Issue D SMF,O and make sure you are using the correct SMFPRMxx.

Use ISRDDN and locate IEFU29 and IEFACTRT. Is it found in the correct DSN?

Are u using the dynamic exit facility?

Issue D PROG,EXIT and see if you have SYS.IEFU29 or SYSxxx,IEFU29, if you do 
display the exit and see if it is active. Use D PROG,EXIT,EXITNAME=SYS.IEFU29

As for IEFACTRT you should also check the dynamic exit facility. SYS.IEFACTRT 
or SYSJES2.IEFACTRT. Are they active?

In your active PROGxx member do you have EXIT ADD EXITNAME(nnnnnnn.IEFACTRT) 
MODNAME(IEFACTRT)?

Thanks

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