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On the stock car, there are 2 sensors on each side of the engine. One is placed at the intersection of the 3 primaries right before the first integrated catalytic converted, and one is located after that primary cat, still on the header. When you remove the header (with the integrated primary cat) both those O2 sensors now do not have a home.
These catless headers have two O2 bungs in each header. One is located on a primary, about halfway between the head and the merge collector. The other is located after the collector. In this way, the first O2 sensor is only reading exhaust gasses from 1 cylinder now, and hte 2nd one is reading from all three.
Originally, the O2 sensors do 2 things: 1 is that the first sensor monitors air/fuel ratios and, to a certain degree, adjusts the engine tune to ensure he car does not run too lean or rich. 2 is that the two sensors on each back are compared against each other- the 1st sensor is compared to the 2nd sensor, and the 2nd sensor is supposed to show a decrease due to the catalytic converter between them. If it doesn't, you get a check engine light, because it thinks the cat is going bad.
I haven't been getting a check engine light, but that is only luck. The car is burning clean enough and the sencond sensor is far enough back that I'm guessing it is within limits still.
Some other brands of catless headers do not have O2 bungs at all because they assume that you flash the ECU to ignore them since, if you're buying catless headers, you're racing it. If that is the case then of course without a flash the CEL would always be on since you would have to simply unplug the sensors. The car however would run fine, and would just simply not perform any fuel trim for aif/fuel - no real performance would be lost when the car was at normal operating pressure and temperature unless there was something else wrong with the car (like an old MAF, vac leak, etc)
I hope my understanding of this is correct, but that is what I've come to know about the system.
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