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A key event in The Prestige involves magician Borden precipitating the death of his colleague's wife Julia by incorrectly tying a knot during an elaborate magic trick.

Just before and/or while tying the knot, Borden and Julia, who are face-to-face, exchange strange glances with one another. Moments later, the knot has failed and Julia is dead.

Later in the movie, we learn that Borden is actually two people - twin brothers who alternated as the knot-tier in the magic trick. We also learn that the Borden twins will seemingly do anything to keep their twin-hood a secret (including refusing to tell their deeply loved significant others, leading to one's suicide and another's departure).

My question: given the strange looks exchanged between one of the Bordens and Julia, immediately before the knot failure that led to her death, is it correct to conclude that Julia had figured out that there were two Bordens, leading (one of or both of) them to kill her purposely?

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No. Borden/Fallon could not remember which knot he tied because Angier asked the wrong twin. Angier asked Fallon or vice versa, but the one who tied the knot is the other twin.

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Yes there is a meaning for the strange glance exchange between Borden and Julia. Just before this scene there was a tete-a-tete between all the four members where Borden explains how boring the Knot trick is and that it should be more challenging, that they should try a Langford double instead of a Slipknot to which Julia agrees. Assuming that Borden and Fallon discuss everything that happens with each other so it's easier to play the role when they take turns, when Fallon is called on the stage to tie the knot, he doesn't really know the exact difference between the two kind of knots. It's apparent in the scene too, when he's tying the knot, he remembers the backdrop conversation regarding the knot with Borden but hesitates and Julia takes this hesitation as a cue (remembering the last agreement they both had about the knot) and gives a slight nod of approval that she is ready for the challenge.

The whole scene makes more sense during Julia's funeral, when Angier confronts Borden about which knot he tied, Borden says that "It's a question i keep asking myself every night...and..i don't know" (on similar lines) which means that Borden has asked Fallon the same question and Fallon just dint seem to remember since he dint know the difference.

(In the above explanation I have assumed Fallon to be the one who ties the knot just for simpler explanation, it can be Borden too.)

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