Heise Security discovered that HTTPS URLs sent over the instant messaging service were later used by an IP address belonging to Microsoft HQ in Redmond. The security firm simulated a message exchange and monitored its web servers’ logs to trace back who was attempting to access the URLs. When contacted by the security, Skype referred them to passage from its data protection policy:
“Skype may use automated scanning within Instant Messages and SMS to (a) identify suspected spam and/or (b) identify URLs that have been previously flagged as spam, fraud, or phishing links.”
Read more here – http://www.h-online.com/security/news/item/Skype-with-care-Microsoft-is-reading-everything-you-write-1862870.html