[Exim] SA-Exim special reject code

I'm still somewhat new to how Exim works. Is there a way, using Exim and
Exim-SpamAssassin that I can say that certain domains don't get checked?
Some how one particular mailing list I'm on keeps comming up with SA
scores of 16+, but I'm SURE these are not spams because they come from a
CLOSED mailing list. I.e. non-members cannot post.

Thanks!

--- Dan