I believe Derby is simply using the basic Java locale support, as described here: http://www.oracle.com/technetwork/java/javase/tech/faq-jsp-138165.html
Run 'java -jar derbyrun.jar sysinfo', and look in the 'Locale Information' section of the output to determine what Locale Information Derby is receiving from the operating system.
On a Unix system, you should be able to controle the locale through the LANG environment variable, or by setting the user.language, user.country, and user.variant system properties from the command line.