Straw is your best bet for loose mulch but, if it's not available, you can use dead hay. to find out if the hay is dead, first, make sure it's at least "first cut" from a year ago. Older if you can get it.
If you get some, open up the bale in a sunny spot and
water it a little over a few days. See if anything grows out of it. If not, then, it's dead and safe to use. Don't soak it though. You won't be able to use it if it's sopping wet.
If grass and/or weeds start growing out of it, ya probly don't wanna use it.