I mistook the mini Display Port (mDP) behind my iMac to mean it was a Thunderbolt port. The ⌘ Command F2 does not work when both ends are Thunderbolt for my setup.
Please suggest what cables to buy.
Edit: This is 27 inch iMac Model Identifier: iMac11,3

system_profiler SPHardwareDataType | grep -i identifierin Terminal and post the results to your original question. – Allan Jun 22 '16 at 17:26