I actually haven't measure performance. Surely there is overhead managing 
individual connection close attempts. Spring manual recommends to avoid 
dataSourceProxy<http://static.springsource.org/spring/docs/3.0.x/reference/transaction.html#tx-resource-synchronization-tadsp>.
 
All needed to be done was calling release instead of close on connection, 
now transactions work without proxy. I use poolable data source so I thought 
they will be just returned to pool on close and obtained back on next 
getConnection() call within transaction.

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