Thanks for the suggestions.
Firstly I'm going to recheck the requirements, because I seem to remember that the column headings aren't all the same grouping i.e. I think they go something like
Last Month, Current Month, Next Month, Year To Date, Year +1, Year +2, Year +3 Etc and then under theses headings are 6 sub headings.
So with this in mind it may have to end up as a Tablix rather than a Matrix, but I'll do a bit of analysis first.