I am a tyro and have a macro done to extract data from different files and
placed in €œsheet 1€� columns A to J, a filter was added to select required
data and copy them to €œsheet 2€�. Prime filter is in column E with different
currencies (tens of different currencies), each currencies need to check
another filter in column A if data contain in say 1 week, 1 month (15 tenors)
etc., add calculation at bottom after each loop. My macro only works for two
currencies, any more loop was rejected reason of €œProcedure too large€�, your
assistance is needed to modify my macro to make it compile all looping.

Sheets("Sheet1").Select
Range("A1:J1").Select
Selection.AutoFilter Field:=5, Criteria1:="CHF"
Selection.AutoFilter Field:=1, Criteria1:="1 wk"
Range("A2:J2").Select
Range(Selection, Selection.End(xlDown)).Select
Selection.Copy
Sheets("Sheet2").Select
Range("A65536").End(xlUp).Offset(3, 0).Select
ActiveSheet.Paste
Range("A65536").End(xlUp).Offset(1, 0).Select
ActiveCell.Formula = "1 wk"
ActiveCell.Offset(0, 1).Select
ActiveCell.Formula = "CHF"
ActiveCell.Offset(0, 2).Select
ActiveCell.Formula = "=vlookup(RC[-3],'Date_Calculation'!R1C11:R15C12,2)"
ActiveCell.Offset(0, 1).Select
ActiveCell.Formula = "Total In"
ActiveCell.Offset(0, 1).Select
ActiveCell.Formula = "=SUMPRODUCT(--(Sheet1!R1C1:R65535C1=""1
wk""),--(Sheet1!R1C5:R65535C5=""CHF""),(Sheet1!R1C6:R65535 C6))"
ActiveCell.Offset(0, 2).Select
ActiveCell.Formula = "Total Out"
ActiveCell.Offset(0, 1).Select
ActiveCell.Formula = "=SUMPRODUCT(--(Sheet1!R1C1:R65535C1=""1
wk""),--(Sheet1!R1C5:R65535C5=""CHF""),(Sheet1!R1C9:R65535 C9))"
ActiveCell.Offset(0, 1).Select
ActiveCell.Formula = "Net"
ActiveCell.Offset(0, 1).Select
ActiveCell.Formula = "=RC[-5]-RC[-2]"

Sheets("Sheet1").Select
Selection.AutoFilter Field:=1, Criteria1:="2 wk"
Range("A2:J2").Select
Range(Selection, Selection.End(xlDown)).Select
Selection.Copy
Sheets("Printout").Select
Range("A65536").End(xlUp).Offset(3, 0).Select
ActiveSheet.Paste
Range("A65536").End(xlUp).Offset(1, 0).Select
ActiveCell.Formula = "2 wk"
ActiveCell.Offset(0, 1).Select
ActiveCell.Formula = "CHF"
ActiveCell.Offset(0, 2).Select
ActiveCell.Formula = "=vlookup(RC[-3],'Date_Calculation'!R1C11:R15C12,2)"
ActiveCell.Offset(0, 1).Select
ActiveCell.Formula = "Total In"
ActiveCell.Offset(0, 1).Select
ActiveCell.Formula = "=SUMPRODUCT(--(Sheet1!R1C1:R65535C1=""2
wk""),--(Sheet1!R1C5:R65535C5=""CHF""),(Sheet1!R1C6:R65535 C6))"
ActiveCell.Offset(0, 2).Select
ActiveCell.Formula = "Total Out"
ActiveCell.Offset(0, 1).Select
ActiveCell.Formula = "=SUMPRODUCT(--(Sheet1!R1C1:R65535C1=""2
wk""),--(Sheet1!R1C5:R65535C5=""CHF""),(Sheet1!R1C9:R65535 C9))"
ActiveCell.Offset(0, 1).Select
ActiveCell.Formula = "Net"
ActiveCell.Offset(0, 1).Select
ActiveCell.Formula = "=RC[-5]-RC[-2]"

Thanks in advance
Regards