SQL Server 2008 - MERGE INTO as a loop: syntax error - sql

Question

I am attempting to run an SQL query, which includes a MERGE INTO statement, that loops through each month.
I am getting a couple of syntax errors:
Msg 156, Level 15, State 1, Line 3 Incorrect syntax near the keyword 'INTO'.
Msg 156, Level 15, State 1, Line 10 Incorrect syntax near the keyword 'AS'.
Msg 102, Level 15, State 1, Line 35 Incorrect syntax near ','.
It is printing the month/year correctly so I don't think the problem is in the loop, but the merge statement. I looked around but it looks right to me but I am sure I am missing something. I could have sworn I used this code before and it worked.
Here is the code:
Declare #StartDate As Datetime set #StartDate = '5/1/2015'; --Update to first month that needs to be added
Declare #StopDate As Datetime set #StopDate = '12/1/2015'; --Update to last month that needs to be added
Print 'Start Date ' + Cast(#StartDate as varchar(30));
Print 'Stop Date ' + Cast(#StopDate as varchar(30));
Print 'Total Months ' + Cast(Datediff(Month, #StartDate, #StopDate) + 1 as varchar(30));
Print ' ';
Declare #Date As Datetime set #Date = #StartDate;
Declare #SQL_Cmd As Varchar(Max);
Declare #SQL_Contract_Status As Varchar(Max) set #SQL_Contract_Status =
'
MERGE
INTO ANNUSER1.RPS_Contract_Person_PT AS TGT
USING ( Select
P.Datamart_Timestamp
,P.Contract_ID
,P.DOB
,Ltrim(Rtrim(
CASE
WHEN P.Datamart_Timestamp
< CONVERT(DATETIME, ''2007-06-01 00:00:00'', 102)
AND Len(P.Name_Last) > 25
THEN Substring(P.Name_Last,26,Len(P.Name_Last)-25)
ELSE P.Name_First
END)) As Name_First
,Ltrim(Rtrim(
CASE
WHEN P.Datamart_Timestamp
< CONVERT(DATETIME, ''2007-06-01 00:00:00'', 102)
AND Len(P.Name_Last) > 25
THEN LTrim(Left(P.Name_Last,25))
ELSE P.Name_Last
END)) As Name_Last
,P.Sex
,P.TIN
,P.TIN_Type
,D.Group_Plan_ID
From AT_RPS_2015_05_Contract_Person AS P
INNER JOIN AT_RPS_2015_05_Contract_Data AS D
ON P.Contract_ID = D.Contract_ID
WHERE (P.[Role] IN (''PT''))
) AS SRC
ON ( TGT.Contract_ID = SRC.Contract_ID )
AND ( TGT.DOB = Cast(SRC.DOB as Date)
OR ( TGT.DOB IS NULL
AND SRC.DOB IS NULL ) )
AND ( TGT.Name_First = SRC.Name_First
OR ( TGT.Name_First IS NULL
AND SRC.Name_First IS NULL ) )
AND ( TGT.Name_Last = SRC.Name_Last
OR ( TGT.Name_Last IS NULL
AND SRC.Name_Last IS NULL ) )
AND ( TGT.Sex = SRC.Sex
OR ( TGT.Sex IS NULL
AND SRC.Sex IS NULL ) )
AND ( TGT.TIN = SRC.TIN
OR ( TGT.TIN IS NULL
AND SRC.TIN IS NULL ) )
AND ( TGT.TIN_Type = SRC.TIN_Type
OR ( TGT.TIN_Type IS NULL
AND SRC.TIN_Type IS NULL ) )
WHEN NOT MATCHED
THEN
INSERT
(
Contract_ID
,Sequence_Number
,DOB
,Name_First
,Name_Last
,Sex
,TIN
,TIN_Type
,Datamart_Timestamp
,Group_Plan_ID
)
VALUES
(
SRC.Contract_ID
,Coalesce(
(SELECT Max(Sequence_Number)
FROM ANNUSER1.RPS_Contract_Person_PT AS TGT
WHERE TGT.Contract_ID = SRC.Contract_ID)
,0) + 1
,Cast(SRC.DOB as Datetime)
,SRC.Name_First
,SRC.Name_Last
,SRC.Sex
,SRC.TIN
,SRC.TIN_Type
,Cast(SRC.Datamart_Timestamp As Datetime)
,SRC.Group_Plan_ID
); ';
While #Date <= #StopDate
Begin
Set #SQL_Cmd = Replace(Replace(#SQL_Contract_Status, 'YYYY', Year(#Date)), 'MM', Right('0' + Cast(Month(#Date) As Varchar(2)), 2));
Exec (#SQL_Cmd);
Print Cast(Year(#Date) as varchar(30)) + '_' + Right('0' + Cast(Month(#Date) as varchar(30)),2) + ' ' + Cast(##RowCount as varchar(30));
Set #Date = Dateadd(Month, 1, #date);
End;
GO