You can use a combination of PROC PDSCOPY and PROC PDS to complete this task. Or you may want to consider a DATA step approach to read/write each of your members, as needed.
The SAS companion document for z/OS MVS can be found at the SAS support
http://support.sas.com/ website, using the SEARCH facility or an Internet search.
Scott Barry
SBBWorks, Inc.
Suggested Google advanced search arguments, this topic / post:
proc pdscopy pds site:sas.com
data step "pds member" +copy site:sas.com
Additional SAS support site's code sample (from the search above):
http://support.sas.com/kb/24/701.html
http://support.sas.com/documentation/cdl/en/hosto390/61886/HTML/default/viewer.htm#mvs-accexf-writin...