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HOLD ON and HANG ON are both used informally to mean 'wait or stop for a short period of time'. In this meaning, they are interchangeable — if you're asking somebody to wait a minute, either will do. 

"Hang on for a minute, I'll be right back."
"Hold on a minute, and we'll be arriving."

Both can be used as just a filler for looking something up. If you're on the phone and someone is going to give you an address to write down you might say:

"Hang on/hold on while I get a pen and paper." 

That said, HANG ON, as many users feel:

1. sounds more casual and slangy. 

"Hang on, sweetie — I'm not quite ready." 
"Now hang on a minute—you can't really believe what you just said!"

2. typically used on the phone to ask the caller to wait until they can talk to the person they want. Imagine, hanging on the line, like a fish, or a person at the end of a phone line —you get the idea. 

"Hang on—I'll just see if he's here."
"Hang on a tick while I look up the number."

HOLD ON has the connotation of keeping the same position, not going away. There are a number of other idiomatic uses of 'hold': hold your horses, hold your fire, hold it, etc., which share similar connotations of 'stop' or 'wait'.

"Hold on a tick while I get him - I'm going to be gone for a minute maybe."
"Please hold on a minute while I grab my coat."

When used on the phone, 'hold on' often refers to being placed on hold.

"'Hold on, I'll just see if he's free,' the secretary said." (and put me on hold)

According to many users, 'hold on' is more commonly used when:

1. an interaction appears to be over, but then a new factor is introduced. 

"Hold on, I've just remembered that we have some on the bottom shelf."

2. you tell someone to stop speaking or doing something for a short time because they have said or done something wrong.

"Hold on a minute! That can't be right."

3. you are questioning a statement by someone or ask them to repeat themselves, provide clarification, express surprise or disbelief.

"Hold on, are you telling me the project will be late again?!"
"Hang on, did you just say she lost her job?"

It occurs relatively far more often with 'Could you hold/hang on a moment than with 'Can you hang/hold on... as 'could' is more formal and deferential.

"Despite both phrases mean the same, 'hang on', for me, sounds discourteous. I prefer 'hold on'."

According to Google Ngrams, 'hang on a minute' and 'hold on a minute' are virtually interchangeable in BrE, but the former has had a slight edge since the early 1990s.

"Hold on a minute! Why didn't anyone tell me about this?"
"Will you just hang on while I get this?"

Meanwhile, in the US, the story is significantly different. If we compare the results using the AmE corpus, 'hold on a minute' has never been seriously challenged by 'hang on a minute' in over 100 years, .

"I use both in the 'wait a short time' sense, but in the sense of 'Stop what you're doing!' or 'just about to do', or when I just noticed or thought of something that is interesting or wrong, I probably use 'Hang about!' more often than either: 

"Hang about – that can't be right."

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