John Gill Commentary Exodus 39:21

"And they did bind the breastplate by the rings thereof unto the rings of the ephod with a lace of blue, that it might be upon the skilfully woven band of the ephod, and that the breastplate might not be loosed from the ephod; as Jehovah commanded Moses." — Exodus 39:21 (ASV)

(See Gill on Exodus 39:2).