The WebSphere Message Broker files are the data files used by the broker in /var/mqsi. Within this document references will be made to the WebSphere Message Broker files which implies all of the contents of /var/mqsi, unless specified otherwise.
These WebSphere Message Broker files needs to be placed on shared storage as either a cluster file system or a highly available local file system. However, this placement will depend on how WebSphere Message Broker is being deployed, if a single or multiple instances are being deployed, and if that deployment will be in the global zone or zones.
Refer to Step 5 and Step 6 in How to Install and Configure WebSphere Message Broker for a more information.