In the heyday of sailing ships, all war ships and many freighters carried iron cannons. Those cannons fired round iron cannon balls. It was necessary to keep a good supply near the cannon, but how to prevent them from rolling about the deck? The best storage method devised was a square based pyramid with one ball on top, resting on four, resting on nine which rested on sixteen. Thus a supply of 30 cannon balls could be stacked in a small area right next to the cannon.©JOKEDEMO.COM
There was one problem... how to prevent the bottom layer from sliding or rolling from under the others.©JOKEDEMO.COM
The solution was a metal plate called a "Monkey" with 16 round indentations. But, if this plate was made of iron, the balls would quickly rust to it.©JOKEDEMO.COM
The solution to the rusting problem was to make "Brass Monkeys." Few landlubbers realize that brass contracts much more and much faster than iron when chilled.©JOKEDEMO.COM
Consequently, when the temperature dropped too far. the brass indentations would shrink so much that the iron cannon balls would come right off the monkey.©JOKEDEMO.COM
Thus, it was quite literally, "Cold enough to freeze the balls off a brass monkey".©JOKEDEMO.COM
And all this time, you thought that was an improper expression, didn't you?