Developer for System z PL/I for Windows, Version 8.0, Programming Guide
Writing your own compiler exit
To write your own user exit, you can use IBMUEXIT (provided as
one of the sample programs with the product) as a model. As you
write the exit, make sure it covers the areas of initialization,
message filtering, and termination.
Developer for System z PL/I for Windows, Version 8.0, Programming Guide