[Exim] Dissapearing exim_rejectlog

I have an exim_rejectlog in my /var/log. When exicyclog recycles the
logs it does so apparently by mv'ing exim_rejectlog to
exim_rejectlog.01. After it does that it can't seem to recreate the
orginal log. Inside exim_paniclog I get this:
2002-09-19 10:01:15 Cannot open reject log file
"/var/log/exim_rejectlog": Permission denied: euid=41 egid=41

When in fact user exim(euid 41) has create permissions inside of this
directory. I can su - exim, and cd /var/log, and touch
/var/log/exim_rejectlog. After that exim works perfect until its time
to recycle the logs again. So its pretty much every morning I come in
here and my rejectlog is missing and I recreate it with exim's uid/gid

Anyway I can make this stop?
And this is only a problem with the rejectlog. mainlog and paniclog are
fine.