Thanks, Pi.  There's quite a bit more out there than the Fox interview.  And I would have to say after reviewing much of it that Giuliani is lying when he says he didn't get his info from the FBI.
 For example: 
"Giuliani insisted to Blitzer that he did not receive a tip from someone currently in the FBI.  "In my case, it's real simple: I've talked to no FBI agent, I've talked to no Justice Department official. I have no idea about who's leaking information."

The former mayor added that everyone he does talk to in the FBI is a former agent.
Blitzer reminded Giuliani that in an October 28 interview on "The Lars Larson Show," the former mayor said he was in contact with former agents "and a few active agents, who obviously don't want to identify themselves."

While I understand why he's backpedaling, it doesn't change the fact that he's said he talks to current and retired FBI and has been given information about a current investigation.