[Exim] creating monthly archives by user

For a small consulting firm, I need to create a mechanism to create monthly
archive files of all incoming mail for each of a series of local users.
These archives will not normally be read, but will be accessed in special
situations. The archive files need to be named for the near and month in
which the message is received (e.g. 2002-09).

From what I've read, I can think of doing it in a filter (personal or
systemwide) or in a directory. What would be the best mechanism to use?
The organization is using exim 3.35.