Cobol .Net Exception Handling

Why does the exception handling var myex always reference "object reference not set to an instance of object"  

Catch myex as type Exception
set str = str::Append("Source " & myex::Source)
set str = str::Append("Number " & myex::StackTrace)
set str = str::Append("Line Number " & myex::TargetSite)
set str = str::Append("Data Exception " & myex::GetType::ToString)
invoke type Debug::WriteLine(str)