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I don't remember if version 6.1 has on-line backups (version 6 it is no longer supported). But in version 7 and 8 you need to have archive logging enabled (instead of the default circular logging) to do an on-line backup.
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M. A. Feldman
IBM Certified DBA on DB2 for Linux, UNIX, and Windows
IBM Certified DBA on DB2 for z/OS and OS/390
You have that because your database is mostly likely in "circular logging" mode. You have 2 options - set the database parameter LOGRETAIN to RECOVERY and/or set USEREXIT to YES. Note that this takes your DB out of circular logging and you have to manage the log files yourself.