Microsoft has the following example for try...catch in tsql:
USE AdventureWorks;
GO
-- SET XACT_ABORT ON will render the transaction uncommittable
-- when the constraint violation occurs.
SET XACT_ABORT ON;
BEGIN TRY
BEGIN TRANSACTION;
-- A FOREIGN KEY constraint exists on this table. This
-- statement will generate a constraint violation error.
DELETE FROM Production.Product
WHERE ProductID = 980;
-- If the delete operation succeeds, commit the transaction. The CATCH
-- block will not execute.
COMMIT TRANSACTION;
END TRY
BEGIN CATCH
-- Test XACT_STATE for 0, 1, or -1.
-- If 1, the transaction is committable.
-- If -1, the transaction is uncommittable and should
-- be rolled back.
-- XACT_STATE = 0 means there is no transaction and
-- a commit or rollback operation would generate an error.
-- Test whether the transaction is uncommittable.
IF (XACT_STATE()) = -1
BEGIN
PRINT 'The transaction is in an uncommittable state.' +
' Rolling back transaction.'
ROLLBACK TRANSACTION;
END;
-- Test whether the transaction is active and valid.
IF (XACT_STATE()) = 1
BEGIN
PRINT 'The transaction is committable.' +
' Committing transaction.'
COMMIT TRANSACTION;
END;
END CATCH;
GO
Source for above sample: Using TRY...CATCH in Transact-SQL
I don't understand why you'd want to commit a transaction that resulted in an exception. It seems like at least 9 times out of 10 you'd want to IF (XACT_STATE()) !=0 ROLLBACK TRANSACTION. Why would you want a partial success over a clean slate?