iptables-save fails to write to file

I can run iptables-save and dump output to stdout but if I redirect to a file - the file is empty:

    [root@nhd-vlx2 tmp]# iptables-save      # Generated by iptables-save v1.4.7 on Sun Dec 18 15:11:42 2011    *filter    :INPUT ACCEPT [0:0]    :FORWARD ACCEPT [0:0]    :OUTPUT ACCEPT [90971:17757587]    -A INPUT -m state --state RELATED,ESTABLISHED -j ACCEPT     -A INPUT -p icmp -j ACCEPT     -A INPUT -i lo -j ACCEPT     -A INPUT -p tcp -m state --state NEW -m tcp --dport 22 -j ACCEPT     -A INPUT -p tcp -m state --state NEW -m tcp --dport 9090:9999 -j ACCEPT     -A INPUT -j REJECT --reject-with icmp-host-prohibited     -A FORWARD -j REJECT --reject-with icmp-host-prohibited     COMMIT    # Completed on Sun Dec 18 15:11:42 2011    [root@nhd-vlx2 tmp]# iptables-save  > save    [root@nhd-vlx2 tmp]# cat save    [root@nhd-vlx2 tmp]#     [root@nhd-vlx2 tmp]# 

Piping works (iptables-save | cat), and so saving to file through tee works too, but why would iptables-save not allows saving to a file?

The only reason I can think is that this machine may be infected by a virus (an attempt to weaken a firewall)