[WAT] more screwy date conversion

So, let's convert some dates

DECLARE @my_month DATETIME = '20140530'
SELECT SUBSTRING(CAST(@my_month AS VARCHAR(8)), 5, 2) + '/01/' + SUBSTRING(CAST(@my_month AS VARCHAR(8)), 1, 4)

Returns:
30/01/May

But what if we set that date to an Int?
DECLARE @my_month int = '20140530'
SELECT SUBSTRING(CAST(@my_month AS VARCHAR(8)), 5, 2) + '/01/' + SUBSTRING(CAST(@my_month AS VARCHAR(8)), 1, 4)

Returns:
05/01/2014