Pare the rind from the limes and lemons with a vegetable peeler, then cut into very fine shreds and set aside. Roughly chop the peeled fruits and put into a preserving pan with 1.2 litres (2 pints) water. Cover and cook gently for 1 hour or until soft.
Meanwhile, add the fruit rinds to a saucepan with the remaining water, bring to the boil, reduce the heat to a simmer and cook, covered, for 20 minutes, until softened.
Pour the contents of the preserving pan through a fine sieve or jelly bag suspended over a large bowl. Leave to drip for several hours, then squeeze the bag to extract as much juice as possible.
Return the strained juice to the preserving pan with the cooked fruit rinds and their cooking liquid. Add the sugar and heat gently, stirring from time to time, until completely dissolved. Bring to the boil, then boil rapidly until setting point is reached (20–30 minutes).
Skim with a draining spoon or stir in butter if needed. Leave to stand for 10 minutes so that the fruit rinds will not rise in the jelly when potted.
Ladle into warm, dry jars, filling to the very top. Cover with screw-top lids, or with waxed discs and cellophane tops secured with elastic bands. Label and leave to cool.