It is working with the following syntax… therefore it is not a proxy issue.  
Have a nice day

EN secem… 

~# curl --proxy "http://proxyuser:******@psproxyurl.smth.tok.eu.int:8012" --ftp-pasv --proxytunnel 'ftp://ftpuser:ftppassword@ftp-2-cdn.fileservers.net:21'  -v
* About to connect() to proxy psproxyurl.smth.tok.eu.int port 8012 (#0)
*   Trying 123.45.678.10... connected
* Connected to psproxyurl.smth.tok.eu.int (123.45.678.10) port 8012 (#0)
* Establish HTTP proxy tunnel to ftp-2-cdn.fileservers.net:21
* Proxy auth using Basic with user 'proxyuser'
* Server auth using Basic with user 'ftpuser'
> CONNECT ftp-2-cdn.fileservers.net:21 HTTP/1.1
> Host: ftp-2-cdn.fileservers.net:21
> Proxy-Authorization: Basic giEbbHJ1ePrgABerHmkpms=
> User-Agent: curl/7.21.0 (i486-pc-linux-gnu) libcurl/7.21.0 OpenSSL/0.9.8o zlib/1.2.3.4 libidn/1.15 libssh2/1.2.6
> Proxy-Connection: Keep-Alive
>
< HTTP/1.1 200 Connection established
<
* Proxy replied OK to CONNECT request
< 220---------- Welcome to Pure-FTPd [privsep] [TLS] ----------
< 220-You are user number 1 of 700 allowed.
< 220-Local time is now 08:51. Server port: 21.
< 220-This is a private system - No anonymous login
< 220-IPv6 connections are also welcome on this server.
< 220 You will be disconnected after 15 minutes of inactivity.
> USER ftpuser
< 331 User ftpuser OK. Password required
> PASS ftppassword
< 230-User ftpuser has group access to:  ftpgroup
< 230-This server supports FXP transfers
< 230 OK. Current restricted directory is /
> PWD
< 257 "/" is your current location
* Entry path is '/'
> EPSV
* Connect data stream passively
< 229 Entering Extended Passive Mode (|||57352|)
*   Trying 123.45.678.10... connected
* Connecting to ftp-2-cdn.fileservers.net (123.45.678.10) port 8012
* Establish HTTP proxy tunnel to ftp-2-cdn.fileservers.net:57352
* Proxy auth using Basic with user 'proxyuser'
* Server auth using Basic with user 'ftpuser'
> CONNECT ftp-2-cdn.fileservers.net:57352 HTTP/1.1
> Host: ftp-2-cdn.fileservers.net:57352
> Proxy-Authorization: Basic giEbbHJ1ePrgABerHmkpms=
> User-Agent: curl/7.21.0 (i486-pc-linux-gnu) libcurl/7.21.0 OpenSSL/0.9.8o zlib/1.2.3.4 libidn/1.15 libssh2/1.2.6
> Proxy-Connection: Keep-Alive
>
< HTTP/1.1 200 Connection established
<
* Proxy replied OK to CONNECT request
> TYPE A
< 200 TYPE is now ASCII
> LIST
< 150 Accepted data connection
* Maxdownload = -1
drwxrwxr-x    3 2427     ftpgroup         22 Jul 12 09:31 For_EP
drwxrwxr-x    3 2427     ftpgroup         27 May 13 12:25 For_EUCouncil
drwxrwxr-x    5 2427     ftpgroup         61 Feb  2  2012 From_Commission
drwxrwxr-x    9 2427     ftpgroup        112 Sep  4 06:19 To_Commission
* Remembering we are in dir ""
< 226-Options: -l
< 226 4 matches total
* Connection #0 to host psproxyurl.smth.tok.eu.int left intact
> QUIT
< 221-Goodbye. You uploaded 0 and downloaded 0 kbytes.
< 221 Logout.
* Closing connection #0