For the system to write User Header Labels (UHLs), you must code AUL on the LABEL parameter on the DD statement and specify the address of an output user header label routine in the DCB exit list. The DCB exit list is described in z/OS DFSMS Using Data Sets.

Unless label validation has been suppressed, the user header labels are validated to ensure they contain valid ASCII characters. Violations cause the label validation exit to be entered.

User header labels do not have to be sequentially numbered or lettered. There is no limit to the number that can be associated with a data set.