DebugDiag This exception originated from MyModule!_CxxThrowException. has caused an unknown exception (0xe06d7363)

A COM component I developed using C++ years ago  (let's call it MyModule) is causing the following error to be logged by DebugDiag when called from an ASP script on Windows 8 and 2012:

In w3wp__32bit__PID__7828__Date__07_22_2016__Time_01_54_57PM__790__First chance exception 0XE06D7363.dmp the assembly instruction atKERNELBASE!RaiseException+48 in C:\Windows\System32\KERNELBASE.dll fromMicrosoft Corporation
This exception originated from MyModule!_CxxThrowException.has caused an unknown exception (0xe06d7363) on thread18

This happens not every time I run it, but often.

I built a debug version of it with all the symbols included, and the calling stack pointed to this line of code:

throw new CMyExceptionObject();

Surely enough my code catches exceptions with

try{...} catch( CMyExceptionObject * e ){ .... }

So why an error in the DebugDiag log? And why is the error not always generated? The script is working fine, and the component is performing its duties beautifully.

Thanks in advance.

-- DC Dweller