When payment in escrow is hedged, the exchange rate we use is not the last price, nor is it the 24hr moving average we use when you peg your prices to the dollar. Instead, it is the price of the best open order or orders for your transaction volume. When hedging, this is the best asking price, and when un-hedging, this is the best bidding price. So when hedging and then immediately un-hedging, your always going to lose this small percentage. For those who know, this is called the bid/ask spread.