In the policy trace on the ProxySG, you might see requests originating from 127.0.0.1 (the proxy itself) for certain features such as the following:
Cache refresh - The ProxySG will proactively refresh content of frequently accessed objects in the cache. If the refresh bandwidth configuration remains at the recommended default, 'Let the SG appliance manage refresh bandwidth (recommended)' in the Management Console or 'SGOS#(config caching) refresh automatic' in the CLI, the appliance will use whatever bandwidth is available in its efforts to maintain 99.9% estimated freshness of the next access.
Pipelining - Pipelining is a feature in which embedded objects in a container page are requested in parallel. When a user requests an html page, for example www.aol.com, as the appliance returns the content it simultaneously requests the embedded object from the server side so that by the time the client browser requests the objects in the page, they are already in cache.
Health checks - The ProxySG performs health checks on certain configured services. For example, the ProxySG does a periodic health check to the configured DNS servers to determine if they are healthy to resolve names.
To configure cache refresh options on the ProxySG Management Console, navigate to Configuration > Proxy Settings > HTTP Proxy > Freshness
To configure pipelining on the ProxySG Management Console, navigate to Configuration > Proxy Settings > HTTP Proxy > Acceleration Profile