T-SQL Transaction inside Cursor

-- Microsoft SQL Server 2014 (SP2) (KB3171021) - 12.0.5000.0 (X64)   Jun 17 2016 19:14:09   Copyright (c) Microsoft Corporation  Standard Edition (64-bit) on Windows NT 6.3 <X64> (Build 9600: ) (Hypervisor) 
set nocount on
go
set cursor_close_on_commit off
go
if object_id('tempdb..#t', 'U') is not null
  drop table #t
create table #t (num int)
insert #t values (1),(2),(3),(4);   

begin tran MyTran

	declare @i int
	declare @t table (num int)
	declare mycursor cursor for
	select num from #t

	open mycursor

	fetch mycursor into @i

	while @@FETCH_STATUS=0
	begin
	--save tran MyCheckPoint
	 begin try
	 
	  print @i
	  if @i = 2
	   raiserror('Eto fiasko, bratan!', 16, 1)
	  insert into @t values (@i)
	 end try
	 begin catch
	 
	  rollback tran MyTran --MyCheckPoint
	  GoTo Next_item
	  
	 end catch
	 
	 Next_item:	   
	  fetch next from mycursor into @i
	 
	end    
	close mycursor
	deallocate mycursor
	
	select * from @t
	
print '@@TRANCOUNT ' + convert(varchar, @@TRANCOUNT)
	
if @@TRANCOUNT > 0
	commit tran MyTran 
go
set cursor_close_on_commit on
go
set nocount off