Yes. The connection between your computer and device is encrypted by default. The method used to encrypt the connection is slightly different depending on how your computer was setup:
Windows Remote Desktop (RDP) connections: The server dictates which encryption mechanism to use. Jump supports all RDP encryption mechanisms: 40/56/128 bit RDP encryption, TLS/SSL or FIPS encryption. Jump also supports NLA authentication for Windows Vista and later. Encryption can not be disabled for RDP connections.