Looks like you want to loop over months and years. So use SAS date functions.
%macro update();
%local i j vname;
%do i=1 %to 12;
%do j=9 %to 13;
%let vname=%sysfunc(mdy(&i,1,2000+&j),yymmn6.);
%put i=&i j=&j vname=&vname;
%end;
%end;
%mend;
%update;
Or even:
%let vname = %eval(200000 + 100*&j + &i);
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