Why isn't my new index/table being created on the filegroup I specify? Results from @@Version

Microsoft SQL Server 2008 (SP3) - 10.0.5500.0 (X64) 
Sep 21 2011 22:45:45 
Copyright (c) 1988-2008 Microsoft Corporation
Enterprise Edition (64-bit) on Windows NT 6.1 &lt;X64&gt; (Build 7601: Service Pack 1)


Here is the database definition

CREATE DATABASE [Scratch] ON  PRIMARY 
( NAME = N'Scratch_mdf', FILENAME = N'N:\MSSQL\TEST\Primary\Scratch_mdf.mdf' , SIZE = 17664KB , MAXSIZE = UNLIMITED, FILEGROWTH = 10%), 
 FILEGROUP [DATA]  DEFAULT 
( NAME = N'Scratch_dat1a', FILENAME = N'N:\MSSQL\TEST\Data\Scratch_dat1a.ndf' , SIZE = 14539584KB , MAXSIZE = UNLIMITED, FILEGROWTH = 10%), 
( NAME = N'Scratch_dat1b', FILENAME = N'N:\MSSQL\TEST\Data\Scratch_dat1b.ndf' , SIZE = 12016128KB , MAXSIZE = UNLIMITED, FILEGROWTH = 10%), 
 FILEGROUP [INDEX] 
( NAME = N'Scratch_idx1', FILENAME = N'N:\MSSQL\TEST\Index\Scratch_idx1.ndf' , SIZE = 92864KB , MAXSIZE = UNLIMITED, FILEGROWTH = 10%), 
( NAME = N'Scratch_idx2', FILENAME = N'N:\MSSQL\TEST\Index\Scratch_idx2.ndf' , SIZE = 84416KB , MAXSIZE = UNLIMITED, FILEGROWTH = 10%), 
( NAME = N'Scratch_idx3', FILENAME = N'N:\MSSQL\TEST\Index\Scratch_idx3.ndf' , SIZE = 84416KB , MAXSIZE = UNLIMITED, FILEGROWTH = 10%), 
( NAME = N'Scratch_idx4', FILENAME = N'N:\MSSQL\TEST\Index\Scratch_idx4.ndf' , SIZE = 92864KB , MAXSIZE = UNLIMITED, FILEGROWTH = 10%), 
 FILEGROUP [PM_G0] 
( NAME = N'PM_data0', FILENAME = N'N:\MSSQL\PDB1\Data\PM_data0.ndf' , SIZE = 768000KB , MAXSIZE = UNLIMITED, FILEGROWTH = 10%)
 LOG ON 
( NAME = N'Scratch_log1', FILENAME = N'N:\MSSQL\TEST\Log\Scratch_log1.ldf' , SIZE = 833024KB , MAXSIZE = UNLIMITED, FILEGROWTH = 10%) 
GO

ALTER DATABASE [Scratch] SET COMPATIBILITY_LEVEL = 100
GO


Here is the code to create the table and to add a clustered index.  In both cases I'm specifying filegroup PM_G0 but when I check its on filegroup DATA.

CREATE TABLE Scratch.dbo.STUPID_TEST (dummycol int) ON [PM_G0];
CREATE CLUSTERED INDEX ix_test ON stupid_test(dummycol) ON PM_G0; 
-- Tried the filegroup name with/without brackets just in case


I'm checking the location of the first heap, then clustered index by using this query:

SELECT o.name objectname, fg.name filegroupname, sdf.name as datafile,i.name indexname, partition_id, partition_number, [rows]
FROM sys.partitions p
INNER JOIN sys.objects o ON o.object_id=p.object_id
INNER JOIN sys.tables t ON o.object_id = t.object_id
INNER JOIN sys.indexes i ON i.object_id=p.object_id and p.index_id=i.index_id
INNER JOIN sys.filegroups fg ON fg.data_space_id = i.data_space_id
INNER JOIN sys.database_files sdf ON sdf.data_space_id=fg.data_space_id
WHERE o.name = 'STUPID_TEST'


Interesting test.  I changed the default filegroup to [index].  Confirmed that [index] was in fact the default index in sys.filegroups then dropped and re-created my clustered index and it still went to the [DATA] filegroup.  Code below

ALTER DATABASE Scratch MODIFY FILEGROUP [index] DEFAULT;
GO
DROP INDEX dbo.STUPID_TEST.IX_test;
CREATE CLUSTERED INDEX ix_test ON stupid_test(dummycol) ON [PM_G0];
GO
First thanks to everyone who tried to help me with this here and on twitter.  We did however finally find the answer.  It turns out that someone created a database trigger on model.  The trigger parses every create index/table command and changes it to a DATA filegroup if it's a heap or clustered index and an INDEX filegroup for everything else.  We were then able to track the trigger back to a policy.