My original response was a duplicate of sathyaram_s's so I removed it...
See if this is something you can use:
more test_adm
Code:
create procedure test_adm(
out p_rows_exp BIGINT,
out p_msg_retreive VARCHAR(512),
out p_msg_remove VARCHAR(512))
specific test_adm
language SQL
BEGIN
DECLARE cmdline VARCHAR(1024);
DECLARE v_msg_retreival VARCHAR(512);
DECLARE v_rows_exp bigint;
DECLARE v_msg_removal VARCHAR(512);
DECLARE v_admin_cmd_str VARCHAR(512);
DECLARE result1 RESULT_SET_LOCATOR VARYING;
CALL sysproc.admin_cmd('export to /home/bkogan/testadm of del messages on server select * from test');
ASSOCIATE RESULT SET LOCATORS(result1) WITH PROCEDURE sysproc.ADMIN_CMD;
ALLOCATE rsCur CURSOR FOR RESULT SET result1;
FETCH rsCur INTO v_rows_exp, v_msg_retreival, v_msg_removal;
SET p_rows_exp = v_rows_exp;
SET p_msg_retreive = v_msg_retreival;
SET p_msg_remove = v_msg_removal;
END
@
db2 -td@ -f test_adm
DB20000I The SQL command completed successfully.
db2 "call bkogan.test_adm(?,?,?)"
Value of output parameters
--------------------------
Parameter Name : P_ROWS_EXP
Parameter Value : 2
Parameter Name : P_MSG_RETREIVE
Parameter Value : SELECT SQLCODE, MSG FROM TABLE(SYSPROC.ADMIN_GET_MSGS('2480_BKOGAN')) AS MSG
Parameter Name : P_MSG_REMOVE
Parameter Value : CALL SYSPROC.ADMIN_REMOVE_MSGS('2480_BKOGAN')
Return Status = 0