DRDA wrapper returns SQL0901N "Index column name not
found - search 1" while create nickname for DB2 for IBM i

Symptom

db2 => CREATE NICKNAME MYNICKNAME FOR <SERVER NAME>.<SCHEMA>.<REMOTE TABLE NAME>
DB21034E The command was processed as an SQL statement because it was not a
valid Command Line Processor command. During SQL processing it returned:
SQL0901N The SQL statement failed because of a non-severe system error.
Subsequent SQL statements can be processed. (Reason "Index column name not
found - search 1".) SQLSTATE=58004


db2diag.log output:

2011-12-20-15.50.48.413805-360 I1647585E793 LEVEL: Error
PID : 9505 TID : 46945187916096PROC : db2sysc
INSTANCE: DB2INST1 NODE : 000 DB : FDB3
APPHDL : 0-7 APPID: *LOCAL.DB2INST1.111220214313
AUTHID : DB2INST1
EDUID : 18 EDUNAME: db2agent (TESTDB)
FUNCTION: DB2 UDB, catalog services, sqlrl_create_nickname_index, probe:181
MESSAGE : Index column name not found - search 1
DATA #1 : String, 9 bytes
Nickname:
DATA #2 : String, 4 bytes
MYNICKNAME
DATA #3 : String, 22 bytes
Current column number:
DATA #4 : signed integer, 8 bytes
0
DATA #5 : String, 24 bytes
Number of index columns:
DATA #6 : signed integer, 8 bytes
1
DATA #7 : String, 26 bytes
Current index column name:
DATA #8 : String, 10 bytes
IXCOL00001