[Exim] RBL misses listed spam

Hi,

I'm running Exim 4.20 and have configured exim to block RBL listed hosts.
It does catch a fair amount of spam, however it also lets a portion through.
Further investigation shows that the spam that gets through is listed on the
RBLs I use.
My config is;
deny message = Sender's Domain listed at $dnslist_domain
!hosts = /etc/exim4/host_whitelist
dnslists = list.dsbl.org : relays.osirusoft.com : \
    bl.spamcop.net : dialups.visi.com

I also have the following set;
dns_retrans = 2s
dns_retry = 5

Any Ideas?

--
Paddy