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These workers are taking a potentially deadly risk by tying off to one another. If one were to fall, the other would surely follow and the chance of the fall protection equipment and/or anchor point failing is SKY HIGH!
The only thing a worker should ever tie off to is an anchorage point that meets or exceeds requirements set forth by federal or jurisdictional regulations. A co-worker's harness is NOT designed to be used as anchorage point.
Most safety regulations and voluntary consensus standards necessitate anchorages and anchorage connectors:

