iOS 9.2.1 is now rolling out. The update notification reads, “This update contains security updates and bug fixes including a fix for an issue that could prevent the completion of app installation when using an MDM server.” This has to do with corporate device security. But the update also includes minor bug fixes. Basically, it is a minor update.
This update is available for iPhone 4S or later, iPad 2 or later, iPad Mini or later, iPad Pro, and iPod Touch 5th Gen or later. If you have one of those and have yet to receive the notification, you can manually trigger it by going to Settings > General > Software Update. The update file should weigh in at around 40 MB.