Do not code other statements between concatenated DD statements
Do not code other types of statements between two or more concatenated
data definition (DD) statements. (Comments are the only exception;
you can code them between DD statements.) For example, do not code
a SET statement as follows:
//DD1 DD DSN=A
// DD DSN=B
// SET ...
//* Wrong!!! SET statement not allowed (this comment IS allowed)
// DD DSN=C