So a few pages back someone was complaining about how h2o holds the coins before exchanging them... Although I agree that h2o does a decent job when it comes to exchanging, I too see a problem with this, with an example.
I check my balance/unexchanged/immature every hour or so. I checked it and my balance was .0030 (after payout of course), my unexchanged was .03195, and my immature was .01233. Now I check it, and my balance is still .0030, my unexchanged has gone down to .0254 and my immature has gone down to .0054. I understand with the immature coins you can't exchange them, but since my mature unexchanged coins didn't get auto-traded, I lost .006 btc. I understand this isn't much, but if it effects me, then I'm sure it's effected others that had a higher unexchanged balance.
I saw the same behavior. I think it may have something to do with timing of exchanging coins and updating of middlecoin JSON. See spikes in my graph below, which suggest that nothing is "lost", since graph resumes approximately where it left off after downward spike. My graphs are different from coinGeek's because I plot summation of Immature (purple shading), Unexchanged (yellow shading) and Exchanged (green shading). So on my graph, there should always be an upwards slope. The spike and then recovery could impy that Unexchanged coins were sent to be exchanged, but JSON was written before Exchanged balance was updated. It may also have something to do with the Immature coin balance temporarily dropping to zero, though I'm not sure why. Regardless, the balances appear correct in is following JSON updates.
Bottom line: I don't believe you "lost" any unexchanged coins.
http://i.imgur.com/7ZA93x0.png