[exim] Callout and Exchange?

Before i try to set something up here, does Exchange properly support
Callout?

A customer has an Exim in their DMZ, virus-scanning mail and passing it
on to their Exchange.

Problem is that it passes on all mails to accound which are unknown to
the Exchange, causing BADMAIL to fill up rapidly.

Wouldn't Callout stop this? But before I suggest it, does Exchange play
nice with Callout?


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