What you can use the exits for

The special processing that the CICS® VR exits allow you to perform at four different exit points.

These optional exits and their uses are:
Error
Handle I/O errors
ESDS delete
Logically delete ESDS records
Preapply
Perform logical recovery
Termination
Change the CICS VR return code

These sections describe these exits and their uses.

The improper use of exits can cause loss of data integrity. All exits except the termination exit let you skip or modify records. Use exits only in well-controlled, familiar situations.