Very sure, basically it takes any incoming order and compares it to current limit orders in the market, and if it can't match tries to see where it would create implied prices, and from this can produce a match, the evidence is the fact that you get different behaviour between market and limit orders.
But don't take my word for it, get yourself logged into the simulation market and then find some nice quiet markets and reproduce the effect. It is very possible. In fact there are traders who make money out of this existing, by placing orders a few ticks below the real implied markets, but above the best price, then immediatley arb out when hit by market orders from auto hedging machines. Mostly in back months of STIR contracts. It only works for implied on implied though, there is no full chaining here like ICE.
