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The principle and basic physics of a new type of liquid-in-air jet are described. This jet is generated by a primary fluid jet that emerges from a nozzle below the surface of a stationary (secondary) fluid. After breaking the surface, the jet consists of the central primary jet surrounded by a sheath of secondary fluid which has been entrained by the primary jet during its passage through the secondary fluid. Normally the flow in this compound jet is laminar, and it breaks up into drops due to capillary instability.In this paper the generation of compound jets is discussed, and the flow pattern in the jet is studied experimentally both in stable and unstable conditions. Three different types of instabilities can be elicited on the jet. The jet mechanism is described quantitatively, and expressions for the jet velocity and some other parameters are derived.