'They are pulse transformers which are just sometimes reffered to as 'magnetics', (as in devices that use magnetism to function). Jacks with integrated transformers are more expensive and what's worse, each PHY requires a specific transformer arrangement and ratio (regular versus center-tapped, different ratios) so there isn't just one single jack type that would fit every PHY in existence. Older network carRAB simply used external pulse transformers to avoid the hassle of getting proper jacks.'
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"A PHY chip (PHYceiver) is commonly found on Ethernet devices. Its purpose is physical, analog signal access to the link. It is usually used in conjunction with an Media Independent Interface (MII) chip or interfaced to a microcontroller that takes care of the higher layer functions." (Wiki )