If you wish to process all of the SAS observations together, you must combine them together in a DATA step, using a SET statement with each JCL DDNAME defined uniquely in your batch JCL.
Also, if you want to minimize the number of tape drive allocations, you can use a combination of the UNIT=AFF=ddname JCL DD parameter and also use the OPEN=DEFER parameter on SET.
Refer to the SAS z/OS Companion Guide and the LIBNAME statement discussion on concatenation.
Scott Barry
SBBWorks, Inc.
SAS 9.1.3 Companion for z/OS
http://support.sas.com/documentation/onlinedoc/91pdf/sasdoc_913/base_zoscom_8406.pdf