Page 97 - Joseph B. Healy "The Pocket Guide to Fishing Knots"

Whipped Loop

A convenient way to form a loop at the end of the fly line (the forward end
for attaching the leader, the back end for using a loop-to-loop connection
for the reel’s backing) is simply whipping a loop using fly-tying thread.
You can then attach the leader with a loop-to-loop connection. (Some fly-
line manufacturers make fly lines with loops at the ends, saving us the
trouble.)

1. Start by forming a loop in the fly line and wrapping fly-tying thread
many times around the tag end of the fly line to secure the loop in
place. (You can peel off the fly-line coating if you’d prefer and make

a loop with the exposed braided line underneath—your choice.)