Partial transcript from CNN:

"Well, Larry, our offices were on the 101st floor with -- and Howard Lutnick had very kindly, for many years now, had given us an office there. And we were at "Good Morning America" and we watched the airplane go into the Cantor Fitzgerald offices..."

Full transcript below"

http://transcripts.cnn.com/TRANSCRIPTS/0111/18/lklw.00.html

Quote from 2018 Hello Magazine interview:

"In 2001 Sarah was on her way to her office in the North Tower of the Twin Towers in New York on 11 September, and said that her life was saved on that tragic day because she was held up by traffic for 20 minutes"

Link to full Hello interview below.

https://www.hellomagazine.com/royalty/2018112765025/sarah-ferguson-reveals-life-changing-way-of-thinking-after-near-death-experience/