A tying band cluster consists of a plurality of tying bands connected in series, end to end, in longitudinal direction. Each of the tying bands has a head portion, a projecting piece formed at one end of the head portion, and a major portion of a band body formed at the other end of the head portion. When a tying band is formed, the projecting piece of the current tying band is fused with the free end of the major portion of the previous tying band. Because the major portion of the previous tying band is left in the molding dies when the next tying band is formed, the major portion of the previous tying band is kept heated and can therefore be fused completely with the projecting piece of the tying band currently being formed. This ensures a solid connection between the tying bands.