1. Login to https://exchange.blockchain.com
2. Click on your user name (top right of the screen)
3. Click on History
4. Click on Download
5. You will receive an email with a link to the CSV
The new exchange platform from blockchain.com is totally separated from the blockchain.com wallet so you would need to choose a different exchange name.
Please import your exchange.blockchain.com CSV on the Custom Exchange Import page with the following settings
You can save those settings for later use as well.