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Split rings, like key rings, are a great alternative to jump rings as they are less likely to open and slip off. Use them when you want to ensure a more secure construction.
They're especially useful in bracelet designs because bracelets can often get caught on things and break, but for safety concerns most designers do not use split rings to connect clasps in necklaces to avoid choking hazards. Use split ring pliers to easily hold the ring open as you slip on the elements you wish to connect.