The brass is simply nickel plated, mainly for good looks - it looks mighty pretty! It does make the brass a bit harder, and prevents the green tarnish that normal brass will develop. They also are a little harder to push through the press, but not too very much. I like using nickeled brass for my "defense" loads.
No difference in reloading, other than just needing a little more "oompf!" on the loading lever. On rifle ammo, don't forget to lube them!
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