pg_basebackup, requested WAL has already been removed

Hi,

I've recently started to use pg_basebackup --xlog-method=stream to backup
my multi-Tb database.
Before I did the backup when there was not much activity in the DB and it
went perfectly fine, but today, I've started the backup and it failed
twice  almost at the same time as the
CREATE INDEX  (and another time CLUSTER) commands were finished.

Here:

postgres@cappc118:/mnt/backup/wsdb_130510$ pg_basebackup --xlog-method=stream --progress --verbose --pg
transaction log start point: 23AE/BD003E70
pg_basebackup: starting background WAL receiver
pg_basebackup: unexpected termination of replication stream: FATAL:
requested WAL segment 00000001000023B1000000FE has already been removed
4819820/16816887078 kB (4%), 0/1 tablespace
(/mnt/backup/wsdb_130510/base/1)

And the logs from around that time contained:

some_user:wsdb:2013-05-10 14:35:41 BST:10587LOG:  duration: 40128.163 ms  statement: CREATE INDEX usno_cle
an_q3c_idx ON usno_clean (q3c_ang2ipix(ra,dec));
::2013-05-10 14:35:43 BST:25529LOG:  checkpoints are occurring too frequently (8 seconds apart)
::2013-05-10 14:35:43 BST:25529HINT:  Consider increasing the configuration parameter "checkpoint_segmen
ts".
::2013-05-10 14:35:51 BST:25529LOG:  checkpoints are occurring too frequently (8 seconds apart)
::2013-05-10 14:35:51 BST:25529HINT:  Consider increasing the configuration parameter "checkpoint_segmen
ts".
postgres:[unknown]:2013-05-10 14:35:55 BST:8177FATAL:  requested WAL segment 00000001000023B1000000FE has already been
removed
some_user:wsdb:2013-05-10 14:36:59 BST:10599LOG:  duration: 78378.194 ms  statement: CLUSTER usno_clean_q3c_idx ON
usno_clean;

One the previous occasion when it happened the CREATE INDEX() was being executed:

some_user:wsdb:2013-05-10 09:17:20 BST:3300LOG:  duration: 67.680 ms  statement: SELECT name FROM  (SELECT
pg_catalog.lower(name)AS name FROM pg_catalog.pg_settings   UNION ALL SELECT 'session authorization'   UNION ALL SELECT
'all')ss  WHERE substring(name,1,4)='rand' 
         LIMIT 1000
::2013-05-10 09:22:47 BST:25529LOG:  checkpoints are occurring too frequently (18 seconds apart)
::2013-05-10 09:22:47 BST:25529HINT:  Consider increasing the configuration parameter "checkpoint_segments".
postgres:[unknown]:2013-05-10 09:22:49 BST:27659FATAL:  requested WAL segment 000000010000239900000040 has already been
removed
some_user:wsdb:2013-05-10 09:22:57 BST:3236LOG:  duration: 542955.262 ms  statement: CREATE INDEX
xmatch_temp_usnoid_idxON xmatch_temp (usno_id); 

The .configuration
PG 9.2.4, Debian 7.0, amd64

shared_buffers = 10GB
work_mem = 1GB
maintenance_work_mem = 1GB
effective_io_concurrency = 5
synchronous_commit = off
checkpoint_segments = 32
max_wal_senders = 2
effective_cache_size = 30GB
autovacuum_max_workers = 3
wal_level=archive
archive_mode = off

Does it look like a bug or am I missing something ?

Thanks,
     Sergey