I'm not exactly sure what you are looking for, but let me provide some info and see if this helps.
X13 (X12) has predefined regressors and also events can be used. You can use an ARIMA (0 0 0)(0 0 0) model. Parameters for regressors can be estimated. The event dummies can be output. You will need at least 3 years of data, but I know that sometimes people achieve this by repeating the same year 3 times.
Try the following code that uses several strategies including trading day regression, X13 predefined dummies and monthly dummies. (Note that the last term is usually derived to avoid singularity.) There are more options than I show, for instance trigonometric seasonal dummies and other trading day effects.
Also look for "Regression Model Parameter Estimates" in the lst file. The parameter estimates can be output to a data set using "ods output RegParameterEstimates=<dataset name>".
proc x13 data=sashelp.air date=date;
regression predefined=TD;
estimate;
output out=TDreg A1 A6 B1;
run;
proc print data=TDreg;
run;
proc x13 data=sashelp.air date=date;
regression predefined=seasonal;
estimate;
output out=Seasonalreg A1 B1;
run;
proc print data=Seasonalreg;
run;
proc x13 data=sashelp.air date=date;
event January February March April May June July August
September October November /
usertype=seasonal seasonal seasonal seasonal seasonal
seasonal seasonal seasonal seasonal seasonal
seasonal;
estimate;
output out=Monthsreg A1 A10 B1;
run;
proc print data=Monthsreg;
run;
/* 35 observations is not enough data */
proc x13 data=sashelp.air(obs=35) date=date;
regression predefined=seasonal;
estimate;
output out=Seasonalreg A1 B1;
run;