Ahhh!! sorry please ignore this post, I found the problem. It was coming from the Aux In. It might be a cable issue as I want to plug an MP3 player into the keyboard, so I've ordered another cable (more expensive) in quality to see if this resolves it.
Check your gain on the aux in parameter of the Yamaha... it may be too high.
Don't know about S975, but as I know it, S950 has no control at all over AUX-IN. And AUX-IN doesn't work well on my S950, I have some noises, while the same cable works noiselessly with Juno DS.
But cables indeed can provide a lot of noise especially when an equipment on the other end is turned off.