Thank You for your help... What I have got from your responses is:

1. There are other ways to serialize. I tried a CS loop but here is what I 
think is happening:

In CS loop.
Interrupt occurs.
Process other address space.
Loop forever waiting for other CS loop (system stops).

I am attempting to copy a SMF record to a buffer in CSA at the end of the 
buffer.

2. Issuing the local lock will work fine.

3. I do not have to worry about about AR mode in IEFU85.

I should read the doc. Well I did:

The Installation Exits doc does not tell you the AR mode for IEFU85. Here is 
what it states:
Exit Routine Environment IEFU85 receives control in the following environment: 
v Enabled for interrupts. v In supervisor state with PSW key 0. v In AMODE 31. 
v In the address space of the task that issues the SMFEWTM BRANCH=YES MODE=XMEM 
macro. v May be locked. v In cross memory mode. And if AR mode you must issue a 
SYSSTATE ASCENV=AR before issuing a lock.

The Assem. Services Guide states you must obtain the local or CML lock before 
getting the CMS lock. It does not state that in cross memory mode that you must 
get the CML lock and in U85 you are in cross memory mode.

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