To open an exchange escrow, you have to pay the exchange an escrow fee. This compensates the exchange because the exchange is locking up coins from its wallet for you. The escrow fee is proportional to the number of coins in the exchange escrow, and the expiry time of the exchange escrow.
Your escrow fee will be deducted from the coins that you have deposited in your user escrow.
The escrow fee is pro-rated. So, if you close your exchange escrow early, before it expires, you will receive a rebate of a portion of your escrow fee.
Read more about escrow fee pricing.