You can use KGUP to create an initial record in the CKDS. To do this, you create an ADD control statement with a key TYPE of NULL. Once you have created this key record, you can use the Key Record Write callable service to place a key value in the record.
If you are generating a large number of keys, you will get better performance if you create the NULL key records with KGUP. This is preferrable to using the Key_Record_Create callable service.