Cache static

[terko]

Hello!
I am trying to implement CloudFront CDN with Custom Origin (CloudFront pulls the data from my web server). But when I test the page, I see this:
http://www.webpagetest.org/result/101122...on/cached/
I use Drupal and I put on the CDN the ImageCache files, generated from Drupal. I use Nginx instead of Apache, and php-fpm.
I've configured Nginx to set correct headers, but somehow this is not reflected by the CloudFront.
I use this directive to serve the images from Nginx:

# serve static files directly
location ~* ^.+\.(jpg|jpeg|gif|css|png|js|ico|html|xml|swf|flv)$ {
access_log off;
expires max;
add_header Cache-Control max-age=315360000;
}

But maybe this is not enough? From the graphic I see, that CloudFront don't get my Expire headers. Any advice is welcome! Thanks in advance!