Macro IN Operator (SAS 9.2)

In SAS 9.2 version:

%macro test;
%if &dsn IN ae ds co cm %then %do;
      Some---SAS—Statements;
%end;
%test;

Note:
No need of % sign in front of IN operator.
In SAS 9.2 both IN and # work if you use the system option minoperator inside your macro call.

%macro test/minoperator;
%if &dsn # ae ds co cm %then %do;
      Some---SAS—Statements;
%end;
%test;

%macro test;
%if &dsn IN ae ds co cm %then %do;
      Some---SAS—Statements;
%end;
%test;

MINOPERATOR option tells SAS to recognize the word 'IN' or special symbol # by the SAS macro facility as an infix operator when evaluating logical or integer expressions.

Here is another way of writing the macro code with delimiters.

Use MINDELIMITER option to change the default delimiter from space to any other, in this case it is comma (,).

options mindelimiter;

%macro test/mindelimiter=',';
%if &dsn IN ae,ds,co,cm %then %do;
      Some---SAS—Statements;
%end;
%test;