Exhibit 99.2

UNAUDITED PRO FORMA CONDENSED COMBINED CONSOLIDATED

FINANCIAL STATEMENTS

Explanatory Note

On July 1, 2013, Knight Capital Group, Inc. (“Knight”) merged with and into Knight Acquisition Corp., a wholly-owned subsidiary of KCG Holdings, Inc. (“KCG”), with Knight surviving the merger, GETCO Holding Company, LLC (“GETCO”) merged with and into GETCO Acquisition, LLC, a wholly-owned subsidiary of KCG, with GETCO surviving the merger and GA-GTCO, LLC, a unitholder of GETCO, merged with and into GA-GTCO Acquisition, LLC, a wholly-owned subsidiary of KCG, with GA-GTCO Acquisition, LLC surviving the merger (collectively, the “Mergers”), in each case, pursuant to the Amended and Restated Agreement and Plan of Merger, dated as of December 19, 2012 and amended and restated as of April 15, 2013 (the “Merger Agreement”). Following the Mergers, each of Knight and GETCO became wholly-owned subsidiaries of KCG.

The Mergers were treated as a purchase of Knight by GETCO for accounting and financial reporting purposes. As a result, the financial results of KCG for the nine months ended September 30, 2013 comprise third quarter KCG results and GETCO only results for the first half of 2013. KCG’s 2012 results comprise solely the results of GETCO.

Effective November 30, 2013, KCG Holdings, Inc. (“KCG”) and Knight Libertas Holdings, LLC (“Libertas”), a Delaware limited liability company and an indirect wholly owned subsidiary of KCG, completed the previously-announced sale (the “Transaction”) of Urban Financial of America, LLC, a Delaware limited liability company and a wholly owned subsidiary of Libertas (previously, Urban Financial Group, Inc., and “Urban”), to UFG Holdings, LLC, a Delaware limited liability company owned by an investor group led by Brian Libman (“UFG”). The Transaction was completed pursuant to a Stock Purchase Agreement (the “Agreement”), dated as of July 29, 2013, by and between KCG, Libertas and UFG. At closing, all of the issued and outstanding membership interests of Urban were acquired by UFG.

Pro Forma Financial Statements

The following unaudited pro forma condensed combined consolidated financial statements (the “Unaudited Pro Forma Financial Statements”) have been derived by the application of pro forma adjustments to the historical unaudited consolidated interim financial statements of KCG and Knight and the historical audited consolidated financial statements of KCG and Knight.

The unaudited pro forma condensed consolidated statement of financial condition (the “Unaudited Pro Forma Balance Sheet”) at September 30, 2013 gives effect to the Mergers and the sale of Urban (collectively, the “Transactions”) as of the balance sheet date, and the unaudited pro forma condensed combined consolidated statements of operations (the “Unaudited Pro Forma Income Statements”) for the nine months ended September 30, 2013 and the year ended December 31, 2012, give effect to the Transactions as if they had occurred on January 1, 2012, and reflect pro forma adjustments that are expected to have a continuing impact on the results of operations.

Note that certain reclassifications have been made to the historical financial statements of KCG and Knight to align their presentation in the Unaudited Pro Forma Financial Statements.

The Unaudited Pro Forma Financial Statements have been prepared by management for illustrative purposes only and do not purport to represent what the results of operations, balance sheet data or other financial information of KCG would have been if the Transactions had occurred as of the dates indicated or what such results will be for any future periods. The pro forma adjustments are based on the assumptions and information available at the time of the preparation of this Current Report on Form 8-K. The historical financial information has been adjusted to give effect to pro forma events that are: (1) directly attributable to the Transactions, (2) factually supportable, and (3) with respect to the Unaudited Pro Forma Income Statements, expected to have a continuing impact on the combined results of KCG. As such, the Unaudited Pro Forma Income Statements for the nine months ended September 30, 2013 and the year ended December 31, 2012 presented herein do not reflect non-recurring charges that will be or have been incurred in connection with the Transactions. The Unaudited Pro Forma Income Statements also do not reflect any cost savings from potential operating efficiencies or associated costs to achieve such savings or synergies that are expected to result from the Transactions nor do they include any costs associated with severance, exit or disposal of businesses or assets, restructuring or integration activities resulting from the Transactions, as they are currently not known, and to the extent they arise, they are expected to be non-recurring and have not been incurred as of the closing dates of the Transactions. However, such costs could affect KCG following the Transactions in the period the costs are incurred. Further, the Unaudited Pro Forma Financial Statements do not reflect the effect of any regulatory actions that may impact the results following the Transactions.

The pro forma adjustments represent KCG management’s estimates based on information currently available as of the date of this Current Report on Form 8-K and are subject to change as additional information becomes available and additional analyses are performed.

Assumptions for Unaudited Pro Forma Financial Statements

In conjunction with the Mergers, KCG refinanced approximately $272.0 million of existing Knight and GETCO debt and KCG borrowed $840.0 million, with $535.0 million borrowed under a first lien term loan facility and $305.0 million borrowed as senior secured notes (collectively, the “Borrowings”). On October 23, 2013, KCG made a $200.0 million principal prepayment under the first lien term loan facility. Therefore the unaudited pro forma financial statements give effect to this prepayment.

In the accompanying notes, we describe the assumptions underlying the pro forma adjustments. The Unaudited Pro Forma Financial Statements should be read in conjunction with:

For additional information relating to the Mergers and KCG see the Registration Statement on Form S-4 (Registration No. 333-186624) filed by KCG with respect to the Mergers, the Current Report on Form 8-K filed by KCG on July 1, 2013 and any subsequent reports or documents KCG files with or furnishes to the SEC.

2

KCG Holdings, Inc.

Unaudited Pro Forma Condensed Consolidated Statement of Financial Condition

September 30, 2013

(dollars and shares in thousands, except per share data)

See accompanying notes to the Unaudited Pro Forma Financial Statements

3

KCG Holdings, Inc.

Unaudited Pro Forma Condensed Combined Consolidated Statement of Operations

For the nine months ended September 30, 2013

(dollars and shares in thousands, except per share data)

See accompanying notes to the Unaudited Pro Forma Financial Statements

4

KCG Holdings, Inc.

Unaudited Pro Forma Condensed Combined Consolidated Statement of Operations

For the year ended December 31, 2012

(dollars and shares/units in thousands, except per share data)

See accompanying notes to the Unaudited Pro Forma Financial Statements

5

KCG Holdings, Inc.

Notes to the Unaudited Pro Forma Financial Statements

The Unaudited Pro Forma Financial Statements include certain pro forma adjustments to give effect to the Transactions as if they occurred on January 1, 2012. The pro forma adjustments are as follows:

Unaudited Pro Forma Balance Sheet:

a) On December 2, 2013 KCG Holdings, Inc. (“KCG”) announced the completion of the sale of Urban (“Urban”), effective November 30, 2013, to an investor group.

The adjustments made to the Pro Forma Income Statement for the nine months ended September 30, 2013 with regards to the sale of Urban solely reflect Urban’s results for the six months ended June 30, 2013. As discussed in KCG’s Quarterly Report on Form 10-Q for the period ended September 30, 2013, Urban results for the three months ended September 30, 2013 are included within discontinued operations and therefore are not reflected as an adjustment to this pro forma income statement.

After taking into account the sale of Urban, the remaining assets and liabilities included in Assets within discontinued operations and Liabilities within discontinued operations on the Unaudited Pro Forma Balance Sheet relates to residual assets from Knight’s sale of its institutional fixed income business.

b) On October 23, 2013, KCG made a $200.0 million principal prepayment under the first lien term loan facility.

Unaudited Pro Forma Income Statement:

c) Reflects the tax effect of the pro forma adjustments, using a combined federal and state statutory income tax rate for pro forma income statement purposes estimated at 39.5%.

d) As a result of the Mergers, the book value of Knight’s assets and liabilities was recorded at fair value. These pro forma financial statements presume that the Mergers occurred on January 1, 2012, which has the effect of adjusting Knight’s historical amortization expense related to intangible assets and unfavorable leases. The pro forma adjustments related to Knight’s amortization of intangibles as well as its net unfavorable leases is as follows (in thousands):

e) Represents reclassifications of expense line items to conform GETCO’s and Knight’s historical financial statements. In addition, deal costs that are currently reflected in the income statements in both the nine months ended September 30, 2013 and the year ended December 31, 2012 of $45.3 million and $7.9 million, respectively, have been removed from the Unaudited Pro Forma Income Statements given that these are non-recurring charges directly related to the Mergers.

f) Reflects changes in interest expense and deferred financing expenses for debt issued in connection with the Mergers as follows (in thousands):

g) KCG’s net (loss) income for both the nine months ended September 30, 2013 and year ended December 31, 2012 includes ($23.4 million) and $5.0 million, respectively, in net (loss) income attributable to preferred and participating units. These amounts are excluded from the calculation of basic and diluted earnings (loss) per common unit.

Knight’s net loss from continuing operations for the year ended December 31, 2012 excludes the effects of the dividend on convertible preferred shares of $2.3 million, and the deemed dividend related to the beneficial conversion feature of convertible preferred shares of $373.4 million. These amounts are included in Knight’s basic and diluted earnings per share from continuing operations calculations.

RECONCILIATION OF PRO FORMA GAAP PRE-TAX TO PRO FORMA NON-GAAP PRE-TAX EARNINGS

We believe that certain non-GAAP financial presentations, when taken into consideration with the corresponding Unaudited Pro Forma Income Statements, are important in understanding our operating results. The non-GAAP adjustments incorporate the effects of the August 1, 2012 trading loss incurred by Knight and professional and other fees related to the Mergers. In conjunction with the Mergers, there were certain change in control provisions to the Knight stock plan and GETCO unit plan that required full vesting which resulted in the acceleration of expenses related to our stock and unit-based awards. The adjustments also include the writedown of goodwill and intangible assets, trading losses related to the Facebook IPO, certain gains and writedowns related to our strategic investments, a reserve for legal proceedings and compensation and other expenses related to reductions in force.

We believe the presentation of results excluding these adjustments provides meaningful information to shareholders and investors as they provide further insight into our pro forma results of operations for the nine months ended September 30, 2013 and year ended December 31, 2012.

The following tables provide a full reconciliation of pro forma GAAP to pro forma non-GAAP revenue and pre-tax results for the nine months ended September 30, 2013 and the year ended December 31, 2012 (in thousands):

1—Amounts related to the sale of Urban reflect Urban’s results for the six months ended June 30, 2013. Results for the three months ended September 30, 2013 are excluded, as they have been included in results from discontinued operations in KCG’s 10Q filing for the period ended September 30, 2013.