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This requirement has been re-assessed. It is not likely that this will be implemented in the next 12-24 months and so it is being declined at this point. The requirement will be kept in the RFE system and might be reassessed in the future. You also have an opportunity to resubmit in twelve months time if you wish it to be reconsidered then.
Suppression of the records from being written to SMF in first place can be achieved by using the XMNOUT Global user exit. See https://www.ibm.com/support/knowledgecenter/SSGMCP_5.4.0/reference/user-exits/dfha3e3.html
Suppressing the performance records for a given set of transaction ids should be reasonably straightforward. The GLUE parameter UEPMPREC contains the address of the MNA
which can be mapped by the supplied copy book DFHMNTDS. TMRTNID contains the transaction id. Returning UERCBYP will suppress the writing of record to SMF.
Same GLUE can be used to suppress all other types of SMF record too
Have you considered using XMNOUT ?.
It is not for suppress the format SMF data. CEB would like never write the information for certain transaction into SMF data. as it will waste a lot of spaces for the transactions that they don't ever care.
If its a case of suppressing the formatting of SMF data for certain transactions (rather than switching off CMF for certain transactions), you can do this already by using the DFH$MOLS IGNORE statement to ignore SMF records for given transactions,
e.g. IGNORE TRANID=CWXN,CWBA