I found a solution to the problem last described in this article.
To sum the problem I was experiencing up: My anti-spam system (namely Spamassassin) did not detect spam mails anymore.
Now here is the reason it did not: After some more investigation of the problem I noticed that spam emails were received via a local connection (forwarded from fetchmail). However, one of my Exim ACLs says not to scan emails from localhost for spam.
So, the solution might be a hack, but it worked out perfectly. Starting fetchmail with the -S <servername> argument causes it to send emails to the given SMTP server rather than localhost. Using the real hostname of my server caused the "do not scan local mails" not to kick in and all mails received via fetchmail to be scanned again.