When a REXX program is run from the z/OS shells or called from a program using exec(), the z/OS UNIX REXX environment that is established is created from the module BPXWRXEV. The source for this module is member BPXWRX01 in SYS1.SAMPLIB.

This environment is inherited from the default MVS™ REXX environment. However, the default handling of error messages from the REXX processor is overridden so that the messages are written to STDOUT. This is the same place to which output from the SAY instruction and trace information is sent.

You can further customize the sample member to alter the REXX environment for REXX programs running under z/OS UNIX without affecting REXX programs running in the z/OS environment. For detailed information about how to change the default values for initializing an environment, see z/OS TSO/E REXX Reference.