I am running into this issue in SL 2015 CU2 that was apparently fixed in SL 2015 CU1. It happens on the "Set sivTB = New SIVToolbar" line of code in the Excel Macro.
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Can MS confirm that is Hot Fix made it into SL 2015 CU2 and beyond? Below is the link for the SL 2015 CU1 Hot Fix.