Hello,
Thank you for your link and your help.
But, I have found this link that corresponds more to my issue :
http://social.msdn.microsoft.com/Forums/sqlserver/en-US/d2f822a5-2a7a-4ec5-9db4-35a107d8fcb9/mdx-parallelperiod-month-to-month
Here is my MDX request if it can help...