pro*cobol with MERGE statement causing error

Hello ,

I am using MERGE with embedded cobol:

EXEC SQL 

       MERGE INTO XXX...

 END-EXEC.

Outout:

Pro*COBOL: Release 11.2.0.4.0 - Production on Tue May 16 16:48:31 2023

Copyright (c) 1982, 2011, Oracle and/or its affiliates. All rights reserved.

Error at line 12, column 15 in file ...

       MERGE INTO XXX

..............1

PCB-S-00400, Encountered the symbol "MERGE" when expecting one of the following:

  ( CALL DECLARE ARRAYLEN AT CLOSE COMMIT CONNECT DESCRIBE

  EXECUTE FETCH OPEN PREPARE ROLLBACK SELECT WHENEVER ALLOCATE

  ALTER AUDIT COMMENT CONTEXT CREATE DEALLOCATE DELETE DROP

  ENABLE FREE GET GRANT INSERT LOB NOAUDIT RENAME REVOKE SET

  UPDATE VALIDATE FOR SAVEPOINT DB2_INSERT DB2_FETCH ANALYZE

  EXPLAIN TRUNCATE LOCK

The symbol "ALTER" was substituted for "MERGE" to continue.