Vasant, got it to work, but can the code be improved?

Sub CopySheetsValues()

Dim ThisBookSheets As Long
Dim OldNumSheets As Long
Dim i As Long
Dim ThisWorkbookName As String

OldNumSheets = Application.SheetsInNewWorkbook
ThisBookSheets = ThisWorkbook.Worksheets.Count
ThisWorkbookName = ThisWorkbook.Name

' Add new workbook with as many sheets as are in the current workbook
Application.SheetsInNewWorkbook = ThisBookSheets
Workbooks.Add


For i = 1 To ThisBookSheets
Workbooks(ThisWorkbookName).Sheets(i).Cells.Copy
With Sheets(i).Cells
.PasteSpecial Paste:=xlValues
.PasteSpecial Paste:=xlFormats
End With
Next i

Application.SheetsInNewWorkbook = OldNumSheets

End Sub

Greg