Let me just say as well, that I could be mistaken here. I can admit when I'm wrong. I understand how futures work, but I also understand that your broker isn't always entitled to put your trade through the exchange. They have several clauses about this.
I'm sure Mirus or AMP could shed some proper light on this subject.
Again, I didn't really mean to throw up accusations here, this is just how I understood it to be, and I've always wondered how they make a living anyway.