SMTP loop issue with HAProxy and Exim

I have set up a HAProxy server which is proxying all emails to my email server. That was done for security purposes.

External IPs:

Proxy server (HAProxy 1.3.26): 192.168.0.1
Mail server (Exim 4.63): 192.168.0.2
Both servers are CentOS 5.8.

Here is a part of my HAProxy config:

defaults
    mode        tcp
    log         global
    option      dontlognull
    option      httpclose
    option      tcplog
    option      forwardfor
    option      redispatch
listen smtp 192.168.0.1:25
    server mail0 192.168.0.2:25 maxconn 5000
listen imap 192.168.0.1:143
    server mail0 192.168.0.2:143 maxconn 5000

Here is the problem:

2012-09-13 22:47:04 1TCERM-0000aP-1A => admin@example.com R=dnslookup T=remote_smtp H=example.com [192.168.0.1] X=TLSv1:AES256-SHA:256 DN="/C=XX/ST=XX/L=XX/O=XX/OU=XX/CN=example.com/emailAddress=webmaster@example.com" C="250 OK id=1TCERM-0000aS-IJ"
2012-09-13 22:47:04 1TCERM-0000aP-1A Completed
2012-09-13 22:47:04 1TCERM-0000aS-IJ ** admin@example.com: Too many "Received" headers - suspected mail loop
2012-09-13 22:47:04 1TCERM-0000aU-KD <= <> R=1TCERM-0000aS-IJ U=exim P=local S=9409 from <> for test@example.net
2012-09-13 22:47:04 1TCERM-0000aS-IJ Completed

There are number of such entries in the Exim logs. You see that I am sending from test@example.net to admin@example.com
The email is received by the HAProxy server and proxied to the mail server. The problem is the email is gettied looped afterwards. And I can't understand where the problem is.

MX record of my domain example.com is pointed to 192.168.0.1. Mailboxes were created on the 192.168.0.2 server.

Here is a part of the bounced email header (those sections are repeated many times):

Received: from example.com ([192.168.0.1] helo=example.com) by
dc.example.com with esmtps (TLSv1:AES256-SHA:256) (Exim 4.63)
(envelope-from ) id 1TCDdv-0007PI-Jf for
root@dc.example.comt; Thu, 13 Sep 2012 21:55:59 +0400 Received: from
example.com ([192.168.0.1]) by dc.example.com with smtp (Exim 4.63)
(envelope-from ) or root@dc.example.comt; Thu, 13
Sep 2012 21:55:59 +0400 test1

I would be very grateful if someone helps me on this issue. Let me know if you need some details, logs, etc.