There was a report given to Trump by US intelligence officials that does say Russia has "compromising personal and financial" information on Trump, that much apparently we know happened.
http://www.cnn.com/2017/01/10/politics/donald-trump-intelligence-report-russia/index.html
Buzzfeed is claiming that this incident is one of the incidents the Russians have on Trump, but they allegedly have something, and Trump was briefed on it.