When you specify an intersection, or context, in a drill-through report, you determine the Essbase cells from which a spreadsheet user can drill through.
If you specify the drill-through context to contain the top level of a hierarchy, spreadsheet users can drill through from any intersection that contains the related Essbase dimension. For example, if you set an intersection level for the entire Product hierarchy, spreadsheet users can drill through from any level in the Product dimension that was built from that Product hierarchy. In the spreadsheet, users can double-click any data value that involves a member of the Product dimension, such as Colas or 100-10.
Specifying a level as a drill-through context ensures that a filter (or a WHERE clause in the SQL SELECT statement) based on that level in the hierarchy is applied to the drill-through request.