Heard it...
But unlikely to be true.

All the attacks were co-ordinated to occour at the same time, and it is unlikely that an armed response team would have been on scene at the right time to intercept a bomber.
(R-T-C Got arbitrage profits?, Thu 7 Jul 2005, 15:12, archived)

That's what I thought
Plus I've yet to hear from anyone who actually saw it happen. . .
( OldWhit, Thu 7 Jul 2005, 15:15, archived)