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Thanks for this suggestion - it would be useful to get a bit more information about your requirement so we can better understand the change you are looking for in the product.
The IBM MQ support for token authentication is by design ‘agnostic’ about the source of those tokens, and it is the responsibility of the client application to retrieve an appropriately formed JWT provided at MQ ‘connect’ time. Sample exit code is provided which can retrieve a token (access token) from an OIDC compliant endpoint using a very basic ‘password’ authentication, but this is definitely not the only option (or recommended in production use as username/password is generally considered deprecated). OAUTH private_key_jwt is one perfectly valid alternative which can already be implemented by client application code to retrieve the access token from the authorisation server before connecting to MQ.
*Potential* enhancements to the IBM MQ product in this area would be for the MQ Client libraries to implement more of the OAUTH/OIDC specifications and provide built in facilities for certain methods of retrieving the access token from the server. Alternatively, additional samples and/or exit code could be provided showing these approaches. It would be good to understand the specific environments (e.g. application runtime - C? JMS? .Net) in which you would like to see support for the private_key_jwt approach and what form this would take to be most useful to your (existing or future) applications.