Yesterday, Microsoft Office Division made an announcement that starting later this year, Office 365 customers will be able to use Azure ExpressRoute to establish a private, managed connection to Office 365. This is something Microsoft customers have been asking for since ExpressRoute launched last year. Currently, ExpressRoute provides customers with dedicated network connectivity through a private connection from their network to Microsoft Azure, and Microsoft has decided to take this to the next level by extending the same option for connectivity to Office 365.
For the full announcement, please check http://blogs.office.com/2015/03/17/announcing-azure-expressroute-connectivity-to-office-365/