At present my eldest daughter and her daughter are on a weeks holiday with my niece and her son. My daughter does have three actual sisters, and a brother, all of whom she has a good relationship. However, she and her cousin are very close both in age and in the ages of their respective children.
My niece has two brothers, no sisters and my daughter has taken that place.
Think it is lovely - my daughter and g.daughter are always included in any close family events of her cousin and vice versa.
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Grandparenting
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.Like your DGCs they have only spoken to each other on Skype. 
