That is what I thought too, but they are filling buys that are entered at a higher PPS at the lowest offered sell and then not allowing trades above that low PPS (at least not for more than 2 ticks). I tried buying and selling, none of my high asks were touched, but my buy order which was in the pennies, filled at .001. I too thought that orders on the gray market had to be matched but that is not happening here for one reason or another.