ABC's Alexander Marquardt reports from Moscow: Last week, a Russian friend called and asked if I wanted to celebrate Epiphany (the commemoration of Christ’s baptism for Eastern Orthodox faiths) with him by going swimming in the Moscow River. Mind you, the river’s been frozen for months, and the Russian capital has seen an unusually cold winter with temperatures hovering around –10 Fahrenheit. But millions of Russians have done it for eons, how bad can it be? As I hummed and hawed, my friend asked, “C’mon, how many of your friends back in the States can say they’ve done this?” Fine. I was in. My Russian colleagues tried to talk me out of it, saying that the people who do this have been doing it since they were young, they do it all winter and build up a resistance to the cold. Undeterred, we set out Monday night for a spot on the Moscow river about 45 minutes outside of town. It was -13 Fahrenheit and the whole way out my colleague tried to drive home how cold it was going to be. It started to sound like a bad idea. We got to the river early because we had decided to do a piece on the annual tradition and wanted to get a lay of the land. The extra time made it worse, I had more time to consider the lunacy of what I was about to do. A handful of ‘swimmers’ jumped the gun and went in before midnight, before the priest had arrived to bless the water. They also went in naked (most ended up wearing swimsuits), making our jobs of shooting a piece in sub-zero weather for family television that much harder. Once the diving was in full swing, the (non-Russian) friends I had come with said they were going to go get in line. I still had some work to do so I stayed back. But once I saw them jump in, I knew it couldn’t be that hard. The place we had chosen had a better setup than most Epiphany swimming holes in Russia, in that there was a tent to change and line up in before going into the water. Standing semi-naked in line in the freezing cold and not being able to see the water because of the tent made it almost possible to forget what was about to happen. I got to the front of the line, teeth chattering and toes going numb. I glanced at the guy next to me and we both gave each other a “you want to go first?” look. I asked someone behind me if he could hold my towel so I would know exactly where it was when I got out. A friend who had gone before me had said the most important thing was to get flip flops on immediately after (he was right). The most surprising part of the night was how little the water stung when I dropped in. It wasn’t pleasant, but compared to the air it wasn’t that bad. I submerged myself three times, as tradition dictates, with the Russians behind me counting off each submersion. I was in the water for maybe five seconds but I couldn’t get to my towel fast enough. The stairs and railing were icy but I flew back up into the tent, snatching the towel from the guy who held it for me, wrapping it as tightly as possible. Flip flops firmly on feet, I beelined it for my clothes and threw them on. “Alex, are you alive?” the Russian friend who invited me called out from across the tent. It felt fantastic, wildly invigorating. Back inside, those of us who had just done it for the first time agreed that despite coming out with the intention of crossing it off our Russia to-do lists, we would definitely do it again. Orthodox Christians believe the annual swim cleanses them of sin and protects their health. Whether or not that’s true, I’m looking forward to doing it again next January.