Nginx setting expires header with proxy

Example:

upstream example{
server xx.xx.xx.xx;
server yy.yy.yy.yy;
}

server {
listen 80;
server_name example.ru *.example.ru;

location / {
proxy_pass http://example;
proxy_redirect off;
proxy_connect_timeout 2s;
proxy_set_header Host $host;
proxy_set_header X-Real-IP $remote_addr;
proxy_set_header X-Forwarded-For $proxy_add_x_forwarded_for;
proxy_next_upstream error timeout http_502 http_503 http_504;

location ~* ^.+\.(rss|atom|jpg|jpeg|gif|png|ico|rtf|js|css)$ {
expires max;
proxy_pass http://example;
}
}

}