I use one too.
I first tried it about 3 or 4 years ago, when on a skiing holiday. Made life soooooooo much easier - no having to take tampons up the mountain and struggle to change them while wearing ski boots and salopettes
I wouldn't be without mine now. I'll certainly never go back to tampons.
TT -
Mooncup Menstrual Cup
*Warning - don't look at the site if your screen is overlooked, esp by men

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SB - I've never had one fall out - I can't see how it could happen, tbh. The only slight problem I had was when doing yoga on a heavy day - it did, erm, spill a bit. But I just make sure, now, that I empty it before doing yoga.