This is my second snowboard bindings, and there was this strange thing supplied with both. What is it for?
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This is a "snowboard leash."
A snowboard leash is used as a safety precaution to prevent occurrences of runaway snowboards that may injure others and/or destroy the snowboard(1).
North Carolina, USA has required the use of such devices in their state according to House Bill 334/ SL 2009-353.
House Bill 334/ SL 2009-353 § 99C-2 (b) 5 states:
A skier shall have the following responsibilities: To wear retention straps, ski brakes, or other devices to prevent runaway skis or snowboards