EXIT [expression]

The EXIT instruction returns control from a program to its most recent
external caller. This will either be a rexx external call (that is,
`CALL name' or `name()' where name is the name of the REXX program rather
than an internal or builtin function name) or a UNIX command, if the
program was not called by another REXX program. All the current DO,
SELECT, INTERPRET and internal call structures are terminated, and
control resumes at the point of the most recent external call. An
expression may follow the EXIT statement; this is passed back to the
caller in the same way as in the RETURN statement. If control is returned
back to UNIX, then the expression must be an integer if it is supplied,
and it is used as the exit value of the interpreter. If no value is
supplied then the exit code will be zero.

Note that reching the end of a program is the same as executing "EXIT".
In other words, reaching the end of a program terminates all internal
function calls.