Software Engineering Institute

Microsoft describes RDP as follows.

RDP is based on, and is an extension of, the T.120 protocol family standards. It is a multichannel-capable protocol that allows for separate virtual channels for carrying device communication and presentation data from the server, as well as encrypted client mouse and keyboard data.
Microsoft's implementation of RDP does not encrypt the checksums of the session data. Therefore, a determined attacker could apply cryptanalytic techniques to recover encrypted session traffic. Note that Microsoft has listed the following mitigating factors:

An attacker would need the ability to capture an RDP session in order to exploit this vulnerability. In most cases, this would require that the attacker have physical access to the network media.

Because encryption keys are negotiated on a per-session basis, a successful attack would allow an attacker to decrypt only a single session and not multiple sessions. Thus, the attacker would need to conduct a separate cryptanalytic attack against each session he or she wished to compromise.

A remote attacker could apply cryptanalytic techniques to recover encrypted session traffic.

Apply a patch.