Grad whatever chord you're gonna be using. A thin-ish leather chain is good to use but it depends on what you're making or what you have access to.
Arrange as shown. Make sure your chain is nice and straight with no twists in it.
Bring the most external strand down underneath the other two. We are going to make the left knot first.
The next few steps are a little fiddly...
Bring that same cord up and around the others forming a tight loop.
Repeat until you have 3 or 4 tight loops.
Bring the free end of the strand and push it through the loop.
Pull it all the way through and slide your other loops along to tighten this last loop too.
This is what it should look like. Your knot should slide smoothly along the main chain. Now we're going do the same on the other side
This is what it looks like now. Cut and singe the short ends and you're done!
The finished product. Except you'll have whatever it is you wanted on it instead of an empty chain :)