I used AdventureworksDW, which only has four fiscal years of data, so I had to cheat on some of the numbers, but here is what I did. There may be a better way, but this way works.

I used the Head function to pull off the first one (but you will want three) years of the children in the FY Hierarchy. Then create another set by generating the descendants of that first set at the month level.

Then I repeated the process except excluding the set of years that I had already processed.

WITH

SET Set1 AS

Head([Due Date].[FY Hierarchy].Children, 1)

SET Months AS

Generate(

Set1

, Descendants( [Due Date].[FY Hierarchy].CurrentMember, 2)

)

SET Set2 AS

Head(

Except(

[Due Date].[FY Hierarchy].Children

, Set1

)

, 2

)

SET Quarters AS

Generate(

Set2

, Descendants( [Due Date].[FY Hierarchy].CurrentMember, 1)

)

SET Years AS

Head(

Except(

[Due Date].[FY Hierarchy].Children

, {Set1, Set2}

)

, 1

)

SET Details AS

{Months, Quarters, Years}

SELECT [Measures].[Sales Amount - Fact Reseller Sales] ON Columns

, [Due Date].[Fiscal Year].Children * Details ON Rows

FROM [Adventure Works DW]

(I didn't like the FY Hierarchy level names, so I used the level numbers instead. If this had been a cube that I had created from scratch, I would have had better level names and used the names.)

Drew