DB2 has no START TRANSACTION method. Everything since the last COMMIT or ROLLBACK is considered part of the current transaction.
To ensure that the previous transaction has been ended before a new one begins, set A_DB2_COMMIT_ON_BEGIN to a nonzero value. This causes each COBOL START TRANSACTION to first issue a COMMIT. This ensures that the previous transaction has been ended before the new one starts.
If this variable is not set, or is set to 0, a COBOL ROLLBACK may affect file I/O that occurred before the most recent COBOL START TRANSACTION. While the default value is 0 (off, false, no), this configuration variable can also take values of On (true, yes).