TATP is made from acetone and hydrogen peroxide, if I understand correctly. It is cheap to make but unstable, and can blow up accidentally (like on a bench outside a stadium in Oklahoma, for example.)
TATP: http://www.globalsecurity.org/military/systems/munitions/tatp.htm
A new terrorist explosive, triacetone triperoxide (TATP), has recently appeared as a weapon in the Middle East. TATP has been used by suicide bombers in Israel, and was chosen as a detonator in 2001 by the thwarted "shoe bomber" Richard Reid. It can be as or more powerful than military analogs. TATP is one of the most sensitive explosives known, being extremely sensitive to impact, temperature change and friction. Another peroxide-type explosive is hexamethylene triperoxide diamine (HMTD), which is less sensitive than TATP but still dangerous. HMTD is somewhat more sensitive to impact than TCPT, but both are very sensitive explosives.