Remark 2
Tag 09NV, permanent. Cite it as [Bourbaki, Tag 09NV].
Integration, chapter IX, § 1. Premeasures and measures on a topological space
Beware, however, that the existence of a sequence of Borel sets of finite measure for , with union T, does not necessarily imply the existence of a sequence of open sets of finite measure with union T (in other words, does not imply that is moderated). See Exer. 8.
Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.
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