Non persistent XSS could be injected in the redirection page (/my/redirect.php) via the parameter return_to. The same parameter allow an open redirection.
Impact
An attacker could use this vulnerability to force a victim to execute uncontrolled code or to redirect a victim to a untrusted website.
CVSS2 score : 5 (AV:N/AC:L/Au:N/C:N/I:P/A:N)
Exploit
XSS: <tuleap_url>/my/redirect.php?return_to=javascript:alert(1)
Open redirect: <tuleap_url>/my/redirect.php?return_to=http://evil.tld
References
http://cwe.mitre.org/data/definitions/79.html
https://cwe.mitre.org/data/definitions/601.htm