The question on everyone's mind is how the hell did OP get this address he submitted to the exchange? His reply that it's the same company could suggest that he copy-pasted the address from his bitmymoney account, a transaction was made from his account to the same address, but the coins somehow got lost somewhere. I don't even know if this is technically possible.
@pogona
Can you explain in detail everything you did from the moment you started playing around with Electrum and bitmymoney? Every detail could be important. Mention everything.