Brumalia is an ancient Roman winter festival incorporating many smaller festivals celebrating Saturn, Ops and Bacchus. The word Brumalia comes from the Latin bruma meaning “shortest day.” By the Byzantine era, celebrations commenced on 24 November and lasted for a month, until Saturnalia and the “Waxing of the Light.” It is said to have been instituted by Romulus, the legendary founder of Rome.
According to 6th century historian John Malalas1, Romulus entertained his Senators, army and staff throughout the month, assigning each day a letter and inviting those whose names began with the assigned letter to dinner parties. He also encouraged his Senators to likewise entertain their friends and staff in the same manner. According to John the Lydian, sacrifices were made of pigs to Demeter and Cronus and goats were sacrificed to Dionysus2 and speculates that Cronus is honored at this time because of his banishment into the darkness of Tartarus.
The festival marked a break for the Senate and included night-time feasting, drinking, and merriment. During this time, prophetic indications were taken as prospects for the remainder of the winter. It also incorporated a number of smaller holidays associated with various Gods.
Some people celebrated Brumalia by sacrificing goats and pigs, while devotees of the god Dionysus inflated goat skins and then jumped on them. It is also believed that each day of the festival was assigned a different letter of the Greek alphabet, starting with alpha (α) on November 24 and finishing with omega (ω) on December 17.
The festival was celebrated as late as the 6th century, until emperor Justinian’s repression of paganism.
Some modern Pagans use the word Brumalia to simply indicate the winter holiday season including all of its various festivals and activities. This seems quite in keeping with the spirit of the ancient use of the word.
Source: Wikipedia and Witchipedia
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