You're a commodity, any information about you is bought and sold legally, what is known about you will be surprising to most, and the conclusions and models based about what they do know, and what they can predict about you will surprise even more. Facebook and Google didn't get rich out of providing free services without any catches. Tesco doesn't give you loyalty cards out of loyalty. Starbucks doesn't give you free coffee for free.
I don't doubt the government, MI5/6, the police and others have far more information about you and me than I could expect. We're tracked in a hundred ways every day and if nobody's pulling together these strings in some huge Orwellian system already, then it won't be long. And if it's not, I would put it down to the incompetence usually shown by any contract involving the government and computers, especially when it comes to gluing different systems together. Yes, the Human Rights laws may prevent what's legally tracked about us, but I don't doubt laws are broken every day at this level. And if you've got a healthy skin tan and a beard, well, almost anything can be justified under the "what if..."