Rods are a videographic artifact based on the frame capture rate of the videocam versus the wingbeat frequency of the insects.
Essentially what you see is several wingbeat cycles of the insect on each frame of the video, creating the illusion of a "rod" with bulges along its length. The blurred body of the insect as it moves forward forms the "rod," and the oscillation of the wings up and down form the bulges. Anyone with a video camera can duplicate the effect, if you shoot enough footage of flying insects from the right distance.
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The effect is especially pronounced with large, long-bodied insects that have broad wings and fairly slow wingbeats, such as mantises, grasshoppers, and katydids, or completely opaque wings such as moths.
Here is more...
http://en.wikipedia.org/wiki/Rod_(cryptozo...y)#Explanations