Are you trying to load MM / DD / YYYY data into a char / varchar2 field or a date field?
If you are trying to load it into a date field and want to keep the day of the month, APC's answer is correct. You can always just imagine YYYYMM if that is what you want to do.
If you are trying to load it into a date field and want to truncate it to the first day of the month, I think something like this will work:
date_column date "MM/DD/YYYY" "trunc(:date_column, 'mm')"
If you insert char / VARCHAR2 into the column, you could convert it a little differently:
vc2_column char "substr(:vc2_column, 7, 4) || substr(:vc2_column, 1, 2)"
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