Divide each cone of yarn into 3 equal size balls (each about 27 1/2 yd (25 m) long), so that you have 6 balls of yarn total.
Place each ball of yarn into a small paper bag or a ceramic bowl, this will keep the balls from rolling around while you are working.
Pull a strand of yarn from each ball so that you have 6 strands total. With binder clip, clip strands together at one end. Divide the strands into 3 groups of 2 strands each.
Leaving binder clip in place, braid the 3 groups together for about 24-36 in. (61 - 91.5 cm).
Lay out an 8 in. (20.5 cm) length of the braided strands onto a pinnable surface. Secure the end to the surface with a few T-pins. Coil additional braid around the pinned length, making an oval shape. Hold the braid in place with T-pins.
Remove a few T-pins at a time, and with sewing needle and thread, whip stitch the braids together.
Continue to braid the lengths of yarn together, wrap the braid around into an oval shape, then sew braid in place until all yarn has been used.
Trim yarn ends. With sewing needle and thread, sew yarn ends to wrong side of Rug.