iPhone 5c - MS Exchange subfolder issue

I just got an iPhone 5c for my business and I use MS Exchange email accounts. In my Exchange accounts, I have many subfolders and rules set up to filter new emails into their various appropriate subfolder (I get a lot of email avery day). The problem with the iPhone is that I am unable to see when new mail arrives in the subfolders. I don't know if there is a way to receive an alert when new mail arrives in the Exchange subfolder. As far as I can tell, this is not an option.

It would be great if Apple could update the Mail app to allow users to receive alerts when new mail arrives in the subfolders and allow that mail to be shown in the Unread folder in the Mailboxes section.

Perhaps I am missing something. I would appreciate if anyone could provide any info I am overlooking.

Thanks