Exchanges are considered a Crypto Capital account.

You have to initiate a transfer through the Exchange letting them know that it is to Crypto Capital.
They will then provide you with funding instructions, which you can then add to your beneficiary list.

Please note that if they give you funding instructions for a third party bank you will receive a 9 digit reference number that begins with 912- use that number as the account number.
When adding them as a new beneficiary, please be sure to check off the "This is a Crypto Capital Account" check mark option at the top.