Linked server - transaction interface not supported

Have following script:

Code:

---

declare @JobNumber1 char(12)
set @JobNumber1 = '    3505040'

CREATE TABLE        #JDE_EqmTable
                (  jde_cost_code nvarchar(15) unique,
                  jde_sum_hrs decimal(10,2),
          jde_uom char(2)
                                      )

Insert into #JDE_EqmTable(jde_cost_code, jde_sum_hrs, jde_uom)
Exec ('Call QGPL.get_eqmqty(?)', @JobNumber1) AT AS400SRV_MSOLEDB

drop table #JDE_EqmTable

---

Getting error:
The requested operation could not be performed because OLE DB provider "DB2OLEDB" for linked server "AS400SRV_MSOLEDB" does not support the required transaction interface.

Connection string:
Provider=DB2OLEDB;User ID=VGWPRJA;Password=AMMT7584;Initial Catalog=VGSYS400;Network Transport Library=TCP;Host CCSID=37;PC Code Page=1252;Network Address=VGSYS400;Network Port=446;Package Collection=QGPL;Process Binary as Character=True;Connect Timeout=15;Units of Work=RUW;DBMS Platform=DB2/AS400;Defer Prepare=False;Rowset Cache Size=0;Max Pool Size=100;Persist Security Info=True;Connection Pooling=True;Derive Parameters=False;

The problem seems to be with the "Insert into....". If I comment out the "Insert into..." line query works fine. Any idea why the insert is not supported?

Do you have MSDTC enabled?. You may try BEGIN DISTRIBUTED TRANSACTION and COMMIT to wrap INSERT statement.

MSDTC is enabled.

declare @JobNumber1 char(12)
set @JobNumber1 = ' 3505040'

CREATE TABLE #JDE_EqmTable
( jde_cost_code nvarchar(15) unique,
jde_sum_hrs decimal(10,2),
jde_uom char(2)
)
BEGIN DISTRIBUTED TRANSACTION
Insert into #JDE_EqmTable(jde_cost_code, jde_sum_hrs, jde_uom)
Exec ('Call QGPL.get_eqmqty(?)', @JobNumber1) AT AS400SRV_MSOLEDB
COMMIT
drop table #JDE_EqmTable

Still getting same error.

Tried create linked server with Microsoft odbc provider?

It works with MSDASQL. I shall try.