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The DATA option is missing and there's no default :)
CREATE TABLE UDPFS.PK_XPOS_D
SELECT CURRENT_DATE AS "CURRENT_DATE",
D1.CALR_MNTH_STRT_D - 1 AS EOM_D,
MAX(D2.CALR_D) AS LAST_BUSN_DAY_D
FROM P_TEC_0.DIMN_DATE D1
JOIN P_TEC_0.DIMN_DATE D2
ON D2.CALR_D BETWEEN D1.CALR_MNTH_STRT_D - 6
AND D1.CALR_MNTH_STRT_D - 1
AND D2.CALR_NON_WORK_DAY_F = 'N'
WHERE CURRENT_DATE = D1.CALR_D
GROUP BY 1,2
) WITH DATA
Btw, logic like this (first/last business day) should be another precalculated column in your calendar table.