I'm a bit paranoid I guess - I usually just avoid the pool when I'm on my period, but I've made a time with a friend to go aquajogging for exercise and I'd really like to not have to cancel.
Just in case it's important, I'm 34, no children, and I use a size B (if that's the bigger one) MoonCup UK (which I totally love love LOVE). I'm generally moderately heavy on my second day (still don't have to change the cup for eight or more hours, and even then it's just because I'm uptight and paranoid), and I'm going swimming on Saturday which is the third day . . . of course, I don't trust my body to always stick to it's usual patterns - it likes to shake things up a bit from time to time (and I've never gotten over the 'trauma' of having periods that could go through a tampon in five minutes flat - that was pre-cup of course!)
Edit to add: I had a bath with my cup in . . . and the water did go into it, but I'm more interested in the blood coming out.