You should read up on Suspicious Activity Report requirements.
You probably need to know at minimum name, address, and DOB for every account holder. If people can generate anonymous accounts and transfer thousands of dollars between them, your AML plan portion of your MSB application probably isn't going to be approved.
I am rooting for you, but I don't see how you will be able to get a MSB license in the US.
Thank you for your guidance.
Actually we have a team (lawyer, consultant etc.) that is working on this so i guess they will look into it as deep as it needs to go. I am no expert in this so i am just pointing out the steps we are taking or will take in the future by regularly updating the thread with our moves.
What you mention above is definitely going to be the case within the exchange. I actually pointed our team to Mt.Gox and the AML regulations they follow. They are also looking at other similar services and taking advice from much more experienced lawyers in this area.