For outgoing payments on foreign currency vendors SAP calculates the foreign exchange difference to the local currency correctly but does not post any amount in System Currency. Local and System currency are the same currency. Therefore our local and system currency balances do not agree for our foreign exchange GL code.
i tested the scenario you described ,and i do get amounts in the system currency.
which version are you using? and which patch level? (you can find it in the Help>About)
if this is consistant, then its probalby some kind of bug.
i fix it you can use the Conversion differences utility located on the Financials. this will match the system currency to the local.