これでいかがでしょうか？
Sub test5()
Dim i As Long, j As Long, k As Long
Dim cn As Long, mai As Long

Const eNo As Long = 5000  '最終の番号を100の単位で設定します。
mai = WorksheetFunction.RoundUp(eNo / 300, 0)

For k = 1 To mai
    For j = 1 To 3
        cn = cn + 1
        'i = Int((cn - 1) / 3) + 1
        Cells(cn, 1).Value = (j - 1) * mai * 100 + (k - 1) * 100 + 1 & "〜" & (j - 1) * mai * 100 + (k - 1) * 100 + 100
        
    Next j
Next k

With Range(Range("A1"), Range("A1").End(xlDown))
    .RowHeight = 237.75
    .ColumnWidth = 76.88
    .Font.Size = 72
    .HorizontalAlignment = xlCenter
    .Borders.LineStyle = True
End With
Range("A1").Select

End Sub