You can choose Print option from the SDSF menu and in that choose option 2
Filter View Print Options Help
UTPUT DISPL e 1. Print open sysout... e
UT ===> e 2. Print open data set... e
E TYP JNUM e 3. Print open file... e
M9 JOB 640 e *. Print... e
M9 JOB 466 e *. Print close e
e 6. Print screen with ISPF e
Give the dataset name where u want to save.Give S infront of the jobs and then type Print on command prompt.After saving all jobs choose option 5 ie print close.Hope this will help.
You can also enter SE, enter "x all" on the cmd line;enter "c" at the dotted line; then enter "create" on the cmd line, then enter; in the next panel provide the destination DSN (and member if the dest is a PDS).
XDC is good, but SE gives you the ability to edit the data before you save it. This is helpful when you only need a part of the data.