Extremely cold weather. Though often believed to refer to so-called "brass monkeys" of a naval ship (brass trays where cannonballs were supposedly stored), this has been widely discredited as anachronistic; it is more likely a semi-vulgar reference to bronze replicas of the Three Wise Monkeys (i.e., "Hear no evil, see no evil, speak no evil") often sold as popular tourist souvenirs in China and Japan. Primarily heard in UK.

I'm so sick of the brass monkey weather this winter—I've been constantly cold for months!

brass monkey weather