Tsql loop

DECLARE @Event_ID int

DECLARE my_cursor CURSOR FOR
SELECT Event_ID FROM ITS_CALENDAR_EVENTS_LIST
WHERE EVENT_SA_Flag = 1

OPEN my_cursor

FETCH NEXT FROM my_cursor
INTO @Event_ID

WHILE @@FETCH_STATUS = 0
BEGIN
    INSERT INTO ITS_CALENDAR_EVENTS_TO_FLAGS (Event_ID, Event_Flag_ID)
    VALUES (@Event_ID, 1)

    FETCH NEXT FROM my_cursor
    INTO @Event_ID
END

CLOSE my_cursor
DEALLOCATE my_cursor