Yeah he did say that in his interview.
MADDOW: Did Rudy Giuliani and therefore the Trump campaign have advanced notice from inside the FBI, from the New York field office or wherever, that this announcement from you was coming?
COMEY: Not that I know of, but I saw that same publicity and so I commissioned an investigation to see if we could understand whether people were disclosing information out of the New York office or any other place that resulted in Rudy’s report on Fox News and other leaks that we were seeing in the media.
I don’t know what the result of that was. I got fired before it was finished, but I know that I asked that it be investigated.
http://www.msnbc.com/rachel-maddow-s...ull-transcript