Usually frog up but it is acceptable to have the occaisonal frog down. (eg. when you need a left handed squint angled quoin brick, but you only have right handed ones.).
Quite often you will find that you need lots of half bats, all cut from the same end of the brick. Instead of throwing the other halves of the bricks away, you simply invert them.
You can also lay frog down where the top of the brick is going to be exposed. (eg the top of a garden wall or the bottoms of the openings in honeycomb sleeper walls). This prevents the frog becoming a puddle.
If you have a marked bend along the length of the brick, this should be laid so that the bend forms an arch (rather than a cup shape). This may mean laying it upside down (frog down), depends which way the bend goes.
When bricks are cut down in height to go over an obstruction (such as a raised area of uneven concrete), the cut is made from the frog side of the brick. The brick is then laid upside down, so that the contour of the cut follows the obstruction. This keeps the top of the course level.
These are just a few examples that spring to mind. Any bricks that you lay frog down, should have the frog filled before laying. (Slap it in hard so that it stays there when inverted).
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