Below are different options ordered by efficiency. I always start at the top and go down, if necessary

1. Name expression
2. Macro substitution
3. EXESCRIPT()

>Thanks Sergey, that's much cleaner than my attempt. Curious about something else now. You used macro expansion rather than EXESCRIPT. Any reason to prefer one over the other?
>
>>VFP9 has PRETEXT 8 value that eliminate new line characters. In VFP8 you'll have to use CHRTRAN().
>>

>>lcQtyFields = ""
>>
>>FOR I = 1 TO 10
>>TEXT TO lcQtyFields NOSHOW TEXTMERGE ADDITIVE
>>,QTY<<I>> int
>>ENDTEXT
>>ENDFOR
>>
>>TEXT TO lcTry2 NOSHOW TEXTMERGE PRETEXT 1+2+4
>>CREATE CURSOR output (
>>   F2 C(<<LEN(pop.f2)>>),
>>   CITY C(<<LEN(pop.city)>>)
>>   <<lcQtyFields>>)
>>ENDTEXT
>>
>>
>>lcTry2  = CHRTRAN(lcTry2,CHR(13)+CHR(10),"")
>>&lcTry2 
>>
>>