XNYS:KCG KCG Holdings Inc Class A Insider Activity 4 Filing - 8/27/2012

Effective Date 8/27/2012

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FORM 4
Check this box if no longer subject to Section 16. Form 4 or Form 5 obligations may continue. See Instruction 1(b).
UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549

STATEMENT OF CHANGES IN BENEFICIAL OWNERSHIP OF SECURITIES

Filed pursuant to Section 16(a) of the Securities Exchange Act of 1934, Section 17(a) of the Public Utility Holding Company Act of 1935 or Section 30(h) of the Investment Company Act of 1940
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(Print or Type Responses)
1. Name and Address of Reporting Person *
JEFFERIES GROUP INC /DE/
  2. Issuer Name and Ticker or Trading Symbol
KNIGHT CAPITAL GROUP, INC. [KCG]
5. Relationship of Reporting Person(s) to Issuer
(Check all applicable)
_____ Director __X__ 10% Owner
_____ Officer (give title below) _____ Other (specify below)
(Last)
(First)
(Middle)
520 MADISON AVENUE, 
3. Date of Earliest Transaction (Month/Day/Year)
08/27/2012
(Street)

NEW YORK, NY 10022
4. If Amendment, Date Original Filed (Month/Day/Year)
6. Individual or Joint/Group Filing (Check Applicable Line)
___ Form filed by One Reporting Person
_X_ Form filed by More than One Reporting Person
(City)
(State)
(Zip)
Table I - Non-Derivative Securities Acquired, Disposed of, or Beneficially Owned
1.Title of Security
(Instr. 3)
2. Transaction Date (Month/Day/Year) 2A. Deemed Execution Date, if any (Month/Day/Year) 3. Transaction Code
(Instr. 8)
4. Securities Acquired (A) or Disposed of (D)
(Instr. 3, 4 and 5)
5. Amount of Securities Beneficially Owned Following Reported Transaction(s)
(Instr. 3 and 4)
6. Ownership Form: Direct (D) or Indirect (I)
(Instr. 4)
7. Nature of Indirect Beneficial Ownership
(Instr. 4)
Code V Amount (A) or (D) Price

Reminder: Report on a separate line for each class of securities beneficially owned directly or indirectly.
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Table II - Derivative Securities Acquired, Disposed of, or Beneficially Owned
(e.g., puts, calls, warrants, options, convertible securities)
1. Title of Derivative Security
(Instr. 3)
2. Conversion or Exercise Price of Derivative Security 3. Transaction Date (Month/Day/Year) 3A. Deemed Execution Date, if any (Month/Day/Year) 4. Transaction Code
(Instr. 8)
5. Number of Derivative Securities Acquired (A) or Disposed of (D)
(Instr. 3, 4, and 5)
6. Date Exercisable and Expiration Date
(Month/Day/Year)
7. Title and Amount of Underlying Securities
(Instr. 3 and 4)
8. Price of Derivative Security
(Instr. 5)
9. Number of Derivative Securities Beneficially Owned Following Reported Transaction(s)
(Instr. 4)
10. Ownership Form of Derivative Security: Direct (D) or Indirect (I)
(Instr. 4)
11. Nature of Indirect Beneficial Ownership
(Instr. 4)
Code V (A) (D) Date Exercisable Expiration Date Title Amount or Number of Shares
Series A-2 Convertible Preferred Stock (1) 08/27/2012   S     2,500 08/13/2012   (1) Series A-1 Convertible Preferred Stock 2,500 $1,500 77,599 D(2)  
Series A-2 Convertible Preferred Stock (1) 08/27/2012   S     625 08/13/2012   (1) Series A-1 Convertible Preferred Stock 625 $1,500 19,400 D(3)  

Reporting Owners

Reporting Owner Name / Address Relationships
 Director  10% Owner  Officer  Other
JEFFERIES GROUP INC /DE/
520 MADISON AVENUE
NEW YORK, NY 10022
    X    
JEFFERIES & COMPANY, INC.
520 MADISON AVE.
NEW YORK, NY 10022
    X    
Jefferies High Yield Holdings, LLC
THE METRO CENTER, ONE STATION PLACE
THREE NORTH
STAMFORD, CT 06902
    X    
Jefferies High Yield Trading, LLC
THE METRO CENTER
ONE STATION PLACE, THREE NORTH
STAMFORD, CT 06902
    X    

Signatures

 /s/ Roland T. Kelly, Assistant Secretary   08/29/2012
** Signature of Reporting Person Date

 /s/ Roland T. Kelly, MD and Associate General Counsel   08/29/2012
** Signature of Reporting Person Date

 /s/ Roland T. Kelly, Authorized Person   08/29/2012
** Signature of Reporting Person Date

 /s/ Roland T. Kelly, Assistant Secretary   08/29/2012
** Signature of Reporting Person Date

Explanation of Responses:

* If the form is filed by more than one reporting person, see Instruction 4(b)(v).
** Intentional misstatements or omissions of facts constitute Federal Criminal Violations. See 18 U.S.C. 1001 and 15 U.S.C. 78ff(a).
(1) Shares of Series A-2 Convertible Preferred Stock will be convertible at the option of the holder into shares of Series A-1 Convertible Preferred Stock on a one-for-one basis upon delivery of a written notice of conversion and a certification that all required regulatory approvals have been obtained and all applicable waiting periods have expired. In addition, if the closing price of the Class A Common Stock exceeds 200% of the then applicable conversion price for 60 consecutive trading days, all of the outstanding shares of Series A-2 Convertible Preferred Stock will mandatorily convert into shares of Class A Common Stock at a ratio of 666.667 shares of Class A Common Stock for each share of Series A-2 Convertible Preferred Stock (subject to customary anti-dilution adjustments), which reflects an approximate initial conversion price of $1.50 per share of Class A Common Stock. The Series A-2 Convertible Preferred Stock has no expiration date.
(2) Represents shares directly held by Jefferies & Company, Inc. The Reporting Persons disclaim beneficial ownership over such shares, except to the extent of their pecuniary interests.
(3) Represents shares directly held by Jefferies High Yield Trading, LLC. The Reporting Persons disclaim beneficial ownership over such shares, except to the extent of their pecuniary interests.

Note: File three copies of this Form, one of which must be manually signed. If space is insufficient, see Instruction 6 for procedure.

Potential persons who are to respond to the collection of information contained in this form are not required to respond unless the form displays a currently valid OMB number.

XNYS:KCG KCG Holdings Inc Class A Insider Activity 4 Filling

KCG Holdings Inc Class A XNYS:KCG Stock - Get Insider Activity SEC Filing of KCG Holdings Inc Class A XNYS:KCG stocks, including company profile, shares outstanding, strategy, business segments, operations, officers, consolidated financial statements, financial notes and ownership information.

XNYS:KCG KCG Holdings Inc Class A Insider Activity 4 Filing - 8/27/2012
Name |  Ticker |  Star Rating |  Market Cap |  Stock Type |  Sector |  Industry Star Rating |  Investment Style |  Total Assets |  Category |  Top Holdings |  Top Sectors |  Symbol |  Title Star Rating |  Category |  Total Assets |  Top Holdings |  Top Sectors |  Symbol |  Name Title |  Date |  Author |  Collection |  Interest |  Popularity Topic |  Sector |  Key Indicators |  User Interest |  Market Cap |  Industry Name |  Ticker |  Star Rating |  Market Cap |  Stock Type |  Sector |  Industry Star Rating |  Investment Style |  Total Assets |  Category |  Top Holdings |  Top Sectors |  Symbol / Ticker |  Title Star Rating |  Category |  Total Assets |  Symbol / Ticker |  Name Title |  Date |  Author |  Collection |  Popularity |  Interest Title |  Date |  Company |  Symbol |  Interest |  Popularity Topic |  Sector |  Key Indicators |  User Interest |  Market Cap |  Industry Title |  Date |  Company |  Symbol |  Interest |  Popularity

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