FILE - In this Dec. 18, 2008, file photo, New York Yankees managing partner Hal Steinbrenner looks on during a news baseball conference at Yankee Stadium in New York. The Daily News reported Thursday, May 24, 2012, that there were rumors in Major League Baseball and New York banking circles that the Steinbrenner family "is exploring the possibility of selling the Yankees." Not so, says Steinbrenner.

NEW YORK, NY - MAY 23: Derek Jeter #2 of the New York Yankees is forced out at home as Humberto Quintero #33 of the Kansas City Royals throws to first base during their game on May 23, 2012 at Yankee Stadium in the Bronx borough of New York City. (Photo by Al Bello/Getty Images) ***BESTPIX***

New York Yankees including shortstop Derek Jeter, center, and first baseman Mark Teixeira (25) gather on the mound as manager Joe Girardi (28) takes the ball from starting pitcher Andy Pettitte, second from right, in the eighth inning of the Yankees' 8-3 victory over the Kansas City Royals during their baseball game at Yankee Stadium in New York, Wednesday, May 23, 2012.

New York Yankees relief pitcher David Phelps (41) delivers in the ninth inning of the Yankees' 8-3 victory over the Kansas City Royals in a baseball game at Yankee Stadium in New York, Wednesday, May 23, 2012.

Kansas City Royals' Jeff Francoeur (21) tosses his helmet after striking out and stranding a runner on second in the eighth inning of the Royals' 8-3 loss to the New York Yankees during their baseball game at Yankee Stadium in New York, Wednesday, May 23, 2012.

Kansas City Royals catcher Humberto Quintero consoles relief pitcher Greg Holland against the New York Yankees during their baseball game at Yankee Stadium in New York, Wednesday, May 23, 2012. The Yankees won 8-3.

New York Yankees third baseman Alex Rodriguez reacts after completing the throw to first for an out on Kansas City Royals' Humberto Quintero's ninth-inning ground out with a runner on third in the Yankees' 8-3 win in their baseball game at Yankee Stadium in New York, Wednesday, May 23, 2012.

New York Yankees third baseman Alex Rodriguez (13) throws to first to put out Kansas City Royals' Humberto Quintero on a ninth-inning ground out with a runner on third during the Yankees' 8-3 win in their baseball game at Yankee Stadium in New York, Wednesday, May 23, 2012.

NEW YORK, NY - MAY 23: CC Sabathia #52 of the New York Yankees wears a bracelet that reads "Little League" during their game against the Kansas City Royals on May 23, 2012 at Yankee Stadium in the Bronx borough of New York City. (Photo by Al Bello/Getty Images)

NEW YORK, NY - MAY 23: Alex Rodriguez #13 of the New York Yankees throws out Humberto Quintero #33 of the Kansas City Royals in the ninth inning during their game on May 23, 2012 at Yankee Stadium in the Bronx borough of New York City. (Photo by Al Bello/Getty Images)

NEW YORK, NY - MAY 23: Alex Rodriguez #13 of the New York Yankees throws out Humberto Quintero #33 of the Kansas City Royals in the ninth inning during their game on May 23, 2012 at Yankee Stadium in the Bronx borough of New York City. (Photo by Al Bello/Getty Images)

NEW YORK, NY - MAY 23: Robinson Cano #24, and Alex Rodriguez #13 of the New York Yankees celebrate their 8-3 win against the Kansas City Royals during their game on May 23, 2012 at Yankee Stadium in the Bronx borough of New York City. (Photo by Al Bello/Getty Images)

NEW YORK, NY - MAY 23: Andy Pettitte #46 of the New York Yankees is pulled out of the game by Manager Joe Girardi #28 against the Kansas City Royals during their game on May 23, 2012 at Yankee Stadium in the Bronx borough of New York City. (Photo by Al Bello/Getty Images)

NEW YORK, NY - MAY 23: Andy Pettitte #46 of the New York Yankees leaves the game in the eigth inning against the Kansas City Royals during their game on May 23, 2012 at Yankee Stadium in the Bronx borough of New York City. (Photo by Al Bello/Getty Images)

NEW YORK, NY - MAY 23: Nick Swisher #33 of the New York Yankees is liiked at after being hie by a pitch as Manager Joe Girardi #8 of the New York Yankees looks during their game against the Kansas City Royals on May 23, 2012 at Yankee Stadium in the Bronx borough of New York City. (Photo by Al Bello/Getty Images)

NEW YORK, NY - MAY 23: Derek Jeter #2 of the New York Yankees is forced out at home as Humberto Quintero #33 of the Kansas City Royals throws to first base during their game on May 23, 2012 at Yankee Stadium in the Bronx borough of New York City. (Photo by Al Bello/Getty Images)

NEW YORK, NY - MAY 23: Derek Jeter #2 of the New York Yankees bats against Luis Mendoza #39 of the Kansas City Royals during their game on May 23, 2012 at Yankee Stadium in the Bronx borough of New York City. (Photo by Al Bello/Getty Images)

NEW YORK, NY - MAY 23: Andy Pettitte #46 of the New York Yankees pitches to Alex Gordon #4 of the Kansas City Royals during their game on May 23, 2012 at Yankee Stadium in the Bronx borough of New York City. (Photo by Al Bello/Getty Images)

NEW YORK, NY - MAY 23: Jayson Nix #17, and Curtis Granderson #14 of the New York Yankees walk back to the dugout during their game against the Kansas City Royals on May 23, 2012 at Yankee Stadium in the Bronx borough of New York City. (Photo by Al Bello/Getty Images)

NEW YORK, NY - MAY 23: Derek Jeter #2 of the New York Yankees goes out to the field against the Kansas City Royals during their game on May 23, 2012 at Yankee Stadium in the Bronx borough of New York City. (Photo by Al Bello/Getty Images)

NEW YORK, NY - MAY 23: Derek Jeter #2 of the New York Yankees walks back to the dugout between innings against the Kansas City Royals during their game on May 23, 2012 at Yankee Stadium in the Bronx borough of New York City. (Photo by Al Bello/Getty Images)

NEW YORK, NY - MAY 23: Derek Jeter #2 of the New York Yankees reaches safely to first on a bunt against the Kansas City Royals during their game on May 23, 2012 at Yankee Stadium in the Bronx borough of New York City. (Photo by Al Bello/Getty Images)

New York Yankees shortstop Derek Jeter (2) throws to first after forcing out Kansas City Royals' Mitch Maier (12) when Alex Gordon grounded into a third-inning double play during their baseball game at Yankee Stadium in New York, Wednesday, May 23, 2012.

Kansas City Royals bench coach Chino Cadahia, left, consoles starting pitcher Will Smith (53), who came out in the fourth inning after allowing three home runs to the New York Yankees, during their baseball game at Yankee Stadium in New York, Wednesday, May 23, 2012.

New York Yankees' Alex Rodriguez celebrates with teammates after hitting a third-inning, solo home run during their baseball game against the Kansas City Royals at Yankee Stadium in New York, Wednesday, May 23, 2012.

New York Yankees' Alex Rodriguez (13) follows through on his third-inning, solo home run during their baseball game against the Kansas City Royals at Yankee Stadium in New York, Wednesday, May 23, 2012.

Kansas City Royals right fielder Jeff Francoeur misplays New York Yankees' Curtis Granderson's third-inning base hit during their baseball game at Yankee Stadium in New York, Wednesday, May 23, 2012.

NEW YORK, NY - MAY 23: Alcides Escobar #2 of the Kansas City Royals turns a double play as Curtis Granderson #14 of the New York Yankees slides during their game on May 23, 2012 at Yankee Stadium in the Bronx borough of New York City. (Photo by Al Bello/Getty Images)

NEW YORK, NY - MAY 23: Alcides Escobar #2 of the Kansas City Royals turns a double play as Curtis Granderson #14 of the New York Yankees slides during their game on May 23, 2012 at Yankee Stadium in the Bronx borough of New York City. (Photo by Al Bello/Getty Images)

NEW YORK, NY - MAY 23: Nick Swisher #33, Curtis Granderson #14, and Andruw Jones #22 of the New York Yankees stand in the dugout before the game against the Kansas City Royals during their game on May 23, 2012 at Yankee Stadium in the Bronx borough of New York City. (Photo by Al Bello/Getty Images)