The following is a modified code from this newsgriou

Sub MonthRange()
Dim iStart As Long
Dim iEnd As Long
Dim rng As Range
Dim i As Long
ActiveWorkbook.Names.Add Name:="DlyAll", RefersToR1C1:= _
"=OFFSET(Daily!R1C1,1,0,COUNTA(Daily!C1)-1)"
With Sheets("Daily")
For i = 1 To 12
iStart = _
.Evaluate("=MIN(IF(MONTH(DlyAll)=" & i &
",ROW(DlyAll)))")
iEnd = _
.Evaluate("=MAX(IF(MONTH(DlyAll)=" & i &
",ROW(DlyAll)))")
If iEnd < 0 Then
Set rng = Sheets("Daily").Range("A" & iStart & ":A" & iEnd)
rng.Name = "Rng" & Format(DateValue("01-" & i), "mmm")
End If
Next i
End With

if I want to get the range named based on month and year from data of
more than one year how i can modify this code?

so the Range name will look like RngJan06 for January 2006 Data and
RngJan2007 for 2007 Data?

thanks

Abdul