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The line used as a reference for the conic does not lie in the plane that you have constrained the conic to. NX "temporarily" projects the line end points onto the plane to construct the conic; in your dialog for the conic, you can see that the end points are "fixed", which means NX used the current (unassociative) location in time & space. If you want the line to drive the conic, try using "project curve" to create an associative copy of the line (or at least its end points) on the same plane as the conic. Use the "in plane" objects to drive the conic end points.