No further details were revealed, and the statement said the commissioner's office would have no additional comment at this time.
Rodriguez doubled twice and drove in two runs against the Reds before he was lifted for a pinch runner in the fifth inning. He has admitted using performance-enhancing drugs while playing for Texas from 2001-03.
Chris Dickerson homered twice and drove in four runs for Cincinnati, which finished with 14 hits. Joey Votto, Laynce Nix and minor league catcher Craig Tatum also went deep.
"I knew it would be a wild game when I saw that wind blowing," Cincinnati manager Dusty Baker said.
Aaron Harang, trying to come back from a 17-loss season, gave up three runs and six hits over three innings for Cincinnati.
"I felt good," said Harang, who lost 25 pounds over the winter. "The adrenaline got going in the first inning. By the second and third inning, I felt more comfortable."
Harang pitched in the Reds' intrasquad game Tuesday but this was his first Grapefruit League start.
"It makes a big difference facing another team," Harang said. "A lot of times your own guys are just working on tracking the ball. Most of this (Yankees) lineup is playing in the Classic. They have to be locked in."
Votto went 2-for-3 before joining Canada for the World Baseball Classic.
Derek Jeter, who will play for Team USA in the WBC, had three hits and scored two runs for New York. Robinson Cano went 3-for-3 and finished with four RBIs.
The Yankees committed two errors and issued four walks.
"When the wind is blowing out like that, you can't afford to have walks and you can't afford to have errors," New York manager Joe Girardi said.
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