Available with SAS 9.2 per SAS support website - DICTIONARY.DESTINATIONS or SASHELP.VDEST otherwise.
See this tech/usage note revealed from the search argument below:
Usage Note 33590: You can determine the open ODS destinations programmatically
http://support.sas.com/kb/33/590.html
Scott Barry
SBBWorks, Inc.
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determine current ods destination status site:sas.com