BTC-e above Bitfinex 
Where did you get that info from? BitcoinWisdom is showing Bitfinex at $2020 with BTC-E at $2000.
Considering that Bitfinex has problems with deposits and withdrawals of fiat while BTC-E just has problems with deposits of fiat, I would expect the price on BTC-E to remain consistently lower than the price on Bitfinex.
I am surprised that they're that close though.