When deleting rows you have to step backward from last row to first row. If
you delete row 5 then what was row 6 becomes row 5 and you will skip
processing the orignal row 6 becasue the for loop went to the next row. See
code below. I simply changed the For statement. I also made the code more
readable.

You also have to add the bold for each case, otherwise, only one case will
get higlighted


Sub FormatCFTCFile()

wheatBoards = Array("WHEAT - CHICAGO BOARD OF TRADE", _
"CORN - CHICAGO BOARD OF TRADE", _
"U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE")

' figure out what row is the last row of data
Finalrow = Cells(Rows.Count, 1).End(xlUp).Row
' loop through all rows from row 2 where data starts to the final row
For x = Finalrow To 2 Step -1
Select Case Cells(x, 1)
'check for commodity names that we want to keep the data from
Case "WHEAT - CHICAGO BOARD OF TRADE", _
"CORN - CHICAGO BOARD OF TRADE", _
"SOYBEANS - CHICAGO BOARD OF TRADE", _
"U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE"

' if the row contains data we want, bold it
Cells(x, 1).EntireRow.Font.Bold = True

Case "SOYBEAN MEAL - CHICAGO BOARD OF TRADE", _
"2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE", _
"SUGAR NO. 11 - ICE FUTURES U.S."

' if the row contains data we want, bold it
Cells(x, 1).EntireRow.Font.Bold = True

Case "5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE", _
"10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE"

' if the row contains data we want, bold it
Cells(x, 1).EntireRow.Font.Bold = True

Case "NO. 2 HEATING OIL, N.Y. HARBOR - NEW YORK MERCANTILE
EXCHANGE", _
"NATURAL GAS - NEW YORK MERCANTILE EXCHANGE", _
"CRUDE OIL, LIGHT SWEET - NEW YORK MERCANTILE EXCHANGE"

' if the row contains data we want, bold it
Cells(x, 1).EntireRow.Font.Bold = True

Case "COFFEE C - ICE FUTURES U.S.", _
"SILVER - COMMODITY EXCHANGE INC.", _
"COPPER-GRADE #1 - COMMODITY EXCHANGE INC.", _
"GOLD - COMMODITY EXCHANGE INC."

' if the row contains data we want, bold it
Cells(x, 1).EntireRow.Font.Bold = True

Case "JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE", _
"EURO FX - CHICAGO MERCANTILE EXCHANGE", _
"GASOLINE BLENDSTOCK (RBOB) - NEW YORK MERCANTILE EXCHANGE"

' if the row contains data we want, bold it
Cells(x, 1).EntireRow.Font.Bold = True

Case "DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE", _
"S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE", _
"DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE"

' if the row contains data we want, bold it
Cells(x, 1).EntireRow.Font.Bold = True

Case "NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE", _
"NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE"

' if the row contains data we want, bold it
Cells(x, 1).EntireRow.Font.Bold = True

Case "S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE", _
"E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE"

' if the row contains data we want, bold it
Cells(x, 1).EntireRow.Font.Bold = True

Case Else
Cells(x, 1).EntireRow.Delete
End Select
Next x
' delete all unnecessary columns
End Sub