Squeeze the oranges and lemons to obtain their juice, setting aside the pips and peel. Add the whisky and sugar to the juice, then cover and chill in the refrigerator for 24 hours.
Tie the pips in muslin and suspend from the handle of a saucepan so the parcel is inside. Add the juice and simmer for 1 hour. Meanwhile, very finely chop the orange and lemon peel.<