I know there one on the Header but is there any place else? I noticed when I change my Exhaust (Catback) the mid pipe goes to the down pipe then the axle back..

So if we got E/H setup we wouldn't have any Cats, am I wrong?

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The main cat is in the the header yes, but there is another in the mid pipe. So exhaust and header will elimate both cats yes. Depends on where you live and what kind of sound you want if both exhaust and header are a good idea.