DB2 LOAD utility does some minimal logging of certain events that happen during the LOAD, but it does not do logging of each transaction. If you want transaction logging, use the IMPORT command (but use a COMMITCOUNT parm to do commits at least every few thousand rows). The reason LOAD does not do logging of each transaction is so it will run faster than an IMPORT (which does inserts). Also, the LOAD command will not fire triggers and skips RI checking because it bypasses the normal insert logic of DB2 in order to get its speed.
However, if you specify COPY YES on the load, DB2 will include the load file in a place that it can use for roll-forward recovery. COPY YES is slower than COPY NO, but faster than IMPORT (but I don't have any firm numbers on how much slower/faster).
M. A. Feldman
IBM Certified DBA on DB2 for Linux, UNIX, and Windows
IBM Certified DBA on DB2 for z/OS and OS/390