[c#] in a "using" block is a SqlConnection closed on return or exception?

I wrote two using statements inside a try/catch block and I could see the exception was being caught the same way if it's placed within the inner using statement just as ShaneLS example.

     try
     {
       using (var con = new SqlConnection(@"Data Source=..."))
       {
         var cad = "INSERT INTO table VALUES (@r1,@r2,@r3)";

         using (var insertCommand = new SqlCommand(cad, con))
         {
           insertCommand.Parameters.AddWithValue("@r1", atxt);
           insertCommand.Parameters.AddWithValue("@r2", btxt);
           insertCommand.Parameters.AddWithValue("@r3", ctxt);
           con.Open();
           insertCommand.ExecuteNonQuery();
         }
       }
     }
     catch (Exception ex)
     {
       MessageBox.Show("Error: " + ex.Message, "UsingTest", MessageBoxButtons.OK, MessageBoxIcon.Error);
     }

No matter where's the try/catch placed, the exception will be caught without issues.