Data source with security domain integration does not work

Creating data source with security domain authentication throws an exception:

[org.jboss.as.connector.subsystems.datasources.AbstractDataSourceService$AS7DataSourceDeployer]
(MSC service thread 1-6) Exception during createSubject()PB00024: Access Denied:Unauthenticated caller:null: java.lang.SecurityException:PB00024: Access Denied:Unauthenticated caller:null
at org.jboss.security.plugins.JBossSecuritySubjectFactory.createSubject(JBossSecuritySubjectFactory.java:89)
at org.jboss.jca.deployers.common.AbstractDsDeployer$1.run(AbstractDsDeployer.java:1020)
at org.jboss.jca.deployers.common.AbstractDsDeployer$1.run(AbstractDsDeployer.java:1015)
at java.security.AccessController.doPrivileged(Native Method) [rt.jar:1.6.0_23]
at org.jboss.jca.deployers.common.AbstractDsDeployer.createSubject(AbstractDsDeployer.java:1014)
at org.jboss.jca.deployers.common.AbstractDsDeployer.deployDataSource(AbstractDsDeployer.java:563)
at org.jboss.jca.deployers.common.AbstractDsDeployer.createObjectsAndInjectValue(AbstractDsDeployer.java:283)
at org.jboss.as.connector.subsystems.datasources.AbstractDataSourceService$AS7DataSourceDeployer.deploy(AbstractDataSourceService.java:271)
at org.jboss.as.connector.subsystems.datasources.AbstractDataSourceService.start(AbstractDataSourceService.java:111)
at org.jboss.msc.service.ServiceControllerImpl$StartTask.startService(ServiceControllerImpl.java:1811)
at org.jboss.msc.service.ServiceControllerImpl$StartTask.run(ServiceControllerImpl.java:1746)
at java.util.concurrent.ThreadPoolExecutor$Worker.runTask(ThreadPoolExecutor.java:886)[rt.jar:1.6.0_23]
at java.util.concurrent.ThreadPoolExecutor$Worker.run(ThreadPoolExecutor.java:908) [rt.jar:1.6.0_23]
at java.lang.Thread.run(Thread.java:662) [rt.jar:1.6.0_23]