You can monitor for notify messages that are sent to your CL procedure's or program's call message queue by the commands in your procedure or program or by the programs and procedures it calls.
Notify messages are sent to tell your procedure or program of a condition that is not typically an error. By monitoring for notify messages, you can specify an action different from what you would specify if the condition had not been detected. Very few IBM-supplied commands send notify messages.
Monitoring for and handling notify messages is similar to monitoring for and handling escape messages. The difference is in what happens if you do not monitor for and handle notify messages. Notify messages are also percolated from procedure to procedure within the boundary of the activation group. If the activation group boundary is reached without a Monitor Message (MONMSG) command being found for it, the default reply is automatically returned to the sender of the notify message and the sender is allowed to continue processing. Unlike escape messages, unmonitored notify messages are not considered an indication of an error in your procedure or program.