In this optional Transaction mode, the Embedded SQL syntax is the same as that used in Transact-SQL. The begin transaction statement explicitly initiates transactions.
The syntax of the Embedded SQL transaction statements is:
exec sql [at connect_name ]
     begin transaction [ transaction_name ];
exec sql [at connect_name]
     save transaction [ savepoint_name]; 
exec sql [at connect_name] commit transaction
     [ transaction_name ];
exec sql [at connect_name] rollback transaction
     [ savepoint_name  |  transaction_name ];
The disconnect command rolls back
all open transactions. For details on this statement, see Chapter 5, “Connecting to Adaptive Server Enterprise.”
When you issue a begin transaction on a connection, you must also issue a save, commit, or roll back transaction on the same connection. Otherwise, an error is generated.