Microsoft has introduced new option in the reporting for Office 365.
The first one is you can now automate mail protection report to be automatically sent to your inbox (http://aka.ms/o365scheduledreports).
The mail protection report was (still is) a small piece to be downloaded on your client (with Excel installed) to let you monitor the spam and malware rate received or DLP policies.
Now you can automatically schedule report generation and send it your inbox.
The second one is an update for PowerShell and the Get-MailTrafficReport which will help you understand the message traffic in your organization https://technet.microsoft.com/en-us/library/jj200682(v=exchg.150).aspx