Igor, unfortunately, your config doesn't work as expected. I'm using this config right now and it works for me:
[code]
location / {
index index.html index.htm index.php;

try_files $uri $uri/ @proxy_backend;
}

location ~ ^(.+\.php)(.*)$ {
try_files $uri @proxy_backend;

fastcgi_pass php;

fastcgi_index index.php;
fastcgi_param SCRIPT_FILENAME $document_root$fastcgi_script_name;
fastcgi_intercept_errors on;
fastcgi_buffers 100 32k;
fastcgi_read_timeout 600;

include fastcgi_params;
}
[/code]