>While I'm not a big fan of it, the CONTINUE statement may be what you're looking for. It terminates the current iteration of the loop and immediately starts the next one.

Yes, we found it a few days ago. It does what LOOP does in VFP. This is exactly what I wanted. It does the job as per the current logic that was implemented. We could have encapsulated the remaining portion of code into a big IF but we wanted to avoid that.