Работает на 2008R2, ранее не проверял ничего:
USE MASTER
GO
select s.session_id, s.host_name, s.program_name, s.client_interface_name, s.login_name
, c.cursor_id, c.properties, c.creation_time, c.is_open, con.text,
l.resource_type, d.name, l.request_type, l.request_Status, l.request_reference_count, l.request_lifetime, l.request_owner_type
from sys.dm_exec_cursors(0) c
left outer join (select * from sys.dm_exec_connections c cross apply sys.dm_exec_sql_text(c.most_recent_sql_handle) mr) con on c.session_id = con.session_id
left outer join sys.dm_exec_sessions s on s.session_id = c.session_id
left outer join sys.dm_tran_locks l on l.request_session_id = c.session_id
left outer join sys.databases d on d.database_id = l.resource_database_id