Use the DSSOPT DD to override the default COPY command options used by DFSMSrmm. See Customizing the DSSOPT DD statement for details of the DSSOPT file. The BACKUP DD is optional when you request BACKUP(COPY). When you specify the BACKUP DD, DFSMSrmm builds the COPY command with the OUTDD(BACKUP) keyword to direct where the copy is created. Otherwise, your SMS managed environment determines where the copy is created.

//EDGHSKP EXEC PGM=EDGHSKP,PARM='BACKUP(COPY)'
//MESSAGE DD DISP=SHR,DSN=RMM.MESSAGE
//SYSPRINT DD SYSOUT=*
//BACKUP DD DISP=SHR,UNIT=SYSDA,VOL=SER=myvol
//DSSOPT DD *
 FR(PREF) CONCURRENT(ANYREQUIRED) -
 RENAMEU((*.CDS.**,*.COPYCDS.**)) REPLACEU -
 DEBUG(FRMSG(DETAILED))
/*