Exchange server journaling, and having those items journal archived by Enterprise Vault is something that many organisations have implemented, both in Europe, the US and the rest of the world. A question which is sometimes asked though is whether items marked as private (or sensitive) are journaled.
If you think to the emails that you create in Outlook (for example) there are options available to mark an item as private or sensitive. Do they get journaled by Exchange?
The answer is: Yes.
Just because a user has deemed something as private when they sent a message to someone, doesn't stop Exchange producing a journal report which like all other journal reports will end up in the journal mailbox. Those will then be archived as normal.