Transcendental Brauer groups of products of CM elliptic curves

Let L be a number field and let E/L be an elliptic curve with complex multiplication by the ring of integers O_K of an imaginary quadratic field K. We use class field theory and results of Skorobogatov and Zarhin to compute the transcendental part of the Brauer group of the abelian surface ExE. The results for the odd order torsion also apply to the Brauer group of the K3 surface Kum(ExE). We describe explicitly the elliptic curves E/Q with complex multiplication by O_K such that the Brauer group of ExE contains a transcendental element of odd order. We show that such an element gives rise to a Brauer-Manin obstruction to weak approximation on Kum(ExE), while there is no obstruction coming from the algebraic part of the Brauer group.