SQL Server 2008: Loop/Iterate through date range while inserting

I have a scenario where I have to break the dataset down by the month and insert the results of the breakdown into a new table.

The data looks like this:
SUB_ID|EFF_DTE|TERM_DTE|PRO_ID|MD_NUM|AID
00010020100|2011-05-01|2011-08-31|1040160053|MK332|BSD            
00010020100|2012-01-01|2012-06-30|1040160044|FK172|ASM

The result needs to look like this for the first record, the range is from May to August

MONTH|PRO_ID|MD_NUM|AID
2011-05-01|1040160053|MK332|BSD
2011-06-01|1040160053|MK332|BSD
2011-07-01|1040160053|MK332|BSD
2011-08-01|1040160053|MK332|BSD
2011-05-01|1040160053|MK332|BSD

Then the data for the SUB_ID record changes and the new range is January to June, the results need to look like this:

2012-01-01|1040160044|FK172|ASM
2012-02-01|1040160044|FK172|ASM
2012-03-01|1040160044|FK172|ASM
2012-04-01|1040160044|FK172|ASM
2012-05-01|1040160044|FK172|ASM
2012-06-01|1040160044|FK172|ASM

Here's my code.

WITH RecCTE AS (
  SELECT sub_id, eff_dte
  FROM rawdata
  UNION ALL
  SELECT R.sub_id, DATEADD(day,1,R.eff_dte)
  FROM RecCTE R JOIN rawdata RD ON R.eff_dte < RD.term_dte
  )
INSERT INTO SDATA
SELECT R.sub_id, R.eff_dte
FROM RecCTE R
  JOIN (SELECT sub_id, pro_id, md_num,aid
        FROM rawdata
       ) T ON R.empid = T.empid
  JOIN (SELECT sub_id, COUNT(*) cnt
        FROM RecCTE
        GROUP BY sub_id) R2 ON R.sub_id=R2.sub_id