Have to agree with Ekona. Its an exhaust leak, not an aftermarket system. Any well known branded exhaust will have gone through some kind of R&D (the extent depends on the brand) for how it'll fit, sound, high and low tone, frequency resonance and more.
Given the location of where you could do this, and I stress that you dont, would be either the end of the Y pipe or at the backbox. Either would make the car sound awful imo. Ive seen some ghetto mods, but this is one of the dumbest...