Hi:
If you look at the documentation,
http://support.sas.com/documentation/cdl/en/mcrolref/61885/HTML/default/z3514sysfunc.htm#a000384574
you will see that one of the arguments to %SYSFUNC is a format for a date variable. (As shown in the example, entitled ""Formatting the Current Date in a TITLE Statement.) But, even though the doc shows the example in a title statement, it would work in other situations, such as creating a filename.
The SAS log from using %SYSFUNC as shown in the documentation is shown below.
cynthia
[pre]
2979 ** One of the arguments to %SYSFUNC is a format for a date;
2980 %let monyear = %sysfunc(date(),monyy5.);
2981 %let yymm = %sysfunc(date(),yymmdd4.);
2982
2983 ** Use the macro variables with formats to create the file name;
2984 %let fname1 = MyTable_&monyear;
2985 %let fname2 = MyTable&yymm;
2986
2987 ** %PUT statements to show the file name;
2988 %put monyear= &monyear fname1= &fname1;
monyear= FEB10 fname1= MyTable_FEB10
2989 %put yymm = &yymm fname2=&fname2;
yymm = 1002 fname2=MyTable1002
[/pre]