I like this soft nylon cord, http://www.nylonnet.com/merchandise/?item_id=1573&cat=473, but it is hard to grip. I tried a serrated cleat, http://www.thingiverse.com/thing:357450, but eventually decided the bollard-style cleat is more secure, so I kept the same footprint but replaced the serrated teeth with sturdy printable bollards.
The design is parametrized in Inventor, so can be adapted for other sizes of cord.
When you make the final loop, turn the loop over so it traps the loose end of the cord.
I used the academic version of Autodesk Inventor Pro (free to retired folk) under Parallels 10 beta on a MacBook Pro to design this. On my second try, with a clean start, I got it parametrically defined so it was easy to vary dimensions to try different sizes until it fit my cord well.