If you are processing your SMF data with SAS (e.g. MXG, MICS, RYO, etc.), 
just use something like this example (from http://support.sas.com):

Sample 38159: Create XML on z/OS using the XML LIBNAME engine
     

Creating XML files on z/OS can be accomplished by using the XML LIBNAME 
engine. When creating output using the XML LIBNAME engine, the RECFM 
should be set to VB. The default output generated with the XML LIBNAME 
engine is a generic XML file. The structure of the output XML generated can 
be modified using the XMLTYPE= option specifying one of the predefined 
output types, or by using the TAGSET= option on the LIBNAME statement 
specifying a custom tagset. 
See the Full Code tab above for an example. 



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These sample files and code examples are provided by SAS Institute Inc. "as 
is" without warranty of any kind, either express or implied, including but not 
limited to the implied warranties of merchantability and fitness for a 
particular 
purpose. Recipients acknowledge and agree that SAS Institute shall not be 
liable for any damages whatsoever arising out of their use of this material. In 
addition, SAS Institute will provide no support for the materials contained 
herein. 
This sample generates an XML file with the SASHELP.CLASS data set.
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filename output  '.test.xml' recfm=vb lrecl=8196 blksize=27998 disp=new;
libname output xml;

proc copy in=sashelp out=output;
   select class;
run;

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