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Proxy caching is a commonly accepted methodology used to reduce Internet traffic, decrease back-end related user delays, and generally improve Web performance. Nevertheless, it seems to be inadequate when it comes to caching dynamic Web pages, due to their low degree of reusability and strong dependency on the back-end site infrastructure. In order to overcome these drawbacks we present DOMProxy (dynamic objects manager proxy), a new proxy architecture that enables front-end Web caching for dynamically generated Web pages. Instead of caching Web pages produced dynamically or their fragments, the proposed architecture provides methods for "caching" their generation process. This is achieved by caching both the applications and the back-end data content that are used to create dynamic Web pages. We discuss the new challenges and issues raised by this approach, with special emphasis on the caching and manipulation of different types of Web objects at a front-end caching point.