CAZR009E
Allocation failed for new data set output_dataset_name RC=rc

Explanation

An error occurred trying to allocate a new data set. If no “DSN=” parameter was specified, the error occurred trying to allocate data set tsoprefix.CAZRACF.COMMANDS. If the “DSN=” parameter was specified, the error occurred on the specified data set. The return code from the TSO ALLOCATE command is returned in the “RC=” field.