Rigol DS4014 decided it would be more fun to be a DS4054

[iDevice]

Thanks for the reply, iDevice!
You're right, I've just received my DS4014 and it indeed uses only BNC.
I've tried looking for the Rigol calibration kit in the US but no one sells it. I've asked Tequipment and Rigol North America themselves, and they will start selling it next year (ETA January). I'll wait for that instead of messing with making my own cable for now

I would have suggest you to buy the kit from Batronix, but I just noticed they ran off stock and await a new batch in more than 21 days, which is not good as they just got a large delivery of Rigol stuff including probably a large inventory of DS-1000Z and DP-800 because they still have stock after a week, which is ... amazing as last stock lasted only a couple of hours.
So, that probably means the factory has run out as well in china and everyone has to wait till they produce a new batch and that could be unpredictably long.
This kit costs 40$, so it's cheap if you factor the PCB and the decent quality BNC connectors, but you can easily build it yourself like I said earlier, although not at that price if you use relatively good connectors.