Hello Jaime
For the automatic postings with exchange rate differences, you can only assign profit center by setting up the default profit center for Miscellaneous ledger.
Alternatively, you can consolidate the difference amount on a G/L account and try creating the manual JEV to transfer it to cost center. I know this doesn't fulfill your requirement completely, as you still will not see indiviual line item with cost center in the cost center line items report.
Thanks
Parveen Kumar