Identifying material on masonry wall

The inner side of an exterior wall in my house has, behind the plasterboard, a kind of masonry which I'd like to identify. I attach pictures. It looks like concrete but it's quite easy to drill: I can very easily drill it with a 2mm wood/metal drill bit in a HAND (i.e., not electric) drill. This material is at least 5cm thick (maybe more), as inferred from the hole I drilled. So, what's the name of that substance? Is it safe to hang heavy stuff (e.g., a radiator) to it using rawlplugs?

Thanks!

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