Elliptically birefringent fibre has been fabricated by spinning the preform of a highly linearly birefringent photonic crystal fibre (PCF) during the drawing process. The resulting Spun Highly Birefringent (SHi-Bi) PCF offers intrinsic sensitivity to magnetic fields through the Faraday effect without the high inherent temperature sensitivities suffered by conventional spun stress birefringence fibres. The ellipticity of the birefringence has been measured and temperature independence has been demonstrated.