During a BULKLOAD operation using BULKLOAD=YES, temporary files are created and required in order for the BULKLOAD facility to work. 

These temporary files are used during the import/load operations. They can be very large because they contain a copy of the data being loaded. You can specify BL_DELETE_DATAFILE=YES to clean up the data files after the load. They should be automatically removed after a successful load by default.

The log file should also be deleted if the operation was successful. If the log is not deleted, look in the log file; you will most likely find one or more warnings/errors.

Unfortunately, BULKLOAD requires these intermediate files be created. SAS writes the data to a file and then DB2 loads the file. The only way to avoid the file being created would be to not use BULKLOAD.