Coming in a little late here, but we have done this before so many of you already know. All our Abys have had names from Tolkien (as had our beautiful grey generic cats, Gandalf and Gimli.)
They were/are Arwen Evenstar, Glorfindel ("Glorf"...a great name!)
Thingol, Luthien Tinuviel ("Luthie") all now frolicking at the Rainbow Bridge, and the current crop: Eowyn, Warrior Princess of Rohan (aka "Winkie"); Thane Peregrin Took ("Pippin"), and Legolas ("L'il Guy.) I have noticed Tolkien names on cat name lists, especially Bilbo and Frodo.