You may try using SYSDATE-LONG (MM/DD/CCYY). This should give you current date. Once you have the current date. You will have to manipulate the day part of current date to '01' . You will get FIRST DAY of MONTH.
For LAST day of MONTH you need to use a more complex logic, may be few evaluate statements to identify the no. of day in that month.
If you can use EZT along with DB2. Then its much easier using date functions of DB2. Ex : LAST_DAY(Current _date).