Excellent, well spotted ramirojoaquin.
Actually I'm struggling to get nginx to set headers and expires correctly.
I've got nginx installed (as a proxy only) and created a separate wordpress.conf file (using your code above) which I've included into my [vhostname].conf file.
No matter what I do headers and expires remain the same.
Any suggestions how to resolve this would be appreciated.
Thanks,
Nic
p.s. I could not find a tab inside w3 total cache with any nginx rules - do you know if these were removed in the latest upgrade ?