Symbolic parameters used in JCL can be assigned a value using the SET statement.
// SET INFILE=MY.DATA.SET.HERE
You can also give an eight character (upto 8 char) name to this statement.
//MYVARS SET INFILE=MY.DATA.SET.HERE
Multiple variables can be defined in a SET statement – separated by comma.
//MYVARS SET INFILE1=MY.DATA.SET.HERE,PARM1='KARTHIK'