You can take CICS trace using the transaction CETR. Its an interactive transaction - you'll understand when you look yourself. Normally, support personnel does this kind of stuff...Suggest that you speak to your IT guys to get some help on this.
Actually I executed CETR and started the trace. I collected the trace using DFHTU640 utility and also provided trace selection parameters and formatted it. In the output it gives all the commands (commands specified in the app. program and internal commands). I just want to extract only the commands executed from the application program. How can I collect it ?