While the exact origin of the term 'brass monkey' is unkown, it's 200-plus year usage history indicates its original meaning is related to the Kelvin Spheres that sit on either side of a ship's binnacle. The balls, which are iron, help offset magnetic shifts so the compass inside the binnacle remains pointed toward magnetic north. The two balls are traditionally mounted on brass arms, which were called 'monkeys' by sailors in the 18th and 19th centuries.
The phrase 'cold enough to freeze the balls off a brass monkey' didn't rear its head into common usage until the 20th century. Original uses referred to 'freezing the tail of a brass monkey,' or 'melting the nose off a brass monkey,' and can be found in 19th century sailing texts like Herman Melville's "Omoo" ('...it was 'ot enough to melt the nose h'off a brass monkey....').
Again, while the exact meaning is unkown, the term has beeen definitively rejected by the Department of the Navy, the Oxford English Dictionary and other noted etymologists as describing a pyramid of cannonballs on a brass tray. Not only were they never used on board ship during the age of sail as they would have rolled everywhere with the rocking of the ship, but the balls and tray would expand and contract at nearly the same rate due to cold and heat, and therefore the stack would never have fallen apart due temperature change.
'Cold enough to freeze the tail off a brass monkey.'
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