udp connection(snmp) not being tracked. probable bug?

Using kernel 2.4.20.

I have a netfilter gateway with 2 external ip
eth0: 1.1.1.1 (gw: 1.1.1.254)
eth1: 2.2.2.2 (gw: 2.2.2.254)

It has default route like this

default

	nexthop via 1.1.1.254  dev eth0 weight 1
	nexthop via 2.2.2.254  dev eth1 weight 200

SNMPd is running on the gateway (ucd-snmp).

When I snmp-get to ip 1.1.1.1 (from outside the netfilter gateway, say 3.3.3.3), the reply comes back though eth1 with ip 2.2.2.2

As you can see from what I captured of /proc/net/ip_conntrack, I think udp packets are not being tracked properly.
(I've modified the ip address accordingly)

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udp      17 29 src=2.2.2.2 dst=3.3.3.3 sport=161 dport=1914 [UNREPLIED] src=3.3.3.3 dst=2.2.2.2 sport=1914 dport=161 use=1 mark=0 
udp      17 28 src=2.2.2.2 dst=3.3.3.3 sport=161 dport=1913 [UNREPLIED] src=3.3.3.3 dst=2.2.2.2 sport=1913 dport=161 use=1 mark=0 
udp      17 27 src=2.2.2.2 dst=3.3.3.3 sport=161 dport=1912 [UNREPLIED] src=3.3.3.3 dst=2.2.2.2 sport=1912 dport=161 use=1 mark=0 
udp      17 27 src=3.3.3.3 dst=1.1.1.1 sport=1912 dport=161 [UNREPLIED] src=1.1.1.1 dst=3.3.3.3 sport=161 dport=1912 use=1 mark=0 
udp      17 28 src=3.3.3.3 dst=1.1.1.1 sport=1913 dport=161 [UNREPLIED] src=1.1.1.1 dst=3.3.3.3 sport=161 dport=1913 use=1 mark=0 
udp      17 29 src=3.3.3.3 dst=1.1.1.1 sport=1914 dport=161 [UNREPLIED] src=1.1.1.1 dst=3.3.3.3 sport=161 dport=1914 use=1 mark=0 

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I write a small UDP echo server/client and tested it on the gateway. The result was same: reply comes out from the wrong interface with wrong ip.

Is this a known bug?