Dear Jacques,
I got the solution for you 
.
Please follow the below procedure.
1). Create the WSID file for the ManageExchangeRateIn in PDI.
2). Create the communication scenario for the same in PDI.
->In the CSD, Go the service tab and select the standard ManageExchangeRateIn service under the SAP Inbound Services section.
->Then select the Custom Outbound Service which you have created.
3). Create the communication arrangement for the scenario.
Give the inbound ID & Password and save it. For Outbound service also give the same id and password.
4). Check the connection. It should work.
Please let me know if this works for you or not
Regards,
Sabari Nathan