Expires header for cache

Server NGINX
1

I am trying to get the expires header to work on the cache module. I am
limiting what content can be accessed and then would like to cache that
content. It is working to only server the specified content but it is
not serving the expires header. The backend server is not set to send
and expires header and with the code below I get a an expiration not
specified result. Here is that portion of the conf file -

location ~* (.jpg|.png|.gif|.css|ThumbNail.ashx|heartbeat.htm)$ {

valid_referers
  none
  blocked
  mysite.com
  www.mysite.com
  1.mysite.com
  2.mysite.com
  3.mysite.com
  4.mysite.com;

if ($invalid_referer) {
  return 444;
}

  proxy_pass  http://mysite_com;
  proxy_cache_valid 200 301 302 1480m;
                    expires  5d;
  proxy_cache dci;
  proxy_cache_use_stale   error timeout invalid_header updating;

}

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