They are captured blowing puffs of air and angling their heads so that they rise in a straight line thereby creating the perfect circles.
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'It's a cool behaviour the dolphins seem to learn from one another,' one trainer said.
Another said it was the 'most incredible thing' he had ever seen.
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SeaWorld has kept dolphins for more than 30 years, but one trainer said they were still surprising them.
'Just when you think you've seen it all, something new comes up,' he said.
'These animals have alot more to teach us.'
Watch the incredible video here...