Hi Krish,
1) On Sheet2 in A1 type Jan; select this call and drag fill handle to the
right giving the 3-letter names of the 12 months in A1:L1
2) Assume your first date is in A2 on Sheet1
In B1 (insert a blank column if needed) use
=DATE(RIGHT(A2,4),MATCH(LEFT(A2,3),Sheet2!$A$1:$L$1,0),MID(A2,5,2))
3) Format to taste and copy down the column.
4) Insert a blank column C if required
5) Copy dates in B2:B10000, click on cell C2 and use Edit|Paste Special|
Values and Number format
6) If required, delete columns A and B
As always - make a backup of important data before experimenting.
Best wishes