Cannot get html source with php curl through proxy (only returning headers)

Question

I know that similar questions have been asked here before but after searching through the site, it seems that no solution has been found.

I'm using the below options to curl yahoo.com or any site (i've tried a few) through a proxy. The connection seems fine as it is returning headers. Th problem is that it is ONLY returning headers. What I want to be able to retrieve is the source html.

$ch = curl_init($url);
curl_setopt($ch, CURLOPT_URL, $url);
curl_setopt($ch, CURLOPT_HEADER, $header);
curl_setopt($ch, CURLOPT_RETURNTRANSFER, true);
curl_setopt($ch, CURLOPT_PROXY, $proxy);
curl_setopt($ch, CURLOPT_CONNECTTIMEOUT, $timeout);
curl_setopt($ch, CURLOPT_REFERER, $referer);
curl_setopt($ch, CURLOPT_USERAGENT, $agent);
curl_setopt($ch, CURLOPT_SSL_VERIFYPEER, false);
curl_setopt($ch, CURLOPT_SSL_VERIFYHOST, false);
curl_setopt($ch, CURLOPT_PROXYUSERPWD, "myusername:mypassword");

[EDIT 1] I am using curl_exec to get the data:

 $content=curl_exec($ch);
 echo $content;

[EDIT 2] user agent is as follows:

Mozilla/5.0 (Windows NT 6.1) AppleWebKit/537.1 (KHTML, like Gecko) Chrome/21.0.1180.89 Safari/537.1

[EDIT 3] This is what is returned when I call curl_getinfo:

Array ( [url] => http://www.yahoo.com/ 
        [content_type] => [http_code] => 0 
        [header_size] => 0
        [request_size] => 0        
        [filetime] => 0 
        [ssl_verify_result] => 0 
        [redirect_count] => 0 
        [total_time] => 0 
        [namelookup_time] => 0
        [connect_time] => 0 
        [pretransfer_time] => 0 
        [size_upload] => 0
        [size_download] => 0
        [speed_download] => 0 
        [speed_upload] => 0 
        [download_content_length] => -1 
        [upload_content_length] => -1 
        [starttransfer_time] => 0 
        [redirect_time] => 0 
        [certinfo] => Array ( ) 
          [primary_ip] => 
          [primary_port] => 0
          [local_ip] => 
          [local_port] => 0 
          [redirect_url] => ) 

Could it be my access settings/web blocker on the proxy maybe?

Any ideas? Thanks