In the begining of the phone call what question should I ask (in formal conversation) to acknowledge that I have reached an appropriate company's department?
"Have I called to Export Department?" - is ok.?
"Am I talking to Export Department?"
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I would say "Is that the Export Department?" Note the difference here - I use "that" whereas MikeNewYork used "this".
Remember - if you don't use correct capitalisation, punctuation and spacing, anything you write will be incorrect.