[exim] Always getting "remote host address is the local host…

Hi,
I'm sorry if my question is basic. I googled a lot before sending this.
I try to send mails with PHP mail on a Debian server, with Exim4 /
smarthost.
I execute mail in command line and get that (I replace domain name by
mydomain.com):

    mail -v -s "test cmdline" "mydirection@???"
    test cmdline
    Cc:
    LOG: MAIN
      <= root@??? U=root P=local S=359
    local01:/# delivering 1N2dl4-0007Qp-0n
    R: smarthost for mydirection@???
    LOG: MAIN
      remote host address is the local host: yahoo.fr
    LOG: MAIN
      == mydirection@??? R=smarthost defer (-1): remote host
    address is the local host
    LOG: MAIN
      <= <> R=1N2dl4-0007Qp-0n U=Debian-exim P=local S=595
    LOG: MAIN
      Frozen
    delivering 1N2dl4-0007Qr-4G
    R: system_aliases for postmaster@???
    R: system_aliases for root@???
    R: system_aliases for administrator@???
    R: userforward for administrator@???
    R: procmail for administrator@???
    R: maildrop for administrator@???
    R: lowuid_aliases for administrator@??? (UID 1000)
    R: local_user for administrator@???
    T: appendfile for administrator@???
    LOG: MAIN
      => administrator <postmaster@???> R=local_user T=mail_spool
    LOG: MAIN
      Completed

So the question is: why does it consider "yahoo.fr" to be local host ??
Thanks !
Matthieu