Very common in these circles (banking), and in most places it is even forbidden to log in to your private accounts from a company network. The popular options (eg. gmail, social media) are obviously blocked. This makes sense on multiple levels, for example stops you just uploading internal documents to your private account...

Mitm is done via the proxy, which has its own SSL certificate, using company CA, so anything you send or receive is obviously captured and repackaged by the proxy. One more reason not to do anything related to your private life on company systems. TBH it is not that big a deal in this age of tablets and mobile phones and mobile subscriptions.

A bit more annoying is the blocking of Stackoverflow, for example (you can read stuff, but you can't post / ask), for this reason internal QA sites exist, with more or less success.

And by far the most annoying thing is that you cannot post to HN, well, at least it is not univserally blocked, otherwise you wouldn't be reading this post now... :)