It is something of a DSL, as the name suggests (Common Business Oriented Language).
I would also disagree with GP that COBOL's semantics are really very foreign. Variable declarations, assignments, expressions, loops, conditionals, etc. are not that different from other imperative languages. More verbose, certainly, but not foreign.
JCL on the other hand....
If it's similar to other imperative languages, what makes it a DSL? What is the domain of "business"?
Do you? Lack of programmers, aside, it was created and evolved exactly for the kinds of jobs its used in.