DECLARE @StockCode AS VARCHAR(10)
DECLARE @BayNumber AS VARCHAR(10)
DECLARE @Quantity AS INTEGER
DECLARE @Now AS DateTime
DECLARE @TxnID AS Integer
DECLARE @MoveQuantity AS Integer

DECLARE stock_cursor CURSOR FOR
SELECT *
FROM TotalByBay
WHERE Quantity <> 0
ORDER BY StockCode

OPEN stock_cursor

FETCH NEXT FROM stock_cursor
INTO @StockCode, @BayNumber, @Quantity

WHILE @@FETCH_STATUS = 0
BEGIN

   PRINT @StockCode + ', ' + @BayNumber + ', ' + CAST(@Quantity AS VARCHAR(20))

  SET @Now = GetDate()

   INSERT INTO MOVEMENT(StockCode,....) Values(@StockCode,...)------1
   SELECT @TxnID = @@identity -- get id


   SET @MoveQuantity = -1*@Quantity
   INSERT INTO BayMovement(....) Values(@TxnID, @BayNumber, @MoveQuantity, @Quantity)-----2


   INSERT INTO StkAdjustments(StockCode, InOut, Source, Destination, Initials, OrderID, InternalLocOut, DeleteItem, TxnID, BayNumber, MovementQuantity, RawQuantity)
   VALUES(@StockCode, '2', '5', '4', 'SYS', 0, 2, 0, @TxnID, @BayNumber, @MoveQuantity, @Quantity)------3

   FETCH NEXT FROM stock_cursor
   INTO @StockCode, @BayNumber, @Quantity
END

CLOSE stock_cursor
DEALLOCATE stock_cursor
GO

SELECT identity(int, 1,1) as ID_COL, <other required columns only; dont use *>
	INTO #TEMP_TABLE 
FROM TotalByBay
WHERE Quantity <> 0
ORDER BY StockCode

DECLARE @ID_COL int
:
	<declare more variables for each column in the above tamp table>
:
SET @ID_COL = 0
WHILE (1=1)
BEGIN
	SET ROWCOUNT 1

	SELECT @ID_COL = ID_COL, <other columns into corresponding variables>
	  FROM #TEMP_TABLE
	 WHERE ID_COL > @ID_COL
	
	If @@rowcount = 0	break

	SET ROWCOUNT 0
	
	
	:
	:
	< Do the rest of your process..>
	:
	:
END

declare @tmp table(
	TxnID int identity(1,1) primary key clustered,
	StockCode ...,
	BayNumber ...,
	Quantity ...
	)
insert into @tmp(StockCode, BayNumber, Quantity)
	select StockCode, ...
	  from TotalByBay
	  where Quantity > 0 --better then <> 0 if there is an index having Quantity as a first column and qty can't be < 0
--1
set identity_insert movement on
insert into movement (TnxID, StockCode, ...)
	select TnxID, StockCode, ...
	  from @tmp
set identity_insert movement off
--2
insert into BayMovement(TnxID, BayNumber, MoveQuantity, Quantity)
	select TnxID, @BayNumber, -1 * Quantity, Quantity
	  from @tmp
--3
insert into StkAdjustments(StockCode, InOut, Source, Destination, Initials, OrderID, InternalLocOut, DeleteItem, TxnID, BayNumber, MovementQuantity, RawQuantity)
	select StockCode, '2', '5', '4', 'SYS', 0, 2, 0, TxnID, BayNumber, -1 * Quantity, Quantity)
	 from @tmp
go