Is it possible? Possibly:
* [Re: forward proxy ?](http://marc.info/?l=haproxy&m=127187961032622&w=2)
* [Using HAPROXY as an SSL gateway](http://byte-consult.be/2014/01/28/using-haproxy-as-an-ssl-gateway/)
However, it's easier to use e.g. [Apache as a forward proxy](http://snippets.aktagon.com/snippets/277-configuring-apache-to-be-a-forward-proxy).