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It's a nn - nns don't have to be exact extensions of the real name. They can be based on anything. Madonna uses Lola for Lourdes, which is non-traditional. Chipper Jones of the Atlanta Braves is named Larry Wayne. There are plenty of examples of people being given nns that aren't traditional extensions of their real names. If you want to name your daughter Catherine but use the nn Connie, I don't think that's so crazy. You may very well have to explain it or get questioning looks when you tell people what the nn stands for, but if you have a good story or don't mind, why not?