Is the cbt exercise known as a TEA form which stands for Thought-Errors-Analysis. Once you catch the thought or thoughts that are making you anxious you write them down, then you identify the common thinking errors that are contained in each anxiety causing thought. Then you analyze the thought and replace it with a more objective and less emotionally loaded and more rational thought. This gets you out of your head (and panic mode) and helps you see things for what they are rather than letting your mind overreact unabated. It's amazing how well they work when you work on them regularly, they become more and more your natural way of thinking over time. Just interrupting the cycle helps a lot by itself, but if you really work at them everyday they work like a vaccine for most anxiety.