Incorrect TimeZone usage in prompts - bug?

["Andreas Sigfridsson" <andsi988@xxxxxxxxxxxxxx>]

I like to have the time being displayed in my prompt, but on both my Linux
computers, they display the wrong time. I live in Sweden where whe have CET,
but zsh displays GMT. Being quite a novice on Unix/Linux I understand that
system time can be represented in the computer in two different ways. Either
the actual local time, or GMT with a timezone. I guess I use the latter one,
and I cannot change, because I run Windows on the same computer. Is it
possible that zsh just takes the clock and uses it regardless of the
timezone?

(All other programs show the time correctly)

/Andreas Sigfridsson