It depends on if that data is going into the SIEM. We use Websense gateway and those are logging to the SIEM. I have some views that show Source user, destination IP and the URL. If it is being logged, you can create a view for it. What are you using for your filtering/ proxying?
All depends on what monitors your out going traffic. If you are running Site Advisor or even Web Gateway, then NITRO can pull from their after linking into the gateway or ePO.