Creating minidump for access violation exception using SetUnhandledExceptionFilter()

I am using the following code to create a minidump file whenever there is a structured exception generated from my code:

void CreateMiniDump( EXCEPTION_POINTERS* pep ) 
{
  // Open the file 
typedef BOOL (*PDUMPFN)( 
  HANDLE hProcess, 
  DWORD ProcessId, 
  HANDLE hFile, 
  MINIDUMP_TYPE DumpType, 
  PMINIDUMP_EXCEPTION_INFORMATION ExceptionParam, 
  PMINIDUMP_USER_STREAM_INFORMATION UserStreamParam, 
  PMINIDUMP_CALLBACK_INFORMATION CallbackParam
);


    HANDLE hFile = CreateFile( _T("C:/temp/MiniDump.dmp"), GENERIC_READ | GENERIC_WRITE, 
    0, NULL, CREATE_ALWAYS, FILE_ATTRIBUTE_NORMAL, NULL ); 

    HMODULE h = ::LoadLibrary(L"DbgHelp.dll");
    PDUMPFN pFn = (PDUMPFN)GetProcAddress(h, "MiniDumpWriteDump");

  if( ( hFile != NULL ) && ( hFile != INVALID_HANDLE_VALUE ) ) 
  {
    // Create the minidump 

    MINIDUMP_EXCEPTION_INFORMATION mdei; 

    mdei.ThreadId           = GetCurrentThreadId(); 
    mdei.ExceptionPointers  = pep; 
    mdei.ClientPointers     = TRUE; 

    MINIDUMP_TYPE mdt       = MiniDumpNormal; 

    BOOL rv = (*pFn)( GetCurrentProcess(), GetCurrentProcessId(), 
      hFile, mdt, (pep != 0) ? &mdei : 0, 0, 0 ); 



    // Close the file 

    CloseHandle( hFile ); 

  }

}

LONG WINAPI MyUnhandledExceptionFilter(
 struct _EXCEPTION_POINTERS *ExceptionInfo
)
 {
     CreateMiniDump(ExceptionInfo);
     return EXCEPTION_EXECUTE_HANDLER;
 }

And I am doing SetUnhandledExceptionFilter(MyUnhandledExceptionFilter); from the main entry point of my app ( I am not setting it for each thread though). After this to test this code I did the following to generate an access violation: int* p = 0; *p = 0; The dump file did get generated. Then I used windbg and opened the dump file and used .ecxr command to get the exception record. However, no information is coming there (i.e. I am not getting the call stack). Also if I use !analyze -v command then it is a