According to the Huffington Post, the curling stones are made from a specific kind of granite that can only be located on a deserted island off the coast of Scotland.
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The island — Ailsa Craig, also known as "Paddy's milestone" — is a volcanic plug, meaning it coalesced over an extinct volcano, apparently leaving the granite in the perfect condition to make curling stones. All the stones used during the Olympic Winter Games are produced by the only company with rights to the Ailsa Craig granite: Kays of Scotland, which has been creating the stones since 1851. According to the Huffington Post, thousands of tons of two varieties of stone are removed from the ground once every decade: a blue hone granite, which is impenetrable by ice and water and makes up the insert and running band of the curling stone, and a green granite that composes the body of the stone. There is apparently a third variety, red hone granite, but it isn't used in curling stones.