I was at the dealer today and here is there story. The only bike with the Cat in the header pipe is the California bike. They assured me this is the way it is. I see from a earlier post that Jim Kerr from Chicago has the Cat. Could the dealers up north be wrong.

Weasels
First rule of Harley ownership is do not trust what you hear from a dealer! They are knowledgeable about many things and are a good source of information, but they are also total idiots on a lot of things as well. Especially when it comes to new product releases. MoCo does not share much more info with them than they do with us.
Here's the scoop: Cats are in 100% of all 110 2009 bikes. They are installed in the header pipe, not the muffler. Dealers swap mufflers and don't see cat's and assume there isn't one. Many never even look in the header! Numerous people form throughout the country have verified and drilled theirs. Trust me, all 2009 110's have cats...
Cats are only in the 2009 96" bikes that are sold in California, Europe and Japan. I believe, but have not confirmed, that they are also in the header. The rest of the USA does not have them in the header or muffler.