DB2 Audit Policy not producing EXECUTE data

I'm trying to set up an Audit facility on a DB2 AWSE V10.5 FP5 database

running on Red Hat Linux Server 6.8.

The definition for the policy is :

ALTERAUDIT POLICY Failures     CATEGORIES         Audit STATUS Failure,         Checking STATUS Failure,         Context STATUS Failure,         ObjMaint STATUS Failure,         SecMaint STATUS Failure,         **execute with data STATUS Failure**,        Validate STATUS Failure     ERROR TYPE NORMAL ;

This is producing data for all the categories, except EXECUTE.

My test script includes statements that fail with SQL0204, SQL0206, etc. but no data is extracted into the execute.del file in the audit output.

Anyone have an idea what I'm missing?