Durn, I looked for it but can't find it. Someone had a procedure for that in CPQ, I think, or it might have been a site posted on here, can't remember.
It was simple (but looked like a pain in the butt). Theirs came out perfect just like store bought, mine would probaby look like crap.
They started with sisal rope and "loosened it up". They then wove in a flexible stiff wire. I suppose you could get that at Home Depot or Lowe's. They had PVC end caps to match the size of the rope, they drilled holes in the very end and inserted a bolt sticking out. They then glued this assembly over the ends of the rope using Elmer's carpentry glue. You could probably use other water based glue if it is bird friendly.
Good luck, my wife wouldn't even let me start, she's seen a lot of my projects!