As you may know, researchers recently discovered a serious IE Zero-Day vulnerability - which would enable an attacker to execute remote code on a compromised system. For more information you can check out the Microsoft Advisory here.
The good news for Trustwave Secure Web Gateway customers is that they are protected out-of-the-box. We have tested Trustwave Secure Web Gateway against the proof of concept code on Metasploit for this exploit and have proven its protection out-of-the-box with default policy. (Trustwave is part of the MS MAPP program, and as such receives proof of concept code to test).
On a related note: We recently had an opportunity to visit a Secure Web Gateway customer, a large bank in Europe. They installed Secure Web Gateway in one part of the organization and started observing a drop in malware detected. However, the company was consolidating its IT environment and had to turn off Secure Web Gateway for a short period of time (notice the large jump in malware detected in the graph below?) since it had to roll back a firewall change. When the bank turned Trustwave Secure Web Gateway back on, they noticed the drop in malware continued till it bottomed out! Great testament to the patented and unique capability of Trustwave Secure Web Gateway to detect and stop malware.