Watch CNBC’s full interview with U.S. Attorney for the Southern District of New York Jay Clayton [P4n3bfq3gtX]

Jay Clayton, U.S. Attorney for Southern District of New York and former SEC chair to discuss the shooting at the White House Correspondents Dinner, news of DOJ dropping its criminal probe against Fed Chair Powell, DOJ's case against Southern Poverty Law Center, Elon Musk's lawsuit against OpenAI, future of prediction markets, and more.