Mensa Puzzle

[johnalex]

From this month's Mensa Magazine, what letter should replace the question mark in this sequence: 

                  Y Y H L ? E Y T R

[sddsddean]

Y

Look in your diary.

[kosoro]

The answers Y

[johnalex]

Well done Sddsddean and Kosoro!  I've been looking at this for days and getting nowhere.  I'm now in with a chance to win one of two wooden "porcupine puzzles", which could make my life complete.  Will let you know if this happens.... Thanks again! - ja

[juliely]

Would someone please explain the answer to me?
Juliely

[silly moo]

They are the last letters of the months from January to September.