It's very common. (Score 1)

My employer uses a proxy solution to perform content filtering. It's used to help human resources police personnel (URL filtering) and it's also used for malware inspection and download prevention. User IDs, password, etc. is not captured. This is all agreed upon by each employee as a part of the Internet usage policy they agree to when becoming employed. Each employee is reminded annually of the Internet use requirements. There is a clear understanding that all communications on our network are monitored and there should be no expectation of privacy when using corporate systems or networks. There are some sites (banking, insurance, HR related functions) that are not inspected as a part of the proxy solution. This is in order to allow the user to see the "green bar" when accessing some of their personal data.