Sub AlphaHeadersOnIndex()
' Paul Beverley - Version 10.09.19
' Adds alpha headers to an index

myHead = "`" ' One less than "a"

For Each pa In ActiveDocument.Paragraphs
  myNewHead = ""
  paText = LCase(pa.range.Text)
  If Asc(paText) > Asc(myHead) Then
    myNewHead = Left(paText, 1)
    pa.range.Select
    Selection.InsertBefore Text:=vbCr & UCase(myNewHead) & vbCr
    Selection.End = Selection.Start + 2
    Selection.range.Font.Bold = True
    myHead = myNewHead
  End If
Next pa
End Sub