UTP stands for Unshielded Twisted Pair, STP for Shielded Twisted Pair, FTP for Foiled Twisted Pair and SFTP stands for Shielded and Foiled Twisted Pair. Shielding can be made from a metallic or polyester foil, or metallic braid, either around individual conductor pairs, all 4 pairs, or both.
Cat5e, Cat6 and Cat6a are available in unshielded and shielded formats, Cat7 is only available as a shielded cable.