Clearly he is trying to create some sort of cat monkey. Which is probably why he has the blues. 
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animal behavior can be unpredicatble sometimes, I suggest talking to a behavior consultant, taking him to a vet, or asking this online answer group
we have a cat that tends to enjoy humping a toy monkey i dont know why but he does. he also eats raw carrotts and he loves to play in water. he sleeps in the bath. it is a black and white cat called blue. he also plays my guitar. i think though he preferes the blues.