Creating a dump for looping program.

Hi,

  Last night I was called by the application staff about one of their 
programs looping in batch.  They needed help getting stuff in order.  
They asked me to cancel the batch job with a DUMP.  It was at this 
point, I realized that the only time I've created a dump was when a 
program ABENDed and there was a message wait.  The batch job is a CL 
program that calls a series of COBOL and COBOL/LE programs.  The 
program that it was looping in is OPM COBOL.  
   So my question, is there a way to cancel a job and produce the 
formatted dump the programmers are accustomed to when I answer 'D' 
or 'F' to a message wait.

Thanks,
m.