Any ideas on weighing down Patio/Pool furniture?

We live in a high-rise and the pool is located on the roof. The wind gets bad at times and blows over the chairs, not the chaises, and could possibly blow off the roof in a bad storm.

We looked a weighing the chairs down with diving weights and ties, but we are still looking for other ideas.

Any suggestions would be appreciated.

Just brainstorming...

1. How about tethering them? Maybe an eye bolt near each piece with a decorative chain of some length that still allows you to move them around?

2. If they're hollow, maybe you could fill the legs with cement, or something else similarly heavy.