In JES2 and JES3, you can embed in-stream data directly within in-stream or cataloged procedure code. For example, in JES2:

//HELLO     PROC
//STEPA     EXEC  PGM=IEBGENER 
//SYSIN     DD    DUMMY
//SYSPRINT  DD    SYSOUT=A
//SYSUT2    DD    SYSOUT=A
//SYSUT1    DD    DATA 
HELLO WORLD 
/* 
//          PEND