Spring Boot Feign client proxy authentication

I have the following in my feign configuration class:

    @Bean
    public Client feignClient() {
        return new Client.Proxied(null, null,
                new Proxy(Proxy.Type.HTTP,
                        new InetSocketAddress(proxyHost, Integer.parseInt(proxyPort))),
                        proxyUsername, proxyPassword);
    }

But it doesn't authenticate. It does work with OkHttpClient though, so I believe the username and password are ok. Can you say what is missing?