Not knowing your desired processing, this is a guess and some made up examples
Dim r1rng as Range, rData as Range, rInter as Range
Set rData = Activesheet.UsedRange
k=10 ' last column
iLast = 100 ' last row
For r = 2 To iLast
'assuming that I and k are 'in bounds'
Set r1rng = Range(ActiveSheet.Cells(i, 2), ActiveSheet.Cells(i, k))
Set rInter = Intersect(r1rng, rData)
'process, process, process ... the intersection
Next I
There are more elegant ways to do this, but we'd need to know about the overall macro and processing