This invention relates to a set screw comprising a shank having external threads and a work-engaging end portion integrally formed at one end of the shank. The work-engaging end portion has a frustohemispherical outer surface comprising a plurality of circumferentially spaced serrations in the form of teeth. Each of the teeth comprises a ramp extending outwardly from a root to a crest thereof with the ramp being inclined in a direction which is opposite to the direction of rotation of engaging the set screw in a workpiece. A cavity is formed in the outer extremity of the work-engaging end portion. The cavity cooperates with the frustohemispherical outer surface to form therebetween an annular wedge. The work-engaging end portion can be readily formed by a forging process. <IMAGE>