In a large heavy kettle or Dutch oven, grate the rinds of the oranges and lemon. Squeeze the juices and remove any seeds. Do not strain. Peel and chop the peaches into citrus juices.

Stir in sugar and bring to boil over medium heat, stirring often. Reduce heat and let simmer slowly until jam begins to thicken, about 25 to 35 minutes. Stir in grated coconut. Cook 10 minutes, stirring constantly. (Do not cover.) 

Ladle into hot, sterilized canning jars leaving 1/4-inch head space. Place lids on jars and tighten screw bands. Place jars on a rack in a pot of simmering water, making sure jars are completely covered by water. Bring to a rolling boil. Boil for 10 minutes; cool. Carefully remove jars from water.

Check for proper seal. Store in a cool dark place.