Pressure distributions on slender bodies are measured at various roll angles; it is found that the side loads on the blunted-nose slender body are as small as one-third of that on a pointed-nose one, or even zero at some roll angles. Numerical simulation shows that different flow structures are generated on the leeside of the bodies with different noses. The results confirm that a structure of U-shaped horseshoe vortex develops on the top of the blunted nose due to the closed type of surface flow separation. The shear layer separated from the nose is entrapped into the horseshoe vortex core and forms two main vortices on the two sides of the body. The function of this structure is to hold in the two main nose vortices and to restrict the emergence of asymmetry.