One of the purposes of having the JCL is so that you can change it without having to change your COBOL code.
I believe that what you want is dynamic allocation within COBOL which is achieved by using module BPX?????? - sorry, do not know the full name but it is mentioned several times in the COBOL section and a quick search within the forum would have found hits re dynamic allocation and on Google over 1,390,000 hits of which the first was entirely relevant to your question which should not have been asked and should not have been tagged onto someone elses question.
If you have been a member since October 2010 you should have seen these comments many times and know how to avoid them!
The problem I have is that people can explain things quickly but I can only comprehend slowly.