getting MKL thread IDs

Hi, 

We have a problem regarding mkl threads and we really appreciate your valuable help.  we are using mkl function calls in the nested parallel region below:

        omp_set_num_threads( NUM_OF_THREADS );
        omp_set_nested(1);
        omp_set_max_active_levels(2);


	#pragma omp parallel num_threads(2)
        {
                if (omp_get_thread_num() == 0){

                        mkl_set_num_threads_local(16);

                        printf("My ID is %d\n", omp_get_thread_num());
                       	cblas_dgemm(CblasRowMajor, CblasNoTrans, CblasNoTrans,
                        m, n, p, 1, pA, p, pB, n, 0, pC1, n);
                }else{
                        mkl_set_num_threads_local(16);

                        printf("My ID is %d\n", omp_get_thread_num());
                       	cblas_dgemm(CblasRowMajor, CblasNoTrans, CblasNoTrans,
                        m, n, p, 1, pD, p, pE, n, 0, pC2, n);

                }
        }

Using VTune Amplifier, we can verify that the correct number of 32 threads are produced. However, the output of the print statements is as follows: 

My ID is 0
My ID is 1

It seems like we cannot access "mkl" threads using "omp_get_thread_num()". Is there any similar function for accessing thread IDs of mkl threads? Or is there a way to do that? (We need such information for affinity and thread placement decisions). 

Thank you very much, 

Sanaz