If you don’t have a jig and don’t feel like making a jig, you could also create this piece using round nosed pliers. Simply bend the wire around your pliers instead around the pegs of a jig. I’ve created a "virtual jig" for the purpose of this tutorial.
You’ll notice the wire wraps around the middle pegs in the shape of figure eights. I found it helpful to use a knitting needle to push the wire down around the jig pegs as I wrapped the wire. You can use any type of wire you like. Of course, I recommend using copper wire to practice before working with silver or gold-filled.