[exim] SpamAssassin running, but not modifying any headers!

Hi all,

I've just upgraded to Exim 4.52 and installed SpamAssassin, however when I send myself an e-mail I don't get any "X-Spam-..." headers added to the message. SpamAssassin is running correctly, as I get syslog messages telling me the message has been scanned and which bits it didn't like (so Exim is definitely passing it along to spamd) but then the original unmodified message ends up in my Inbox, so I can't use procmail to move messages around based on the X-Spam headers.

How do you set up Exim to add spam headers to the messages? An excerpt of my exim config follows, which I thought was all that was needed.

Thanks,
Adam.

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# put headers in all messages (no matter if spam or not)
warn  message = X-Spam-Score: $spam_score ($spam_bar)
      spam = nobody:true
warn  message = X-Spam-Report: $spam_report
      spam = nobody:true

# add second subject line with *SPAM* marker when message is over threshold
warn  message = Subject: SPAM $h_Subject:
      spam = nobody

# reject spam at high scores (> 12)
#deny   message = This message scored $spam_score spam points.
#       spam = nobody:true
#       condition = ${if >{$spam_score_int}{120}{1}{0}}