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I think it is generally considered that Northern Eggar is a form of Lasiocampa quercus, rather than a subspecies. It might be better to insert an f. before callunae, therefore? That might, though I am not sure, bring up other pics of the same species?
Interesting picture - never seen a cocoon like that myself, because I have always lived down at sea level in the East of England!
My Flickr photos...
Lat/Lng: 55.013, -6.034
OS grid ref: NW421761