I am often asked about this!
It really is a good idea to keep moving, even at term of pregnancy! It is very tempting to sit back and “rest” when you feel heavy and uncomfortable, but a gentle walk every day for around 45 minutes will help you, and your general wellbeing – both mentally and physically!
Pregnancy hormones can cause your joints to relax a little (in preparation for labouring), especially towards the end of pregnancy, so go easy – no crazy workouts!
Swimming is an ideal exercise, as the water supports you well.
It is quite common to get a little increased breathlessness when exercising, due to the weight of pregnancy etc. If you have any concerns do speak with your midwife or GP.