setSavePoint exception

Hi Team,
 
I am getting following exception while calling setSavePoint of Connection interface. 
 
SavePoint currentSavepoint = connection.setSavepoint("BatchSavePoint");
 
com.teradata.jdbc.jdbc_4.util.JDBCException: [Teradata JDBC Driver] [TeraJDBC 14.00.00.40] [Error 165] [SQLState HY000] setSavepoint: function not supported in this version" 

Also, I couldn't see the mention of this method at this link:
http://developer.teradata.com/doc/connectivity/jdbc/reference/current/jdbcug_chapter_3.html#CIHGACBC
 
Can anyone suggest whether savepoints are supported by Teradata JDBC driver or not?
 
Regards
Tapan