In this paper, we consider a legitimate proactive eavesdropping scenario where a central monitor tries to intercept the information exchanged between a pair of suspicious entities through amplify-and-forward full- duplex relays and a cooperative jammer. Specifically, the eavesdropping relays simultaneously listen to the suspicious transmitter and forward the eavesdropped information to the central monitor. At the same time, the jammer broadcasts the jamming signal to maintain the suspicious data rate below the channel capacity of the central monitor so that the eavesdropped information can be successfully decoded by the central monitor. In this system, we jointly design the relay precoders at the eavesdropping relays and the transmit covariance matrix at the jammer to maximize the eavesdropping rate by a two-layer semi-definite relaxation approach. Simulation results verify the efficiency of our proposed solution and show considerable performance gains over conventional schemes.