As of now we are planning to write a COBOL program for this task. But we would like to know is there any SORT feature with which we can accoplish.
Please note that there is no common field in these files.
You do a JOINKEYS. With JNF1CNTL extend the record to have a fixed one-byte value of (it doesn't matter what). With JNF2CNTL extend the other record to have the same fixed new value. They need not be in the same position.
Then do the JOINKEYS on that value. Every record on file 1 will be matched to every record on file 2. You use your REFORMAT statement to format the data how you want. Done.