Reading between the lines, I expect what VK is looking for is a function
within SQL/PL which would allow him to write output from within the SP to a
file.   This is commonly done in Oracle PL/SQL for debugging purposes.

I remember being this discussed at a Viper briefing I attended.   It isn't,
AFAIK, possible yet.   There was talk of making it available to aid
porting.  

I, for one, am against the idea as it means that certain elements of the SP
are then treated outside the Unit of Work (and hence don't get rolled back
in the event of a failure).  

In my investigations into developing DB2Unit I would dearly have loved this
functionality : but then came to realise how dangerous it could be.   I
then looked for alternative ways of getting test outputs back, and came up
with a second process running the checks "WITH UR".

As Serge has already said you can return information from a GTT, as long as
you aren't rolling everything back beforehand.

Phil