Neither CLIST or Rexx can read raw SMF data.
I think SMF data can be offloaded using the IFASMFDP utility. The data is then in a VBS data set, which rexx will be able to read.
you'll need to do something to ensure that the correct interpreter gets used.
Hint, the problem is probably in the first line of the program. The first line tells the system whether it is a rexx program or not.