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How can a stored procedure access a VSAM file w/o opening the file every time it's called?

How can you have a DB stored procedure access a VSAM file without having to open the file every time the procedure is called? I have a stored procedure written in COBOL, which accesses a VSAM file. It runs in a DB2-established address space. It looks like every time the procedure returns, the VSAM file is closed. Is there a way to keep the VSAM file open even after the stored procedure returns, so the next time the procedure is called it won't have to waste time opening the file again.
I don't know any way around this other than to convert the VSAM file to a DB2 table. But, of course, your VSAM file is probably being used for other purposes, so this might not be a viable option.

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