I know there is talk of cats being in the headers in Europe but I find it hard to imagine that there is enough room in the header tubes. It seems far more likely and practical that the cats are in the front of the mufflers(silencers) as Dogg33 says (and that's where they are in the Australian bikes).

Cheers, Richard
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09 America, Staintune Pipes, K&N, Breathe, Hagon Nitros, AI & O2 removed, tune 20184 (modified), MTX-L a/f gauge