That message says that the forward O2 sensor and the rear O2 sensor are not working correctly. Unless you go to Mexico a lot and get leaded gasoline, I would not suspect the CAT. Usually, there is a leak in the vacuum system and most likely one of the elbows - either under the battery tray or behind the alternator. If you have a NA engine, check the hose from the air cleaner to the throttle body for small air leaks.
A technician can tell you if the O2 sensors are working properly. YOU need to look for vacuum leaks.
Klaus
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1975 164 w/173,500mi 1995 850T w/91,000mi, 1998 V70R w/128,000mi
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