Default value in Financial Period Prompt

[colt]

Hi,
in my report I have a Prompt to chose Financial Period which is part of the DATE Dimension within a cube.
I want this prompt to default to the last closed period. That means if actual date is in MAY, the last
closed period is 04. Due to Budget-Data, there are also future Periods within the selection of the prompt.
Therefore it's not just a question of sorting data descending and taking the first entry.
Default value should be valid for all ouptut-formats. (HTML,PDF,...)

Any ideas how to solve this ?