On my RHL server, When I exit my session, the first cmd continues to run fine, while the 2nd gets killed.

1) nohup sleep 3600 &
2) nohup my_job.ksh &

where my_job.ksh contains this code ...
sftp $user(at)host xxx <<!
get source dest

The log file show this entry
Killed by signal 15.

Any ideas?