Jacko....
It can include up to and including knowing everything about you and your activities to just shy of actually knowing what you are thinking. That is about the only communication that cannot be intercepted. Given the resources and funding....very little can be missed. That is speaking for a small sized target...such as an individual or very small geograhpic area.
Just how secure do you think your computer is....or that telephone setting on your table....or lasers picking up your conversation from vibs off the window pane.