An exercise projectile of the discarding sabot type and having a projectile body consisting of at least two parts which, after traversing a predetermined trajectory, are separated from one another and are provided with first and second connecting means for keeping these parts interconnected prior to firing and during the predetermined trajectory, respectively, and with disconnecting means for rendering the connecting means inoperative at least at or near the predetermined trajectory. The first connecting means comprise means cooperating with the sabot, like collars engaging in grooves of the sabot. The second connecting means are of the type activated by the firing of the projectile, e.g. of pneumatic type, like gas pressure interlocking means which, during the predetermined trajectory, are kept under a gas pressure derived from the firing gas pressure and are reduced during the predetermined trajectory by suitable means, like leakage ducts.
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