I have 10 folders, each containing a bam file and a corresponding bai file. I need to merge the bam files, which I believe I can do with `samtools merge merged_filename.bam *.bam`. 

My question is that do I need to also merge the corresponding bai files as well? And if so, should I just do - `samtools merge merged_filename.bai *.bai`?  
do 

     samtools index  merged_filename.bam