--===== Create a temp table to import the file to
 CREATE TABLE #AllData (RawData VARCHAR(8000))

--===== Import the data into a single column using all defaults.
   BULK INSERT #AllData
   FROM 'C:\Temp\SomeFile.txt' --This is where I saved the example file

--===== Declare some obviously named local variables
DECLARE @PeriodEnding DATETIME

--===== Populate a variable with the Period Ending date from the file header
 SELECT TOP 1 --Just to short circuit the table scan...
        @PeriodEnding = SUBSTRING(RawData,PATINDEX('%[0-1][0-9]/[0-3][0-9]/[2][0-9][0-9][0-9]%',RawData),10)
   FROM #AllData
  WHERE RawData LIKE '%FOR PERIOD ENDING [0-1][0-9]/[0-3][0-9]/[2][0-9][0-9][0-9]%'

--===== Return a result set with the CodeValue numbers and the Period Ending date...
 SELECT LTRIM(RTRIM(RawData)) AS CodeValue,
        @PeriodEnding         AS EndDate 
   FROM #AllData
  WHERE SUBSTRING(RawData,2,1) > ''
    AND RawData NOT LIKE ' POLICY NO%'