Messages directly go into Deadletter queue without processing

I have encountered a strange error where messages directly get into dead letter queue without even processing. The QueueClient.Send() method directly inserts queue messages into dead letter queue.  Is this glitch?

However, I am inserting messages into  queue in a parallel.Foreach loop.

 Parallel.ForEach(msgs,

                    message =>
                    {
                        var jmsg = new BrokeredMessage(JsonConvert.SerializeObject(message), new DataContractSerializer(typeof(string)));                   
                        queue.Send(jmsg);
                    });