1 Click on the Line Segment tool. Set the stroke weight to 1 pixel. Create a line any length.

[You must be registered and logged in to see this image.]

2 With the Rotate tool rotate the line slightly. Before letting go of the mouse button, press the Alt key.

3 You lines should appear similar as given below.

[You must be registered and logged in to see this image.]

4 Press Ctrl+D and continue doing so until you get something as below.
[You must be registered and logged in to see this image.]
5 Using the Direct Selection tool, choose all the lines. Press Ctrl+H to see the form better. Navigate to Warp (W).

6 Choose Fisheye. Select a Bend percentage to 63%. Under Distortion set Horizontal to 90% and Vertical to 2%.
[You must be registered and logged in to see this image.]
7 Choose Expand Appearance. To see everything, press Ctrl+H again.
[You must be registered and logged in to see this image.]
8 Set Pucker & Bloat to 34%. Rotate 90 degrees.
[You must be registered and logged in to see this image.]
9 This is what we have made so far.
[You must be registered and logged in to see this image.]

10 Choose some of the strands and change their colour.

11 Choose Roughen and set Size 5%, Relative, Detail 3, Points Corner.

[You must be registered and logged in to see this image.]]