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Unfortunately you will need to leave a CAT on your bike to maintain your warranty, either in your head pipe (where it is now) or switch to Harleys Screamin Eagle "performance" exhaust which CAN have the cats in the mufflers alleviating the cat in the header. You'll also need to stay in EPA compliance with the mothership for any tuning you will (after it becomes available in the aftermarket) want to do. Some have found ways around it, they say, but Harley has us in a stranglehold (sorry Ted) if you truly want to keep 100% of your warranty. Most, like me, just say scew it and move forward. There are several options for you out there for slip-ons or probably the most popular choice for exhaust on this site are these tried and true performance upgrades
https://fullsac.com/Enjoy!