Last week we exempted a customer from CTR filing. The day before the exemption was filed, a transaction occurred that required a CTR. Do we still need to file the CTR? If so, will that revoke the exemption?

Filing one CTR will not revoke an exemption. What date did you make the exemption effective - you could have backdated it up to 30 days. If it happen before the effective date on the form, just file it.