Trivia: Concerning the entire Wall Street/Stock Market scenes; Sex and the city was the very first production to film in the New York Stock Exchange since the movie Wall Street. They filmed these scenes at the actual NYSE. Because it was after 9-11, every piece of camera equipment, prop, costume, etc. had to be sniffed by bomb-sniffing dogs. This was the very first non-official event that was let into the Stock Market after 9-11. Every extra that you can see on the Stock Market floor was an actual trader. Also, Sex and the city got to open the real Stock Market, on the day the show premiered.
Trivia: This traffic jam scene was filmed in the 23rd and 5th avenue area of NYC. The City allowed the show to have the entire city block/area roped off, in order to create a realistic traffic jam. While they were filming this scene, Sex and the city 'owned' the whole block. (00:01:40)