Careful though, you will turn any formuls into text if you don't trap for formulas. Following is courtesy of Chip Pearson:-
Private Sub Worksheet_Change(ByVal Target As Excel.Range)
On Error GoTo ErrHandler
Application.EnableEvents = False
If Target.HasFormula = False Then
Target.Value = UCase(Target.Value)
End If
ErrHandler:
Application.EnableEvents = True
End Sub
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