What Nutmeg Can Tell Us About Nafta
nytimes.com
nytimes.com
Also, it's written 'NAFTA'.
The NYT style guide dictates that acronyms of five letters or more be capitalized as proper nouns (ie, first character capitalized, with the rest lowercase).
Ironic that you say that! The AP styleguide (which is not the NYT style guide, though they are similar) now recommends that "Internet" be lowercased (ie, no longer treated as a proper noun).