Strange result while calling fegetround() in MEX file

I use MATLAB R2010b under Linux/64 bits. I have written a C MEX file in which I check the current FPU rounding direction using fegetround() (I have another routine that sets the rounding direction to either +Inf or -Inf). However, my MEX function always reports that the rounding is set to nearest-even even when it is not.

I know the fegetround() function is not faulty since I tested it in a standalone C program and everything works fine.

Any clue about what happens here?