XLSM are macro enabled (possibly with compiled VBA macro module), so I would not understand why you would want to create such as file from SAS.
I have a similar requirement. I do the heavy lifting in SAS and write the output of the process into an Excel (.xls) file where it drives a pivot table that in turn drives a bunch of dynamic data tables, which uses a custom VBA function to format the appearance of data values in cells. Recently, the output had more rows than a .xls file can handle, so I recreated the .xls in a .xlsx, which whinged about the VBA, so I used a .xlsm. When I attempted to write directory to the .xlsm from SAS using PROC EXPORT, I didn't have a lot of success. As a work around, I modified my pivot tables to externally reference a .xlsx that I create using SAS. It's a bit clunky because it means I have to have two files where I once had one (i.e. the .xlsx with the data and the .xlsm that does what I need it to do), but it's better than not being able to have my dynamic tables. So, that's why I would like to be able to directly write into a .xlsm.
... View more