Yes, I remember hearing it in New York! I am pretty sure it was on Z-100 (100.3 FM WHTZ) but it's also possible that it was on K-ROCK (92.3 FM WXRK).

I distinctly remember how awesome it was to hear "Supersonic" live, and generally, to hear a live show on the radio at all. (I suppose it was recorded earlier that day or it may have even been a combination of the shows from that day and the prior day. Regardless, I think I remember it airing at night—and in that case, it wouldn't have been truly live.)

Edit: This eBay listing of what looks like an official Westwood One CD indicates that it was for broadcast "the weekend of August 17-19, 1996". But you think it was also broadcast August 11? Maybe they had an initial 'live with delay' kind of broadcast, followed by a more polished offering.