How to improve mindfulness of thinking?

Recently I've been facing problems with trying to remain mindful of any thoughts that pass through my mind. This problem is particularly prevalent in my formal meditation, where I only realise I am thinking half way through the thought, or even when it has stopped. I also cannot remember the first parts of the thought pattern, what made it to arise, etc. Any tips on keeping a more stable eye on this 'frame of reference'? Thanks.