On the Web Protection > FTP tab you can configure the FTP proxy. The File Transfer Protocol (FTP) is a widely used protocol for exchanging files over the Internet. Sophos UTM presents a proxy service acting as a go-between for all FTP traffic passing your network. The FTP proxy provides such useful features as virus scanning of FTP traffic or blocking of certain file types that are transferred via the FTP protocol.
The FTP proxy can work transparently, that is, all FTP clients within your network would establish a connection to the proxy instead of their ultimate destination. The proxy would then initiate a new network connection on behalf of the request, invisible to the client. The advantage of this mode is that no additional administration or client-side configuration is necessary.