That part is not implemented in the CDC of Leonardo. But the information is theoretically available in the variable:
_usbLineInfo.lineState
RTS in bit 1 (value 2). I haven't found any information how the CTS line, maybe it's the BREAK signal which is in the same message type as the DCD and DSR. But on Arduino both signals are not used and therefore you wold have to implement the whole "upward" direction yourself anyway.