if not exists (select 1 from information_schema.schemata where schema_name = 'util')
begin
    exec sp_executesql N'create schema [util];';
end;
go
 
create table util.Numbers (
    Num int not null
    ,constraint PK_util_Numbers primary key (Num)
);
go
 
declare @MaxValue int = 1000000;
while (select count(1) from util.Numbers) < @MaxValue
begin
    declare @n int = @MaxValue - (select count(1) from util.Numbers);
    declare @offset int = isnull((select max(Num) from util.Numbers), 0);
    insert util.Numbers
    select top (@n) row_number() over (order by o1.[object_id]) + @offset
    from sys.objects o1
    cross join sys.objects o2
end;
 
select * from util.Numbers order by Num;
go