According to their documentation,
NOTE:The font markups for bold, italic, underlining, subscript and superscript (
<B>
,<I>
,<U>
,<SUB>;
and<SUP>
) are only available in versions after 14 October 2011, and are currently only available via the cairo and svg renderers. In addition, the horizontal and vertical rules (<HR>
and<VR>
) are only available in versions later than 8 July 2011.
Are you sure you are using either of those versions?