As you may know, Yammer became the enterprise social network from Microsoft on Office 365 few years ago.

While there has been not much evolution on Yammer over the past few years, there is one big news: you can now apply retention policies on Yammer messages, in preview.

To apply a retention policy on Yammer, connect to your Compliance portal (https://compliance.microsoft.com/) to access the Information Governance blade and then the Retention Policies tab

There create a new retention policy to include Yammer community messages and/or Yammer user messages (both currently in preview).

If you already have retention policies, you can not edit them to add the Yammer location.