Check the Output of the program...
there along with "Display" statements(if any) you will get a hexcode corresponding to the cobol statement causing the abend ..
Note that hexcode.
Now go to the compile Listing of program (The spool entry corresponding to the Compilation u did prior to this execution.)
search for hexloc using -- F HEXLOC.
this command with display all the hexcode ...now search the hexcode approximately closest to your hexcode.(As u will rarely get an exact one)
You will finally get the line number assosiated with this hexcode.
Locate the statement in the code for that line number ...