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1) NAT in the OUTPUT chain does not work in stock kernels. However,
there is a patch in patch-o-matic, called the 'local-nat.patch'.
This patch adds a CONFIG_NF_IP_NAT_LOCAL kernel config option.
2) tcpdump traffic is corrupted by OUTPUT NAT.
3) Connection tracking doesn't wait very long for reply FIN, meaning
that half-closed pipes can time out early (seen frequently with squid).