Hahaha that's hilarious! I was laughing so hard every time he bumped himself in the head with it in that first video.
After seeing so many videos of horses playing with yoga and jolly balls, I really want to get my horses one!
Tinyliny, the balls he's pushing around on the ground are regular exercise balls. And they do break! But they last longer if they're fully inflated so the horse can't pick them up in its teeth. The black one popped soon after the second exercise ball video was taken - it got a little deflated, and Jag was able to pick it up and swing it around. Which he loved.
The ball in the 'tetherball' video is a jolly ball, with a rope tied around the handle for maximum swing-age. I discovered his playfulness when he started playing with an old rope. It was even more fun when I knotted it. And when tied to a jollyball? Awesome!