OS X Server 10.6 bound to Active directory, serve that as Open Directory

I have a OS X server 10.6 bound to an Active directory. I can log in to the afp file server with a AD account.
Now, I like the clients to be connected to Open Directory from the OS X Server and authenticate to the AD.
Is this possible?
I like to be able to use network homefolders etc that resides on the OS X server.

Yes.
You are working in the right order. Now that you are bound to AD, simply promote the Mac server to OD Master. This will enable the LDAP server. You will likely note that the Kerberos KDC will not be running. This is proper, because the AD server is the KDC.
Once this is done, you know can create OD groups and add AD users or groups so that you can manage those groups.
Now, the trick is, you will need to go back to all the workstations and bind them to OS X as well as AD. This will allow the Mac clients to use AD for user authentication and authorization but then use OD for group management policy.
Hope this helps

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