A hollow filament bundle for use in a separator module is made by rotating two co-axial spiders 24 and 28 and looping a continuous hollow filament which is fed from a package 32 alternately around the arms 26 and 30 of the two spiders. This is done by means of a guide40 which is reciprocated between the two spiders by a screw threaded shaft 34 which is rotated first in one direction and then the other. Owing to the rotation of spiders which occurs as the filament is being guided between them, the filament is laid along a series of helical paths. The paths of successive lengths of the filament are oppositely handed so that a coreless bundle of the lengths of filament is built up with the filaments in the bundle crossing over each other at multiple crossover points.