Microsoft remind us that Forefront Threat Management Gateway (TMG) Web Protection Services will end on 31 December 2015.
This article (http://bit.ly/1X0i2wT) confirms that there will be no further updates to this URL filtering/categorisation service beyond this date but that the gateway product itself, Forefront Threat Management Gateway 2010, will remain under extended support until 14 April 2020.
The article also has a link if you’re interested in how to move from TMG to newer solutions.