She's there for CF/BCG Partners' annual 9/11 fundraiser-- all global revenues from the day are donated to charity, so help a girl out!
Cantor is loving those margins on Mary Jane.
Something you may have picked up on when watching CNBC interviews is that if an anchor or a reporter has fond feelings for their interviewee, they often find it difficult to suppress. Joe Kernen, for example, more or less fellated David Tepper when the hedge fund manager appeared on Squawk Box a while back, telling Tepper his "entire body had chills" at the thought of having him on set (Bill Murray received the same treatment last Friday). To that end, perhaps you saw Darren Rovell's interview with Kate Upton?