To enable ssh hop with key forwarding, doing the following two things is not enough: 1. PuTTY session configuration, enable "Allow agent forwarding" under "Connection --> SSH -> Auth"; 2. Start the PAGEANT.exe utility program. There is a third important step: Load your private key (.ppk format by PuTTY) into the PAGEANT agent manager. The follow…

PAGEANT.bat

@ECHO OFF

if not "%~1" == "" (
	set PPK_FILE=%~1
) else (
	set PPK_FILE=kanna.ppk
)

if not exist %PPK_FILE% (
	REM Assume the PPK file is located aloneside PAGEANT.exe
	start "" %~dp0PAGEANT.exe "%~dp0%PPK_FILE%"
) else (
	start "" %~dp0PAGEANT.exe "%PPK_FILE%"
)

PAGEANT2.bat

REM ==========================
REM OR JUST USE THIS ONE LINER
REM Just put the batch file,
REM ppk file to the same folder
REM of PAGEANT.exe
REM ==========================
start "" %~dp0PAGEANT.exe "%~dp0MY.ppk"

Reference:
http://www.howtogeek.com/125364/how-to-ssh-hop-with-key-forwarding-from-windows/

Turns out the description session atop is not processed as Github-flavored-markdown, and even the newlines are not reserved. So I paste it here for prettier look:

To enable ssh hop with key forwarding, doing the following two things is not enough:

1. PuTTY session configuration, enable "Allow agent forwarding" under "Connection --> SSH -> Auth";
2. Start the PAGEANT.exe utility program.

There is a third important step:
Load your private key (.ppk format by PuTTY) into the PAGEANT agent manager.

The following is a simple BAT file for simplifying this "start PAGEANT and load the PPK file" step.