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We report here for the first time the fabrication and characterisation of long-period fibre gratings (LPFGs) with period size up to several millimetres. The resonant loss peaks of these ultra-long-period gratings are generated from the coupling of the forward propagating core mode to the cladding modes of fundamental and harmonic orders. The dependence of temperature sensitivity of the coupled cladding modes on the diffraction order has been investigated. The possibility of utilising resonant peaks of different diffraction orders to perform simultaneous multi-parameter measurement has been explored.