Explosive Clay is unique to Deidara~Sama, the result of a kinjutsu that puts mouths on his palms and chest through which he can imbue chakra into inanimate objects. With his KG blast release he gained the ability to imbue it with that chakra, blast release allowing him to on command make his sculptures detonate. His sculptures were made from clay he had and was swiftly sculpted in one of his palms mouths, chewing and a bit of tongue rolling is all it takes. The sculptures start off small once they emerge from the mouth but can be made bigger once its thrown. Animals are most of the sculptures and to a certain extent the sculpture will gain the ability of that animal. Like, Birds fly and fish swim, so clay birds fly and clay fish swim. With the seal of confrontation and "KATSU!" the clay will explode.
Clay is weak to lightning as it can diffuse the explosions before they happen and the sharpness can rip through the clay, fire can melt or harden it and water can contain and counter it. Earth and wind are weak to it, wind cant contain or counter it while earth cant withstand the explosions