I have a Sharepoint 2010 farm which I am trying to configure for kerberos authentication. So far I have managed to get this working for connections to a SQL Server database external to the farm (i.e. the double hop). I have tested this connection by creating a simple Performance Point Dashboard that displays an SSRS report which shows the user's login name. This works and I can see from querying sys.dm_exec_connections that kerberos is being used. So far so good.
My problem arises when I am trying to connect to an Anaylsis Services data source on an external server using Windows Authentication. I get the following error:
"An error was encountered in the transport layer. The peer prematurely closed the connection."
When I check the login on the external server I can see the connection is coming through as "Anonymous Logon".
I am fast running out of ideas so any help / pointers will be greatly appreciated.