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They spring in, but are not straight pins, generally*. They are shaped like a rams horns, with the two points being the ends that can be pushed in via the side holes. The loop part of the spring-clip(my word) is hidden down inside the hollow link. The thread the picture is from is here:
http://www.dwf.nu/viewtopic.php?t=1968&highlight=capped
*I said generally, as occasionally someone(don't think it's factory), has pulled out those clips and loaded the band with spring bars. It can be done....
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