Ok I figured out the problem. Your retainer has a shopping problem so they steal your gil and run off to the marketboards. The security camera caught them down at macy's spending your hard earned gil on some overpriced nighty outfit. Fire them at once.

(all jokes aside, this is not a hacker, this is a bug. Think logical, your retainer has both access to your gil and the marketboard... this is why banks and auctions are always two differant NPC's in most games.)