Hot Rolled Steels are just that - They are heated up red-hot and pushed through rollers that squeeze the metal, literally squishing it into a particular profile, depending on the shape of the rollers. The process takes a long time, and because the steel is so hot for so long in the open air of the steel mill, the surface of the metal has has a long time to oxidize, producing a thick, tough oxide scale with the characteristic blue grey finish of the final product.