mysql> select version();
+-----------+
| version() |
+-----------+
| 5.1.73    |
+-----------+
1 row in set (0.00 sec)

mysql> EXPLAIN SELECT * FROM mytable JOIN table1 on (table1.id,table1.aid) = (mytable.id, mytable.exchange_id);
+----+-------------+---------+--------+------------------------+---------+---------+--------------------------------+------+-------+
| id | select_type | table   | type   | possible_keys          | key     | key_len | ref                            | rows | Extra |
+----+-------------+---------+--------+------------------------+---------+---------+--------------------------------+------+-------+
|  1 | SIMPLE      | table1  | ALL    | PRIMARY                | NULL    | NULL    | NULL                           |    6 |       |
|  1 | SIMPLE      | mytable | eq_ref | PRIMARY,exchange_id,id | PRIMARY | 8       | test.table1.id,test.table1.aid |    1 |       |
+----+-------------+---------+--------+------------------------+---------+---------+--------------------------------+------+-------+
2 rows in set (0.00 sec)