VMS Help EXCHANGE, DELETE, Qualifiers, /SYSTEM  *Conan The Librarian (sorry for the slow response - running on an old VAX)

       /SYSTEM
       /NOSYSTEM

    Controls whether the DELETE command deletes files with the file
    type .SYS. Files with the type .SYS are usually necessary for
    the operation of an RT-11 system. Only RT-11 volumes handle .SYS
    files in this manner.

    The default is /NOSYSTEM; the DELETE command does not delete
    an RT-11 file with the .SYS type, whether matched by a wildcard
    specification or explicitly named. EXCHANGE displays a message
    whenever it skips a SYS file during a delete operation.