The language in this document does not match exactly what I want to do.  

This product allows the user to in effect enter into two separate financial 
swaps with dissimilar settlement procedures simultaneously.

A buyer of this product will in every case be buying the NYMEX prompt 
contract and entering into a simultaneous sale of an equally leveraged volume 
of Gas Daily swaps.  Each tranaction in this product will create two separate 
trades to be input into the system.  There is no "settlement" of the spread 
trade.  

The real problem is working out a procedure for readjusting the number of 
futures swaps that are traded each day.