Repopulate select_filter in grid header


I have a grid with in the header two select_filters.
The aim of this question is how to recollect the existing values in the second filter after filtering the grid with the first select_filter.

I give a small example :
A grid contains items sold in different years where the selling date is split in year and month.
The first filter gives the possible years (e.g. from 2010 to 2016).
The second filter gives all the possible months found after initially loading the grid.

As we are January 2016 right now, the grid can not contain items sold in the second month of the year.
If I select 2016 in the first filter, the second filter still shows all the months of the year.

How can I repopulate the second filter so it only shows the possible values for the selected year ?

Unfortunately such feature is not supported.