Uliss is black with quite a fine coat, I clip her for the sake of the house and my sanity. She definately feels the cold so she wears a fleecy coat. Her predecesser, Bertie, was orange roan and he was far more active than Uliss so he didn't get quite as cold. Although saying that he spent quite a large part of his life asleep curled up in my duvet on the bed! He used to wear an an oil skin coat when the weather was really wet, this was nearly twenty years ago and I got some very funny looks.
