Brass based jump rings are extremely strong but still flexible, unlike steel based. They close really nicely too - but remember, open jumprings laterally (to the side) to keep the strength and shape of the ring!
Annealing is done by heating the metal to a certain temperature, and then allowing it to cool. In the case of brass, once it becomes malleable, it is easy to bend without breaking. This process also ensures the coating is not going to flake or peel!