It has previously been demonstrated that His-tagged proteins bind endotoxin.  This is most likely due to the binding of the negative phosphate groups in Lipid A to the positively charged histidine residues.  A recent report from Germany takes advantage of this interaction as a means to sequester and reduce the amount of endotoxin in recombinant samples:

Endotoxin Depletion of Recombinant Protein Preparations Through Their Preferential Binding to Histidine Tags

This work demonstrates the need for increased detection methods when working with His-tagged proteins.  The EndoPrep system can remove this masking effect and allow accurate determination of endotoxin contamination.