It has been announced some time ago, and now the roll out seems in a good progress.
Yammer is finally now using your Office 365 tenant authentication scheme – be careful this will not work if you already have a federation with Yammer.
This means when a user try to sign in to Yammer using one of your domain, he will be redirected to your Office 365 sign page. The good thing here is if you are using federation with Office 365, it will use your federation with Office 365 and redirect to your ADFS sign in page.
However, in the context of ADFS use, it seems the user name field is not automatically prefilled with the email address used when trying to logon to Yammer