Hi
Please confirm you are doing this in test mode?
In Settings on Test Mode tab, please tick Settle finished markets automatically, restart MFP and give it another try.
update: the above is to check if your statement works. The manual states not to use this and BF settlement together, so the only other problem could be that BF have not settled the markets in question, or, there is a fault in receiving this data from BF. I would suggest trying another market to test?