Depends whether your dates are like a, b or c in the following example
data test;
a = 201506; /* YYYYMM as a number */
b = '01JUN2015'd; /* SAS date value with YYYYMM format */
format b yymmn6.;
c = "201506"; /* char version of the YYYYMM date */
run;
proc print; run;
proc sql;
select
mdy(mod(a, 100), 1, int(a/100)) as date_a format=yymmdd6.,
b as date_b format=yymmdd6.,
input(c, yymmn6.) as date_c format=yymmdd6.
from test;
quit;
Result:
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