What the Hay?

Same as "what the hell" or "what the heck." Hugely popular in Britain. Hay is not a cuss like hell, its more on the level of heck. negative connotation.

A common phrase used when one feels a feeling of strong bewilderment. While "What the Hay Neigh" originated from equestrian roots, it is now used far and wife outside of the field, a phrase known to all.