Unable to remove files from ftp server using linux script

Dear All,

I am trying to delete files from sftp server using script but unable to do so. Following is the copy of my script.

I have also tried to manually delete files from sftp but getting the same error.

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sftp> mdelete *.jpg
Invalid command.
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My script is as 

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#!/bin/bash

uid=xxxx
pass=xxxx
host=xxx.xxx.xx.xx
#echo "filetransfer"
lftp -u ${uid},${pass} sftp://${host} <<EOF
#echo "filetransfering"
cd /FIN/ERRORDIR/GLStockLedger

mput /opt/ORMS_INT/ctl_temp/*.dat

cd /FIN/DATADIR/GLStockLedger

mdelete *.dat

quit
EOF

echo "End"

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Following is the error i get when i run the above script