label="us-gaap_LongTermDebt"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="23" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_LongTermDebt" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="kcg-20110630.xsd#kcg_NotesConvertibleBasedOnInitialConversionRateOfShares" xlink:label="kcg_NotesConvertibleBasedOnInitialConversionRateOfShares"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="24" xlink:from="us-gaap_StatementLineItems" xlink:to="kcg_NotesConvertibleBasedOnInitialConversionRateOfShares" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_DebtInstrumentCarryingAmount" xlink:label="us-gaap_DebtInstrumentCarryingAmount"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="25" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_DebtInstrumentCarryingAmount" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_DebtInstrumentConvertibleConversionPrice1" xlink:label="us-gaap_DebtInstrumentConvertibleConversionPrice1"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="26" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_DebtInstrumentConvertibleConversionPrice1" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="kcg-20110630.xsd#kcg_InitialConversionPremiumOverClosingSale" xlink:label="kcg_InitialConversionPremiumOverClosingSale"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="27" xlink:from="us-gaap_StatementLineItems" xlink:to="kcg_InitialConversionPremiumOverClosingSale" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="kcg-20110630.xsd#kcg_ClosingSalePriceOfCommonStockOnNasdaq" xlink:label="kcg_ClosingSalePriceOfCommonStockOnNasdaq"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="28" xlink:from="us-gaap_StatementLineItems" xlink:to="kcg_ClosingSalePriceOfCommonStockOnNasdaq" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="kcg-20110630.xsd#kcg_PercentageOfPriceEqualToPrincipalAmountOfNotes" xlink:label="kcg_PercentageOfPriceEqualToPrincipalAmountOfNotes"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="29" xlink:from="us-gaap_StatementLineItems" xlink:to="kcg_PercentageOfPriceEqualToPrincipalAmountOfNotes" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="kcg-20110630.xsd#kcg_AmountPaidToEnterIntoPrivatelyNegotiatedCashConvertibleNoteHedgeTransactions" xlink:label="kcg_AmountPaidToEnterIntoPrivatelyNegotiatedCashConvertibleNoteHedgeTransactions"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="30" xlink:from="us-gaap_StatementLineItems" xlink:to="kcg_AmountPaidToEnterIntoPrivatelyNegotiatedCashConvertibleNoteHedgeTransactions" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="kcg-20110630.xsd#kcg_NumberOfSharesSubjectToAdjustmentOfCommonStock" xlink:label="kcg_NumberOfSharesSubjectToAdjustmentOfCommonStock"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="31" xlink:from="us-gaap_StatementLineItems" xlink:to="kcg_NumberOfSharesSubjectToAdjustmentOfCommonStock" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_DerivativePriceRiskOptionStrikePrice" xlink:label="us-gaap_DerivativePriceRiskOptionStrikePrice"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="32" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_DerivativePriceRiskOptionStrikePrice" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_FinancialInstrumentsSoldNotYetPurchasedAtFairValue" xlink:label="us-gaap_FinancialInstrumentsSoldNotYetPurchasedAtFairValue"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="33" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_FinancialInstrumentsSoldNotYetPurchasedAtFairValue" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_ProceedsFromIssuanceOfWarrants" xlink:label="us-gaap_ProceedsFromIssuanceOfWarrants"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="34" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_ProceedsFromIssuanceOfWarrants" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_SaleOfStockPricePerShare" xlink:label="us-gaap_SaleOfStockPricePerShare"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="35" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_SaleOfStockPricePerShare" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="kcg-20110630.xsd#kcg_PercentageOfCommonStockSubjectToAdjustmentOfPremiumOverClosingPrice" xlink:label="kcg_PercentageOfCommonStockSubjectToAdjustmentOfPremiumOverClosingPrice"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="36" xlink:from="us-gaap_StatementLineItems" xlink:to="kcg_PercentageOfCommonStockSubjectToAdjustmentOfPremiumOverClosingPrice" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_EmbeddedDerivativeFairValueOfEmbeddedDerivativeLiability" xlink:label="us-gaap_EmbeddedDerivativeFairValueOfEmbeddedDerivativeLiability"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="37" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_EmbeddedDerivativeFairValueOfEmbeddedDerivativeLiability" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_EmbeddedDerivativeFairValueOfEmbeddedDerivativeNet" xlink:label="us-gaap_EmbeddedDerivativeFairValueOfEmbeddedDerivativeNet"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="38" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_EmbeddedDerivativeFairValueOfEmbeddedDerivativeNet" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_PaymentsOfDebtIssuanceCosts" xlink:label="us-gaap_PaymentsOfDebtIssuanceCosts"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="39" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_PaymentsOfDebtIssuanceCosts" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_DebtInstrumentDecreaseRepayments" xlink:label="us-gaap_DebtInstrumentDecreaseRepayments"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="40" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_DebtInstrumentDecreaseRepayments" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_RepurchaseAgreementsInterestExpenseAmount" xlink:label="us-gaap_RepurchaseAgreementsInterestExpenseAmount"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="41" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_RepurchaseAgreementsInterestExpenseAmount" priority="1" use="optional"/>
</definitionLink>
<definitionLink xlink:role="http://www.knight.com/role/DisclosureStockBasedCompensationNarrativeDetails" xlink:type="extended" xlink:title="41001 - Disclosure - Stock-Based Compensation (Narrative) (Details)">
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_ScheduleOfShareBasedCompensationArrangementsByShareBasedPaymentAwardTable" xlink:label="us-gaap_ScheduleOfShareBasedCompensationArrangementsByShareBasedPaymentAwardTable"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_ScheduleOfShareBasedCompensationArrangementByShareBasedPaymentAwardAwardTypeAndPlanNameAxis" xlink:label="us-gaap_ScheduleOfShareBasedCompensationArrangementByShareBasedPaymentAwardAwardTypeAndPlanNameAxis"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" order="1" xlink:from="us-gaap_ScheduleOfShareBasedCompensationArrangementsByShareBasedPaymentAwardTable" xlink:to="us-gaap_ScheduleOfShareBasedCompensationArrangementByShareBasedPaymentAwardAwardTypeAndPlanNameAxis" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_ShareBasedCompensationArrangementsByShareBasedPaymentAwardAwardTypeAndPlanNameDomain" xlink:label="us-gaap_ShareBasedCompensationArrangementsByShareBasedPaymentAwardAwardTypeAndPlanNameDomain"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" order="1" xlink:from="us-gaap_ScheduleOfShareBasedCompensationArrangementByShareBasedPaymentAwardAwardTypeAndPlanNameAxis" xlink:to="us-gaap_ShareBasedCompensationArrangementsByShareBasedPaymentAwardAwardTypeAndPlanNameDomain" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_ShareBasedCompensationArrangementsByShareBasedPaymentAwardAwardTypeAndPlanNameDomain" xlink:label="us-gaap_ShareBasedCompensationArrangementsByShareBasedPaymentAwardAwardTypeAndPlanNameDomain_634484271537130820"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" order="1" xlink:from="us-gaap_ScheduleOfShareBasedCompensationArrangementByShareBasedPaymentAwardAwardTypeAndPlanNameAxis" xlink:to="us-gaap_ShareBasedCompensationArrangementsByShareBasedPaymentAwardAwardTypeAndPlanNameDomain_634484271537130820" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_RestrictedStockMember" xlink:label="us-gaap_RestrictedStockMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="1" xlink:from="us-gaap_ShareBasedCompensationArrangementsByShareBasedPaymentAwardAwardTypeAndPlanNameDomain" xlink:to="us-gaap_RestrictedStockMember" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_StockOptionsMember" xlink:label="us-gaap_StockOptionsMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="2" xlink:from="us-gaap_ShareBasedCompensationArrangementsByShareBasedPaymentAwardAwardTypeAndPlanNameDomain" xlink:to="us-gaap_StockOptionsMember" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_StatementLineItems" xlink:label="us-gaap_StatementLineItems"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" order="1" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_ScheduleOfShareBasedCompensationArrangementsByShareBasedPaymentAwardTable" use="optional" xbrldt:contextElement="segment" xbrldt:closed="true"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardAwardVestingPeriod" xlink:label="us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardAwardVestingPeriod"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="2" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardAwardVestingPeriod" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_StockIssuedDuringPeriodSharesRestrictedStockAwardNetOfForfeitures" xlink:label="us-gaap_StockIssuedDuringPeriodSharesRestrictedStockAwardNetOfForfeitures"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="3" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_StockIssuedDuringPeriodSharesRestrictedStockAwardNetOfForfeitures" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="kcg-20110630.xsd#kcg_ShareBasedCompensationUnvestedRestrictedAwardsOutstandingUnamortized" xlink:label="kcg_ShareBasedCompensationUnvestedRestrictedAwardsOutstandingUnamortized"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="4" xlink:from="us-gaap_StatementLineItems" xlink:to="kcg_ShareBasedCompensationUnvestedRestrictedAwardsOutstandingUnamortized" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="kcg-20110630.xsd#kcg_CostOfUnvestedAwardsExpectedToBeRecognizedOverWeightedAverageLife" xlink:label="kcg_CostOfUnvestedAwardsExpectedToBeRecognizedOverWeightedAverageLife"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="5" xlink:from="us-gaap_StatementLineItems" xlink:to="kcg_CostOfUnvestedAwardsExpectedToBeRecognizedOverWeightedAverageLife" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardOptionsGrantsInPeriod" xlink:label="us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardOptionsGrantsInPeriod"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="6" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardOptionsGrantsInPeriod" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardOptionsGrantsInPeriodWeightedAverageGrantDateFairValue" xlink:label="us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardOptionsGrantsInPeriodWeightedAverageGrantDateFairValue"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="7" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardOptionsGrantsInPeriodWeightedAverageGrantDateFairValue" priority="1" use="optional"/>
</definitionLink>
<definitionLink xlink:role="http://www.knight.com/role/DisclosureStockBasedCompensationEmployeeCompensationAndBenefitsRestrictedAwardsDetails" xlink:type="extended" xlink:title="41002 - Disclosure - Stock-Based Compensation (Employee Compensation and Benefits, Restricted Awards) (Details)">
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_ScheduleOfShareBasedCompensationArrangementsByShareBasedPaymentAwardTable" xlink:label="us-gaap_ScheduleOfShareBasedCompensationArrangementsByShareBasedPaymentAwardTable"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_ScheduleOfShareBasedCompensationArrangementByShareBasedPaymentAwardAwardTypeAndPlanNameAxis" xlink:label="us-gaap_ScheduleOfShareBasedCompensationArrangementByShareBasedPaymentAwardAwardTypeAndPlanNameAxis"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" order="1" xlink:from="us-gaap_ScheduleOfShareBasedCompensationArrangementsByShareBasedPaymentAwardTable" xlink:to="us-gaap_ScheduleOfShareBasedCompensationArrangementByShareBasedPaymentAwardAwardTypeAndPlanNameAxis" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_ShareBasedCompensationArrangementsByShareBasedPaymentAwardAwardTypeAndPlanNameDomain" xlink:label="us-gaap_ShareBasedCompensationArrangementsByShareBasedPaymentAwardAwardTypeAndPlanNameDomain"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" order="1" xlink:from="us-gaap_ScheduleOfShareBasedCompensationArrangementByShareBasedPaymentAwardAwardTypeAndPlanNameAxis" xlink:to="us-gaap_ShareBasedCompensationArrangementsByShareBasedPaymentAwardAwardTypeAndPlanNameDomain" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_RestrictedStockMember" xlink:label="us-gaap_RestrictedStockMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="1" xlink:from="us-gaap_ShareBasedCompensationArrangementsByShareBasedPaymentAwardAwardTypeAndPlanNameDomain" xlink:to="us-gaap_RestrictedStockMember" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_StatementLineItems" xlink:label="us-gaap_StatementLineItems"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" order="1" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_ScheduleOfShareBasedCompensationArrangementsByShareBasedPaymentAwardTable" use="optional" xbrldt:contextElement="segment" xbrldt:closed="true"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_RestrictedStockExpense" xlink:label="us-gaap_RestrictedStockExpense"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="2" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_RestrictedStockExpense" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_EmployeeServiceShareBasedCompensationTaxBenefitFromCompensationExpense" xlink:label="us-gaap_EmployeeServiceShareBasedCompensationTaxBenefitFromCompensationExpense"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="3" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_EmployeeServiceShareBasedCompensationTaxBenefitFromCompensationExpense" priority="1" use="optional"/>
</definitionLink>
<definitionLink xlink:role="http://www.knight.com/role/DisclosureStockBasedCompensationSummaryOfRestrictedAwardsActivityDetails" xlink:type="extended" xlink:title="41003 - Disclosure - Stock-Based Compensation (Summary of Restricted Awards Activity) (Details)">
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_ScheduleOfShareBasedCompensationArrangementsByShareBasedPaymentAwardTable" xlink:label="us-gaap_ScheduleOfShareBasedCompensationArrangementsByShareBasedPaymentAwardTable"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_ScheduleOfShareBasedCompensationArrangementByShareBasedPaymentAwardAwardTypeAndPlanNameAxis" xlink:label="us-gaap_ScheduleOfShareBasedCompensationArrangementByShareBasedPaymentAwardAwardTypeAndPlanNameAxis"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" order="1" xlink:from="us-gaap_ScheduleOfShareBasedCompensationArrangementsByShareBasedPaymentAwardTable" xlink:to="us-gaap_ScheduleOfShareBasedCompensationArrangementByShareBasedPaymentAwardAwardTypeAndPlanNameAxis" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_ShareBasedCompensationArrangementsByShareBasedPaymentAwardAwardTypeAndPlanNameDomain" xlink:label="us-gaap_ShareBasedCompensationArrangementsByShareBasedPaymentAwardAwardTypeAndPlanNameDomain"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" order="1" xlink:from="us-gaap_ScheduleOfShareBasedCompensationArrangementByShareBasedPaymentAwardAwardTypeAndPlanNameAxis" xlink:to="us-gaap_ShareBasedCompensationArrangementsByShareBasedPaymentAwardAwardTypeAndPlanNameDomain" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_RestrictedStockMember" xlink:label="us-gaap_RestrictedStockMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="1" xlink:from="us-gaap_ShareBasedCompensationArrangementsByShareBasedPaymentAwardAwardTypeAndPlanNameDomain" xlink:to="us-gaap_RestrictedStockMember" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_RestrictedStockUnitsRSUMember" xlink:label="us-gaap_RestrictedStockUnitsRSUMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="2" xlink:from="us-gaap_ShareBasedCompensationArrangementsByShareBasedPaymentAwardAwardTypeAndPlanNameDomain" xlink:to="us-gaap_RestrictedStockUnitsRSUMember" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_StatementLineItems" xlink:label="us-gaap_StatementLineItems"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" order="1" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_ScheduleOfShareBasedCompensationArrangementsByShareBasedPaymentAwardTable" use="optional" xbrldt:contextElement="segment" xbrldt:closed="true"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardEquityInstrumentsOtherThanOptionsNonvestedNumber" xlink:label="us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardEquityInstrumentsOtherThanOptionsNonvestedNumber"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="2" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardEquityInstrumentsOtherThanOptionsNonvestedNumber" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardEquityInstrumentsOtherThanOptionsGrantsInPeriod" xlink:label="us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardEquityInstrumentsOtherThanOptionsGrantsInPeriod"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="3" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardEquityInstrumentsOtherThanOptionsGrantsInPeriod" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardEquityInstrumentsOtherThanOptionsVestedInPeriod" xlink:label="us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardEquityInstrumentsOtherThanOptionsVestedInPeriod"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="4" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardEquityInstrumentsOtherThanOptionsVestedInPeriod" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardEquityInstrumentsOtherThanOptionsForfeitedInPeriod" xlink:label="us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardEquityInstrumentsOtherThanOptionsForfeitedInPeriod"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="5" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardEquityInstrumentsOtherThanOptionsForfeitedInPeriod" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardEquityInstrumentsOtherThanOptionsNonvestedWeightedAverageGrantDateFairValue" xlink:label="us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardEquityInstrumentsOtherThanOptionsNonvestedWeightedAverageGrantDateFairValue"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="6" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardEquityInstrumentsOtherThanOptionsNonvestedWeightedAverageGrantDateFairValue" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardEquityInstrumentsOtherThanOptionsGrantsInPeriodWeightedAverageGrantDateFairValue" xlink:label="us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardEquityInstrumentsOtherThanOptionsGrantsInPeriodWeightedAverageGrantDateFairValue"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="7" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardEquityInstrumentsOtherThanOptionsGrantsInPeriodWeightedAverageGrantDateFairValue" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardEquityInstrumentsOtherThanOptionsVestedInPeriodWeightedAverageGrantDateFairValue" xlink:label="us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardEquityInstrumentsOtherThanOptionsVestedInPeriodWeightedAverageGrantDateFairValue"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="8" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardEquityInstrumentsOtherThanOptionsVestedInPeriodWeightedAverageGrantDateFairValue" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardEquityInstrumentsOtherThanOptionsForfeitedInPeriodWeightedAverageGrantDateFairValue" xlink:label="us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardEquityInstrumentsOtherThanOptionsForfeitedInPeriodWeightedAverageGrantDateFairValue"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="9" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_ShareBasedCompensationArrangementByShareBasedPaymentAwardEquityInstrumentsOtherThanOptionsForfeitedInPeriodWeightedAverageGrantDateFairValue" priority="1" use="optional"/>
</definitionLink>
<definitionLink xlink:role="http://www.knight.com/role/DisclosureStockBasedCompensationCompensationExpenseRelatingToStockOptionsDetails" xlink:type="extended" xlink:title="41004 - Disclosure - Stock-Based Compensation (Compensation Expense Relating to Stock Options) (Details)">
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_ScheduleOfShareBasedCompensationArrangementsByShareBasedPaymentAwardTable" xlink:label="us-gaap_ScheduleOfShareBasedCompensationArrangementsByShareBasedPaymentAwardTable"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_ScheduleOfShareBasedCompensationArrangementByShareBasedPaymentAwardAwardTypeAndPlanNameAxis" xlink:label="us-gaap_ScheduleOfShareBasedCompensationArrangementByShareBasedPaymentAwardAwardTypeAndPlanNameAxis"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" order="1" xlink:from="us-gaap_ScheduleOfShareBasedCompensationArrangementsByShareBasedPaymentAwardTable" xlink:to="us-gaap_ScheduleOfShareBasedCompensationArrangementByShareBasedPaymentAwardAwardTypeAndPlanNameAxis" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_ShareBasedCompensationArrangementsByShareBasedPaymentAwardAwardTypeAndPlanNameDomain" xlink:label="us-gaap_ShareBasedCompensationArrangementsByShareBasedPaymentAwardAwardTypeAndPlanNameDomain"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" order="1" xlink:from="us-gaap_ScheduleOfShareBasedCompensationArrangementByShareBasedPaymentAwardAwardTypeAndPlanNameAxis" xlink:to="us-gaap_ShareBasedCompensationArrangementsByShareBasedPaymentAwardAwardTypeAndPlanNameDomain" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_StockOptionsMember" xlink:label="us-gaap_StockOptionsMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="1" xlink:from="us-gaap_ShareBasedCompensationArrangementsByShareBasedPaymentAwardAwardTypeAndPlanNameDomain" xlink:to="us-gaap_StockOptionsMember" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_StatementLineItems" xlink:label="us-gaap_StatementLineItems"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" order="1" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_ScheduleOfShareBasedCompensationArrangementsByShareBasedPaymentAwardTable" use="optional" xbrldt:contextElement="segment" xbrldt:closed="true"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_StockOptionPlanExpense" xlink:label="us-gaap_StockOptionPlanExpense"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="2" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_StockOptionPlanExpense" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_EmployeeServiceShareBasedCompensationTaxBenefitFromCompensationExpense" xlink:label="us-gaap_EmployeeServiceShareBasedCompensationTaxBenefitFromCompensationExpense"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="3" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_EmployeeServiceShareBasedCompensationTaxBenefitFromCompensationExpense" priority="1" use="optional"/>
</definitionLink>
<definitionLink xlink:role="http://www.knight.com/role/DisclosureWritedownOfAssetsAndLeaseLossAccrualDetails" xlink:type="extended" xlink:title="41201 - Disclosure - Writedown Of Assets And Lease Loss Accrual (Details)">
<loc xlink:type="locator" xlink:href="kcg-20110630.xsd#kcg_WritedownOfAssetsAndLeaseLossAccrualTable" xlink:label="kcg_WritedownOfAssetsAndLeaseLossAccrualTable"/>
<loc xlink:type="locator" xlink:href="kcg-20110630.xsd#kcg_WritedownOfAssetsAndLeaseLossAccrualAxis" xlink:label="kcg_WritedownOfAssetsAndLeaseLossAccrualAxis"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" order="1" xlink:from="kcg_WritedownOfAssetsAndLeaseLossAccrualTable" xlink:to="kcg_WritedownOfAssetsAndLeaseLossAccrualAxis" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="kcg-20110630.xsd#kcg_WritedownOfAssetsAndLeaseLossAccrualDomain" xlink:label="kcg_WritedownOfAssetsAndLeaseLossAccrualDomain"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" order="1" xlink:from="kcg_WritedownOfAssetsAndLeaseLossAccrualAxis" xlink:to="kcg_WritedownOfAssetsAndLeaseLossAccrualDomain" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="kcg-20110630.xsd#kcg_DiscontinuationOfLibertasTradeNameMember" xlink:label="kcg_DiscontinuationOfLibertasTradeNameMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="1" xlink:from="kcg_WritedownOfAssetsAndLeaseLossAccrualDomain" xlink:to="kcg_DiscontinuationOfLibertasTradeNameMember" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="kcg-20110630.xsd#kcg_ExcessRealEstateCapacityMember" xlink:label="kcg_ExcessRealEstateCapacityMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="2" xlink:from="kcg_WritedownOfAssetsAndLeaseLossAccrualDomain" xlink:to="kcg_ExcessRealEstateCapacityMember" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_StatementLineItems" xlink:label="us-gaap_StatementLineItems"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" order="1" xlink:from="us-gaap_StatementLineItems" xlink:to="kcg_WritedownOfAssetsAndLeaseLossAccrualTable" use="optional" xbrldt:contextElement="segment" xbrldt:closed="true"/>
<loc xlink:type="locator" xlink:href="kcg-20110630.xsd#kcg_WriteDownOfAssetsAndLeaseLossAccrualBenefitNet" xlink:label="kcg_WriteDownOfAssetsAndLeaseLossAccrualBenefitNet"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="2" xlink:from="us-gaap_StatementLineItems" xlink:to="kcg_WriteDownOfAssetsAndLeaseLossAccrualBenefitNet" priority="1" use="optional"/>
</definitionLink>
<definitionLink xlink:role="http://www.knight.com/role/DisclosureCommitmentsAndContingentLiabilitiesNarrativeDetails" xlink:type="extended" xlink:title="41601 - Disclosure - Commitments and Contingent Liabilities (Narrative) (Details)">
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_ComponentOfOtherOperatingCostAndExpenseTable" xlink:label="us-gaap_ComponentOfOtherOperatingCostAndExpenseTable"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_ComponentOfOtherOperatingCostAndExpenseGeneralAxis" xlink:label="us-gaap_ComponentOfOtherOperatingCostAndExpenseGeneralAxis"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" order="1" xlink:from="us-gaap_ComponentOfOtherOperatingCostAndExpenseTable" xlink:to="us-gaap_ComponentOfOtherOperatingCostAndExpenseGeneralAxis" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_ComponentOfOtherOperatingCostAndExpenseNameDomain" xlink:label="us-gaap_ComponentOfOtherOperatingCostAndExpenseNameDomain"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" order="1" xlink:from="us-gaap_ComponentOfOtherOperatingCostAndExpenseGeneralAxis" xlink:to="us-gaap_ComponentOfOtherOperatingCostAndExpenseNameDomain" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_ComponentOfOtherOperatingCostAndExpenseNameDomain" xlink:label="us-gaap_ComponentOfOtherOperatingCostAndExpenseNameDomain_634484271537286820"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" order="1" xlink:from="us-gaap_ComponentOfOtherOperatingCostAndExpenseGeneralAxis" xlink:to="us-gaap_ComponentOfOtherOperatingCostAndExpenseNameDomain_634484271537286820" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_OperatingLeaseExpenseMember" xlink:label="us-gaap_OperatingLeaseExpenseMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="1" xlink:from="us-gaap_ComponentOfOtherOperatingCostAndExpenseNameDomain" xlink:to="us-gaap_OperatingLeaseExpenseMember" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_StatementLineItems" xlink:label="us-gaap_StatementLineItems"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" order="1" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_ComponentOfOtherOperatingCostAndExpenseTable" use="optional" xbrldt:contextElement="segment" xbrldt:closed="true"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_LossContingencyRangeOfPossibleLossMinimum" xlink:label="us-gaap_LossContingencyRangeOfPossibleLossMinimum"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="2" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_LossContingencyRangeOfPossibleLossMinimum" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_LossContingencyRangeOfPossibleLossMaximum" xlink:label="us-gaap_LossContingencyRangeOfPossibleLossMaximum"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="3" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_LossContingencyRangeOfPossibleLossMaximum" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_LeaseAndRentalExpense" xlink:label="us-gaap_LeaseAndRentalExpense"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="4" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_LeaseAndRentalExpense" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_LineOfCreditFacilityDescription" xlink:label="us-gaap_LineOfCreditFacilityDescription"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="5" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_LineOfCreditFacilityDescription" priority="1" use="optional"/>
</definitionLink>
<definitionLink xlink:role="http://www.knight.com/role/DisclosureCommitmentsAndContingentLiabilitiesScheduleOfLeaseAndContractObligationsDetails" xlink:type="extended" xlink:title="41602 - Disclosure - Commitments and Contingent Liabilities (Schedule of Lease and Contract Obligations) (Details)">
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_SaleLeasebackTransactionTable" xlink:label="us-gaap_SaleLeasebackTransactionTable"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_SaleLeasebackTransactionDescriptionAxis" xlink:label="us-gaap_SaleLeasebackTransactionDescriptionAxis"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" order="1" xlink:from="us-gaap_SaleLeasebackTransactionTable" xlink:to="us-gaap_SaleLeasebackTransactionDescriptionAxis" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_SaleLeasebackTransactionNameDomain" xlink:label="us-gaap_SaleLeasebackTransactionNameDomain"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" order="1" xlink:from="us-gaap_SaleLeasebackTransactionDescriptionAxis" xlink:to="us-gaap_SaleLeasebackTransactionNameDomain" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_SaleLeasebackTransactionNameDomain" xlink:label="us-gaap_SaleLeasebackTransactionNameDomain_634484271537286820"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" order="1" xlink:from="us-gaap_SaleLeasebackTransactionDescriptionAxis" xlink:to="us-gaap_SaleLeasebackTransactionNameDomain_634484271537286820" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_CapitalLeaseObligationsMember" xlink:label="us-gaap_CapitalLeaseObligationsMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="1" xlink:from="us-gaap_SaleLeasebackTransactionNameDomain" xlink:to="us-gaap_CapitalLeaseObligationsMember" use="optional"/>
<loc xlink:type="locator" xlink:href="kcg-20110630.xsd#kcg_SubleaseIncomeMember" xlink:label="kcg_SubleaseIncomeMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="2" xlink:from="us-gaap_SaleLeasebackTransactionNameDomain" xlink:to="kcg_SubleaseIncomeMember" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="kcg-20110630.xsd#kcg_NetLeaseObligationsMember" xlink:label="kcg_NetLeaseObligationsMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="3" xlink:from="us-gaap_SaleLeasebackTransactionNameDomain" xlink:to="kcg_NetLeaseObligationsMember" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_ObligationsMember" xlink:label="us-gaap_ObligationsMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="4" xlink:from="us-gaap_SaleLeasebackTransactionNameDomain" xlink:to="us-gaap_ObligationsMember" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_StatementLineItems" xlink:label="us-gaap_StatementLineItems"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" order="1" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_SaleLeasebackTransactionTable" use="optional" xbrldt:contextElement="segment" xbrldt:closed="true"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_OperatingLeasesFutureMinimumPaymentsDueCurrent" xlink:label="us-gaap_OperatingLeasesFutureMinimumPaymentsDueCurrent"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="2" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_OperatingLeasesFutureMinimumPaymentsDueCurrent" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_OperatingLeasesFutureMinimumPaymentsDueInTwoYears" xlink:label="us-gaap_OperatingLeasesFutureMinimumPaymentsDueInTwoYears"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="3" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_OperatingLeasesFutureMinimumPaymentsDueInTwoYears" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_OperatingLeasesFutureMinimumPaymentsDueInThreeYears" xlink:label="us-gaap_OperatingLeasesFutureMinimumPaymentsDueInThreeYears"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="4" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_OperatingLeasesFutureMinimumPaymentsDueInThreeYears" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_OperatingLeasesFutureMinimumPaymentsDueInFourYears" xlink:label="us-gaap_OperatingLeasesFutureMinimumPaymentsDueInFourYears"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="5" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_OperatingLeasesFutureMinimumPaymentsDueInFourYears" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_OperatingLeasesFutureMinimumPaymentsDueInFiveYears" xlink:label="us-gaap_OperatingLeasesFutureMinimumPaymentsDueInFiveYears"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="6" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_OperatingLeasesFutureMinimumPaymentsDueInFiveYears" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_OperatingLeasesFutureMinimumPaymentsDueThereafter" xlink:label="us-gaap_OperatingLeasesFutureMinimumPaymentsDueThereafter"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="7" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_OperatingLeasesFutureMinimumPaymentsDueThereafter" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_OperatingLeasesFutureMinimumPaymentsDue" xlink:label="us-gaap_OperatingLeasesFutureMinimumPaymentsDue"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="8" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_OperatingLeasesFutureMinimumPaymentsDue" priority="1" use="optional"/>
</definitionLink>
<definitionLink xlink:role="http://www.knight.com/role/DisclosureCommitmentsAndContingentLiabilitiesFairValueOfAssetsOrLiabilityOnFutureContractDetails" xlink:type="extended" xlink:title="41603 - Disclosure - Commitments and Contingent Liabilities (Fair Value of Assets or Liability on Future Contract) (Details)">
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_TradingActivitiesGainLossByTypeTable" xlink:label="us-gaap_TradingActivitiesGainLossByTypeTable"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_TradingActivityByTypeAxis" xlink:label="us-gaap_TradingActivityByTypeAxis"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" order="1" xlink:from="us-gaap_TradingActivitiesGainLossByTypeTable" xlink:to="us-gaap_TradingActivityByTypeAxis" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_TradingActivityByTypeDomain" xlink:label="us-gaap_TradingActivityByTypeDomain"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" order="1" xlink:from="us-gaap_TradingActivityByTypeAxis" xlink:to="us-gaap_TradingActivityByTypeDomain" use="optional"/>
<loc xlink:type="locator" xlink:href="kcg-20110630.xsd#kcg_FuturesContractsMember" xlink:label="kcg_FuturesContractsMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="1" xlink:from="us-gaap_TradingActivityByTypeDomain" xlink:to="kcg_FuturesContractsMember" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_StatementLineItems" xlink:label="us-gaap_StatementLineItems"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" order="1" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_TradingActivitiesGainLossByTypeTable" use="optional" xbrldt:contextElement="segment" xbrldt:closed="true"/>
<loc xlink:type="locator" xlink:href="kcg-20110630.xsd#kcg_NotionalValueOfFuturesContract" xlink:label="kcg_NotionalValueOfFuturesContract"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="2" xlink:from="us-gaap_StatementLineItems" xlink:to="kcg_NotionalValueOfFuturesContract" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="kcg-20110630.xsd#kcg_FairValueOfFuturesContract" xlink:label="kcg_FairValueOfFuturesContract"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="3" xlink:from="us-gaap_StatementLineItems" xlink:to="kcg_FairValueOfFuturesContract" priority="1" use="optional"/>
</definitionLink>
<definitionLink xlink:role="http://www.knight.com/role/DisclosureCommitmentsAndContingentLiabilitiesScheduleOfRealizedGainLossOnFutureContractsDetails" xlink:type="extended" xlink:title="41604 - Disclosure - Commitments and Contingent Liabilities (Schedule of Realized Gain (Loss) on Future Contracts) (Details)">
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_TradingActivitiesGainLossByTypeTable" xlink:label="us-gaap_TradingActivitiesGainLossByTypeTable"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_TradingActivityByTypeAxis" xlink:label="us-gaap_TradingActivityByTypeAxis"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" order="1" xlink:from="us-gaap_TradingActivitiesGainLossByTypeTable" xlink:to="us-gaap_TradingActivityByTypeAxis" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_TradingActivityByTypeDomain" xlink:label="us-gaap_TradingActivityByTypeDomain"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" order="1" xlink:from="us-gaap_TradingActivityByTypeAxis" xlink:to="us-gaap_TradingActivityByTypeDomain" use="optional"/>
<loc xlink:type="locator" xlink:href="kcg-20110630.xsd#kcg_FuturesContractsMember" xlink:label="kcg_FuturesContractsMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="1" xlink:from="us-gaap_TradingActivityByTypeDomain" xlink:to="kcg_FuturesContractsMember" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_StatementLineItems" xlink:label="us-gaap_StatementLineItems"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" order="1" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_TradingActivitiesGainLossByTypeTable" use="optional" xbrldt:contextElement="segment" xbrldt:closed="true"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_FairValueAssetsMeasuredOnRecurringBasisGainLossIncludedInTradingRevenue" xlink:label="us-gaap_FairValueAssetsMeasuredOnRecurringBasisGainLossIncludedInTradingRevenue"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="2" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_FairValueAssetsMeasuredOnRecurringBasisGainLossIncludedInTradingRevenue" priority="1" use="optional"/>
</definitionLink>
<definitionLink xlink:role="http://www.knight.com/role/DisclosureBusinessSegmentsIncomeLossFromContinuingOperationsBeforeIncomeTaxesPreTaxEarningsAndTotalAssetsBySegmentDetails" xlink:type="extended" xlink:title="41801 - Disclosure - Business Segments (Income (Loss) from Continuing Operations before Income Taxes (Pre-tax Earnings) and Total Assets by Segment) (Details)">
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_ScheduleOfSegmentReportingInformationBySegmentTable" xlink:label="us-gaap_ScheduleOfSegmentReportingInformationBySegmentTable"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_StatementBusinessSegmentsAxis" xlink:label="us-gaap_StatementBusinessSegmentsAxis"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" order="1" xlink:from="us-gaap_ScheduleOfSegmentReportingInformationBySegmentTable" xlink:to="us-gaap_StatementBusinessSegmentsAxis" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_SegmentDomain" xlink:label="us-gaap_SegmentDomain"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" order="1" xlink:from="us-gaap_StatementBusinessSegmentsAxis" xlink:to="us-gaap_SegmentDomain" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_EquityMember" xlink:label="us-gaap_EquityMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="1" xlink:from="us-gaap_SegmentDomain" xlink:to="us-gaap_EquityMember" use="optional"/>
<loc xlink:type="locator" xlink:href="kcg-20110630.xsd#kcg_FiccMember" xlink:label="kcg_FiccMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="2" xlink:from="us-gaap_SegmentDomain" xlink:to="kcg_FiccMember" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="kcg-20110630.xsd#kcg_CorporateMember" xlink:label="kcg_CorporateMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="3" xlink:from="us-gaap_SegmentDomain" xlink:to="kcg_CorporateMember" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_StatementLineItems" xlink:label="us-gaap_StatementLineItems"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" order="1" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_ScheduleOfSegmentReportingInformationBySegmentTable" use="optional" xbrldt:contextElement="segment" xbrldt:closed="true"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_Revenues" xlink:label="us-gaap_Revenues"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="2" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_Revenues" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest" xlink:label="us-gaap_IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="3" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_IncomeLossFromContinuingOperationsBeforeIncomeTaxesExtraordinaryItemsNoncontrollingInterest" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="kcg-20110630.xsd#kcg_AssetsFromContinuingOperationsBeforeIncomeTaxes" xlink:label="kcg_AssetsFromContinuingOperationsBeforeIncomeTaxes"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="4" xlink:from="us-gaap_StatementLineItems" xlink:to="kcg_AssetsFromContinuingOperationsBeforeIncomeTaxes" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_AssetsOfDisposalGroupIncludingDiscontinuedOperationNoncurrent" xlink:label="us-gaap_AssetsOfDisposalGroupIncludingDiscontinuedOperationNoncurrent"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="5" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_AssetsOfDisposalGroupIncludingDiscontinuedOperationNoncurrent" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_FeesAndCommissions" xlink:label="us-gaap_FeesAndCommissions"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="6" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_FeesAndCommissions" priority="1" use="optional"/>
</definitionLink>
<definitionLink xlink:role="http://www.knight.com/role/DisclosureSubsequentEventDetails" xlink:type="extended" xlink:title="41901 - Disclosure - Subsequent Event (Details)">
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_StatementTable" xlink:label="us-gaap_StatementTable"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_RestructuringCostAndReserveAxis" xlink:label="us-gaap_RestructuringCostAndReserveAxis"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" order="1" xlink:from="us-gaap_StatementTable" xlink:to="us-gaap_RestructuringCostAndReserveAxis" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_TypeOfRestructuringDomain" xlink:label="us-gaap_TypeOfRestructuringDomain"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" order="1" xlink:from="us-gaap_RestructuringCostAndReserveAxis" xlink:to="us-gaap_TypeOfRestructuringDomain" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_TypeOfRestructuringDomain" xlink:label="us-gaap_TypeOfRestructuringDomain_634484271537286820"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-default" order="1" xlink:from="us-gaap_RestructuringCostAndReserveAxis" xlink:to="us-gaap_TypeOfRestructuringDomain_634484271537286820" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_EmployeeSeveranceMember" xlink:label="us-gaap_EmployeeSeveranceMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="1" xlink:from="us-gaap_TypeOfRestructuringDomain" xlink:to="us-gaap_EmployeeSeveranceMember" use="optional"/>
<loc xlink:type="locator" xlink:href="kcg-20110630.xsd#kcg_WriteDownLeaseAndContractTerminationMember" xlink:label="kcg_WriteDownLeaseAndContractTerminationMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="2" xlink:from="us-gaap_TypeOfRestructuringDomain" xlink:to="kcg_WriteDownLeaseAndContractTerminationMember" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="kcg-20110630.xsd#kcg_CapitalizedSoftwareAndIntangibleAssetWritedownMember" xlink:label="kcg_CapitalizedSoftwareAndIntangibleAssetWritedownMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="3" xlink:from="us-gaap_TypeOfRestructuringDomain" xlink:to="kcg_CapitalizedSoftwareAndIntangibleAssetWritedownMember" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_RangeAxis" xlink:label="us-gaap_RangeAxis"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/hypercube-dimension" order="2" xlink:from="us-gaap_StatementTable" xlink:to="us-gaap_RangeAxis" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_RangeMember" xlink:label="us-gaap_RangeMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/dimension-domain" order="1" xlink:from="us-gaap_RangeAxis" xlink:to="us-gaap_RangeMember" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_MinimumMember" xlink:label="us-gaap_MinimumMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="1" xlink:from="us-gaap_RangeMember" xlink:to="us-gaap_MinimumMember" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_MaximumMember" xlink:label="us-gaap_MaximumMember"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="2" xlink:from="us-gaap_RangeMember" xlink:to="us-gaap_MaximumMember" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_StatementLineItems" xlink:label="us-gaap_StatementLineItems"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/all" order="1" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_StatementTable" use="optional" xbrldt:contextElement="segment" xbrldt:closed="true"/>
<loc xlink:type="locator" xlink:href="kcg-20110630.xsd#kcg_ReductionOfWorkforcePercentage" xlink:label="kcg_ReductionOfWorkforcePercentage"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="2" xlink:from="us-gaap_StatementLineItems" xlink:to="kcg_ReductionOfWorkforcePercentage" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="kcg-20110630.xsd#kcg_CancellationOfReplacementHiresNumber" xlink:label="kcg_CancellationOfReplacementHiresNumber"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="3" xlink:from="us-gaap_StatementLineItems" xlink:to="kcg_CancellationOfReplacementHiresNumber" priority="1" use="optional"/>
<loc xlink:type="locator" xlink:href="http://xbrl.fasb.org/us-gaap/2011/elts/us-gaap-2011-01-31.xsd#us-gaap_RestructuringCharges" xlink:label="us-gaap_RestructuringCharges"/>
<definitionArc xlink:type="arc" xlink:arcrole="http://xbrl.org/int/dim/arcrole/domain-member" order="4" xlink:from="us-gaap_StatementLineItems" xlink:to="us-gaap_RestructuringCharges" priority="1" use="optional"/>
</definitionLink>
</linkbase>

Top
Filing Submission 0001193125-11-216460   –   Alternative Formats (Word / Rich Text, HTML, Plain Text, et al.)

Copyright © 2024 Fran Finnegan & Company LLC – All Rights Reserved.
AboutPrivacyRedactionsHelp — Sat., Apr. 27, 1:22:10.1am ET