I had the same problem with Monoprice banana plugs being very loose in my R500 speakers, though they were fine in the back of the NAD receiver. I switched to the locking banana plugs from Blue Jeans Cable and THAT is a solid connection!
Later on I brought my gauge pin set over from my machine shop and measured the holes in the speaker binding posts to range between 0.154" (3.91mm) and 0.159" (4.04mm.) This isn't a huge range but does explain why the same plug would be looser in one post than the other. The binding post holes on the NAD receiver were all at 3.9 mm.
Because the Blue Jeans Cable locking banana plugs use a mechanism to spread the end of the tip, it easily compensates for variation in the mating hole and holds rock solid. I'm going ahead to make a few cables for friends and family using the experience I've gained in making mine several times now, with incremental improvements to arrive at what I have now. My son will get the first, though opted for the "carbon fibre look" sheathing over my green. I'm going to try the deep purple too, looks classy.
I highly recommend Blue Jeans Cable as a source for both finished cables and the components, though I don't think they (yet) offer the cable pants and sheathing that I prefer.