Chapter 1 What’s New for FortiOS 5.2.1 : WAN Optimization, Web Cache, and Explicit Proxy : Preventing the explicit web proxy from changing source addresses
  
Preventing the explicit web proxy from changing source addresses
By default in NAT/Route mode the explicit web proxy changes the source address of packets leaving the FortiGate to the IP address of the FortiGate interface that the packets are exiting from. In Transparent mode the source address is changed to the management IP.
This configuration hides the IP addresses of clients and allows packets to return to the FortiGate unit interface without having to route packets from clients. You can use the following command to configure the explicit web proxy to keep the original client’s source IP address:
config firewall explicit-proxy-policy
edit 0
set proxy web
set transparent enable
end