To achieve this in AX at the start of the new year you need to stop the old number series, and activate a new number series already created and aligning these in the parameters.
Nowadays there really is no need for a date based number sequence and usually customers want this because of limitations of reporting in the old system, I have never yet failed to talk a customer out of this with examples, explanations and getting them to justify why they want it.
This was the case in the UK 10 years ago - just because they are using the format does not mean it is correct - what benefit are they getting? This has NOTHING to do with posting and everything to do with the order entered onto the system date (not even the customers order date). If I enter an order on 31/12/09 it gets a 2009 number sequence - what benefit does this serve?
That is correct, that is how AX works and what you would need to do if you want to adopt this process.