PIC10f3XX eating 20uA while in sleep mode at 3.7V

I'm using the XC8 compiler. The following code is running:

#define _XTAL_FREQ 31000
#include <xc.h>

#pragma config CP=OFF,BOREN=0x00, WDTE=OFF
#pragma config PWRTE=ON, FOSC=INTOSC, MCLRE=OFF
#pragma config LVP=OFF, BORV=0x00, WRT=OFF//, IESO = OFF,FCMEN = OFF//ON

void main() {
    OSCCONbits.IRCF = 0b000;
    while(!OSCCONbits.LFIOFR);

    SLEEP();
    while(1){NOP();NOP();NOP();NOP();NOP();NOP();}
}

My multimeter tells me around 20uA. Nothing is connected to the 
PIC10F3XX, it is supplied by a Li-ion 3.7V battery. I know supplying it 
with more than 1.8V is not optimal but still I don't expect it to 
consume more than 5uA in sleep mode.

What do you think? Changing the ports does not change much.