The SITE command was specified with the DUMP parameter. The user is not permitted to change the dump (extended tracing) options with the SITE command because he is not allowed access by the server's security product.
The DUMP parameter is ignored.
Try again after your user ID is added to the resource class.
If the user is allowed to change debug options with the SITE command, permit the user to access the profile defined by the security product. See the z/OS Communications Server: IP Diagnosis Guide for information about Start Tracing after FTP initialization, the SERVAUTH class, and the profile that restricts the use of the SITE DEBUG command.