I haven't seen anything that suggests that the 40d will be coming to North America this fall. BMW previously announced that they would not ever bring the 40d to North America, since it was not developed for urea injection. It is based on an entirely different engine than the 35d, the N57 instead of the M57.

BMW has now announced the 45d for this fall, at the Frankfurt show. Apparently it will go in the X5 and X6 first. It has a reported 354 hp, and 520 lb-ft of torque (not double, but pretty good none the less). I think that the 45d may be offered alongside another diesel concurrently, but that is just a guess.

Even if the new engines aren't out in the US this fall, delaying the tagging of the X5d as a 2012 model could avoid having to recertify the engine under current emissions rules.

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2007 X3 3.0si, 6 MT, Premium, White

Retired:
2008 535i, 6 MT, M Sport, Premium, Space Grey
2003 X5 3.0 Steptronic, Premium, Titanium Silver
2002 325xi 5 MT, Steel Grey
2004 Z4 3.0 Premium, Sport, SMG, Maldives Blue