I just found the answer to my question :)
IBM WebSphere MQ sets the following JMSX * header properties:
JMSXUserId will install WMQ JMS when sending a message - it looks at userid launches the application and installs JMSXUserId accordingly.
JMSXAppId will also install WMQ JMS when sending a message - on something like "WebSphere MQ Client for Java". There is some debate about how to interpret the JMS Spec on this - some JMS providers allow the application to install it, others do not. Currently, WebSphere MQ implementation does not.
The JMSXDeliveryCount will be set using WMQ JMS when a message is sent to the receiving application — it tells you how many times the receiving WebSphere MQ application has tried to deliver the message to this or other applications. Usually, messages should be sent only once, but in case of failures or explicit rollback of transactions, etc., the delivery account can get more, and applications or JMS providers can use this information for when things go wrong and maybe do something- something else, like moving a message into a dead letter queue or even discarding the message, depending on the nature of the message, application, and context.
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