From Final Fantasy Wiki
The Jersey is an enemy in Final Fantasy VII. It is a rather unique enemy in that its arms determine if it is immune to magic or physical damage. If the left arm (from the view of the player) is lowered, and the right arm is raised, it is immune to magic and will attack with a physical. If the left arm is raised and the right arm is lowered, it is immune to physical damage and will attack with Fire 2. There is also a chance in either form that it will use the "????" attack. If it is damaged, it may change the position of its arms. However, due to a bug in Jersey's AI, if Jersey is attacked in its first form and switches to its second form, it will never use ???? due to not being able to return to its original form.