Assuming your YEARCUTOFF option is set to 1926, what value does this code display?
variable = '01Jan15'd;
FORMAT MMDDYY10. variable;
PROC PRINT DATA = df;
Because the date cutoff is 1926, SAS assumes all 2 digit years are after that year. Hence, the actual date value that is stored is 01/01/2015. The system would have returned “01/01/15” if the format had been set to “MMDDYY8.”.