Unsolicited Cold Calls

I received an unsolicited call from Mutual & Federal to sell me insurance. I then asked why was I phoned and who gave them permission to phone me. I was then told that the had been given my contact details by RTS Holdings (a company I cannot find any information about) and I was supposed to have received an SMS two weeks ago, giving me the option to Opt Out. I never received the SMS and the number for Andrew I was given is constantly busy. I believe that Mutual & Federal should stop doing business with shady companies like this, who make their money by using people's personal details against their will. Surely this is ******* with the new protection of personal information laws.