<?xml version="1.0"?>
<ownershipDocument>

    <schemaVersion>X0306</schemaVersion>

    <documentType>4</documentType>

    <periodOfReport>2015-06-26</periodOfReport>

    <issuer>
        <issuerCik>0001292426</issuerCik>
        <issuerName>GFI Group Inc.</issuerName>
        <issuerTradingSymbol>GFIG</issuerTradingSymbol>
    </issuer>

    <reportingOwner>
        <reportingOwnerId>
            <rptOwnerCik>0001219066</rptOwnerCik>
            <rptOwnerName>CANTOR FITZGERALD SECURITIES</rptOwnerName>
        </reportingOwnerId>
        <reportingOwnerAddress>
            <rptOwnerStreet1></rptOwnerStreet1>
            <rptOwnerStreet2>110 EAST 59TH STREET</rptOwnerStreet2>
            <rptOwnerCity>NEW YORK</rptOwnerCity>
            <rptOwnerState>NY</rptOwnerState>
            <rptOwnerZipCode>10022</rptOwnerZipCode>
            <rptOwnerStateDescription></rptOwnerStateDescription>
        </reportingOwnerAddress>
        <reportingOwnerRelationship>
            <isDirector>1</isDirector>
            <isTenPercentOwner>1</isTenPercentOwner>
        </reportingOwnerRelationship>
    </reportingOwner>

    <nonDerivativeTable>
        <nonDerivativeTransaction>
            <securityTitle>
                <value>Common Stock, par value $0.01 per share</value>
            </securityTitle>
            <transactionDate>
                <value>2015-06-26</value>
            </transactionDate>
            <transactionCoding>
                <transactionFormType>4</transactionFormType>
                <transactionCode>P</transactionCode>
                <equitySwapInvolved>0</equitySwapInvolved>
            </transactionCoding>
            <transactionAmounts>
                <transactionShares>
                    <value>26645</value>
                </transactionShares>
                <transactionPricePerShare>
                    <value>5.83</value>
                </transactionPricePerShare>
                <transactionAcquiredDisposedCode>
                    <value>A</value>
                </transactionAcquiredDisposedCode>
            </transactionAmounts>
            <postTransactionAmounts>
                <sharesOwnedFollowingTransaction>
                    <value>26645</value>
                    <footnoteId id="F1"/>
                    <footnoteId id="F2"/>
                </sharesOwnedFollowingTransaction>
            </postTransactionAmounts>
            <ownershipNature>
                <directOrIndirectOwnership>
                    <value>D</value>
                </directOrIndirectOwnership>
            </ownershipNature>
        </nonDerivativeTransaction>
    </nonDerivativeTable>

    <footnotes>
        <footnote id="F1">Does not include 45,000 shares held directly by Cantor Fitzgerald &amp; Co., an affiliate of Cantor Fitzgerald Securities.  Such shares may be indirectly beneficially owned by the following affiliated persons of Cantor Fitzgerald &amp; Co. and Cantor Fitzgerald Securities: Cantor Fitzgerald, L.P., CF Group Management, Inc. and Howard W. Lutnick.  Such persons disclaim beneficial ownership in the shares except to the extent of such persons' respective pecuniary interest in the shares.</footnote>
        <footnote id="F2">Does not include 114,378,936 shared held directly by BGC Partners, L.P., an affiliate of Cantor Fitzgerald Securities.  Such shares may be indirectly beneficially owned by the following affiliated persons of BGC Partners, L.P.: BGC Holdings, LLC, BGC Holdings, L.P., BGC GP, LLC, BGC Partners, Inc., Cantor Fitzgerald, L.P., CF Group Management, Inc. and Howard W. Lutnick.  Such persons disclaim beneficial ownership in the shares except to the extent of such persons' respective pecuniary interest in the shares.</footnote>
    </footnotes>

    <ownerSignature>
        <signatureName>/s/ Howard W. Lutnick, President and Chief Executive Officer</signatureName>
        <signatureDate>2015-06-30</signatureDate>
    </ownerSignature>
</ownershipDocument>
