I'm reading all lines of another sheet and I paste the value that I want to the active sheet VBA
Off the bat it appears that you are looping through the entire sheet "MT950" twice.  Doing this once will improve the speed.  Also, the line you said it might be slow around appears twice in your code. 

In your first loop you are running two comparisons, one using the If, Like, Then and then another right after using InStr(1, SearchString, swift, 1).  These can be combined into the following 

For Line = 1 To LastLine
    SearchString = Sheets("MT950").Range("A" &amp; Line).Value
    If InStr(1, SearchString, swift, 1) &lt;&gt; 0 and SearchString Like "-}{5:*" Then Count = Count + 1
Next Line


The second loop appears to be the same as the first only with more stuff happening once you get down inside of it.  I'd recommend merging these two loops, there doesn't seem to be a need to loop through all the rows twice.