AA stand for 'Against Actual' and are also known as EFPs 'Exchange for Physicals.' They are orders between two traders looking to hedge their positions, in which the traders swap futures positions in exchange for cash positions. Against actual transactions are recorded on commodity and futures exchanges, and are governed by the exchange's rules.
In the gold market, a trader with a long spot position and a short futures position (equal quantities) can square overall risk by trading an EFP (in this case sell spot and buy futures). This eliminates the risk associated with doing both transactions independently in the respective markets.