Via Buster Olney of ESPN:
Not sure if that means he’s unavailable or unavailable to the Yankees, but either way he is not coming to the Bronx. Sometimes it seems shortsighted for teams to not want to deal within their own division, but with the lack of talented pitching available it probably doesn’t matter.
If the Rays are looking to deal him, they would be able to get a good offer from somebody else—the Yankees aren’t the only team with prospects.
So the Rockies don’t seem to be serious in trading Ubaldo Jimenez, the Rays won’t trade Shields to the Yankees and the next best pitcher available, Hiroki Kuroda, won’t waive his no-trade clause for an east coast team.
At this point, the Yankees are probably forced to go with what they have.