Fyrd/caniuse — pull request #512 by mkurz (2014-04-13 19:58:18+00:00)
Title: Added 'Known Issue' to contentsecuritypolicy for Internet Explorer

Internet Explorer 10 & 11 only supports the 'sandbox' directive.

https://en.wikipedia.org/wiki/Content_Security_Policy
"... Support for the sandbox directive is also available in Internet Explorer 10 and Internet Explorer 11 using the experimental X-Content-Security-Policy header. ..."

http://www.nokia.net.co/sec_rookie/?p=73
"... And yes, the very same MSDN article had the magic answer, IE10 supports “X-Content-Security-Policy: sandbox” directive, but not the other ones mentioned in the standard! ..."

https://www.isecpartners.com/media/106598/csp_best_practices.pdf
See "2.4 BROWSER SUPPORT" on page 6

Plus:
I testet it myself in IE 10 & IE11 and yes it's true - only the sandbox directive is supported!