here's easy guide to fix loose female jumper wires.

1. Remove cap :  using male headers sharp point, bend the cap lock, as shown in image.

    2. press pin lock : press the lock that holds male header, the more you press it, the tighter it gets

    3. test  : on male headers, try testing the grip and connection of pin, & if felt loose, tighten press pin lock even more.

    4. put cap back : finally now put cap back. press the cap lock, so that cap doesn't fall off accidently.