“Microsoft’s May 2017 Patch Tuesday, released yesterday, included fixes for three zero-days, which according to ESET and FireEye, were used by cyber-espionage groups operating out of Russia.”
The three zero-days are CVE-2017-0261, CVE-2017-0262, and CVE-2017-0263.
Source: 3 of 4 Zero-Days Microsoft Patched Yesterday Were Used by Russian Cyberspies