According to the language reference documentation the CURRENT-DATE special register is specific to the OSVS dialect and can only be used as the source in a MOVE statement. This worked for me using Visual COBOL :
Actually, CURRENT-DATE is also an intrinsic function and it can still be used as the source of a screen section item.
01 my-screen blank screen.
05 my-date pic x(8) from function current-date.
05 my-key pic x using any-key.