No, it's graphite from the powder.  Gun powder is cellulose-based and is usually white during most of the manufacturing process.  It is coated with graphite for several reasons: to slow the burn rate, to reduce its ignition threshold, and to make it feeding easier.

All automated loading machines spill small amounts of powder, and the graphite gets on the brass and everywhere else, and the cleaning media that the brass is tumbled in before being packaged (assuming this is commercial ammo) doesn't remove it entirely.

Beyond that, if we're talking about non-tumbled-clean military ammo, there is also black soot left over from the anealing process at the neck/shoulder area.  That also gets on your hands as you handle the ammo.

-Troy