Hello,
It is blocking in the Financial Services category, this is a bank site and this category is not blocked in group policy. The categories I have blocked are Adult and Pornography, gambling, games, nudity, open HTTP Proxies, Proxy avoidance and anonymizers, social networking, streaming media, violence, weapons and web based email.
I don't use global blocking rules, the users get group policies through their AD group.
The security center event log shows me that Event type is Content filtering blocked URL and the details show me that category URL is being blocked.