I only needed to know...
ReDim Preserve MyFiles(1 To FNum)
try change to
    If FNum > 0 Then
        Dim Arr
        ReDim Arr(1 To FNum, 1 To 2)
        For FNum = LBound(MyFiles) To UBound(MyFiles)
            Set mybook = Workbooks.Open(FilePath & MyFiles(FNum))
            Sheets("FX Historical Data").Activate
            RowCount = Range("A1").End(xlDown).Row
            Arr(FNum, 1) = Range(Range("A2"), Range("b2").Offset(RowCount - 1))
        
            Sheets("Position Data").Activate
            RowCount = Range("A1").End(xlDown).Row
            Arr(FNum, 2) = Range(Range("A2"), Range("d2").Offset(RowCount - 1))
        
            ActiveWorkbook.Close
    
        Next FNum
        For FNum = LBound(Arr) To UBound(Arr)
            Sheets("FX Historical Data").Activate
            Range("A2").Resize(UBound(Arr(FNum, 1), 1), UBound(Arr(FNum, 1), 2)) = Arr(FNum, 1)
            Sheets("Position Data").Activate
            Range("A2").Resize(UBound(Arr(FNum, 2), 1), UBound(Arr(FNum, 2), 2)) = Arr(FNum, 2)
        Next
    
    Sheets("Report").Activate
    
    Application.ScreenUpdating = True
    Application.Calculation = xlCalculationAutomatic