I have a nickname that I was given as a kid. I like it, and it's how I want to be addressed. Everyone uses it except my new manager who insists on calling me by my formal name. I've told him to use my nickname, but he won't. It is hard to understand why a new manager's first order of business would be to alienate one of his employees.
Most new managers bend over backward to build a positive relationship with all the troops.
Your manager seems bent on annoying them. When managers engage in this type of behavior, it is often a power game. By calling you a name that you prefer not to be used, he is trying to demonstrate that he is more powerful than you. One question to ask yourself is whether any aspect of your behavior or expertise might be threatening to him. If this is in fact a power game, he might change his ways if he senses you are not a threat or a challenge to him.