this doc describes the load balancing stratergy
http://docs.sun.com/source/819-0069/msg_delivery.html
Section "Queue Delivery to Multiple Consumers"
This explains the logic in which messages are delivered to a consumer, could you try setting you comsumerflowlimit value as described in the document.
Also you would be able to test real load balancing functionality if your load is high (as described by the document),
"When the rate of message production is slow, the broker might dispatch messages unevenly among active consumers. If you have more active consumers than necessary, some may never receive messages"
This may not be a bug but working according to design, let me know yout thoughts
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