In reply to Eric.

Yes. I assume by "equally sized" you mean that you want approximately 1/5 of the observations in each bin? You can use GROUPS=5 on the PROC RANK statement to generate an indicator variable with values 1,2,3,4,5. You can then apply the format to make those values meaningful. You can also use the CNTLIN option to define the format by using a data set that contains the limits (quantile boundaries) for your user-defined format. Be aware, however, that if your data are rounded, you are not guaranteed to get 1/5 of the observations in each bin.