The NOWD option runs PROC REPORT without the REPORT window and sends its output to the SAS procedure output. HEADLINE underlines the column headers. HEADSKIP writes a blank line beneath the underlining that HEADLINE writes. SPLIT= defines the split character as an asterisk (*) because the default split character (/) is part of the name of a department. 
proc report data=grocery nowd
            headline
            headskip
            split='*';