The Yankees are always buyers at the MLB Trade Deadline, and one of the areas they were thought to need help in this year was the bullpen. They have some attractive prospects that could be included in trades, but according to Jon Heyman, they won't use any of them in a trade for a reliever.
#yankees unwilling to trade big prospect for reliever; think theyll be ok in pen. seek SP but still see ubaldo as longshotless than a minute ago via web 
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Jon Heyman
SI_JonHeyman
Now this does not rule out that the Yankees will acquire a reliever. If they can get their hands on one without giving up on of their big prospects I'm sure that is something they would consider. But if the price is too high, the team seems content to just walk away.