The French right-back, 26, who was born in Guadeloupe, is out of contract this summer and has turned down the offer of a new deal at the County Ground.
General Manager Brian Cashman was ready to let A-Rod leave when he opted out of his prior contractback in 2007, only to be overruled by the caving Hank Steinbrenner.
Barcelona's attacking Brazilian right-back Dani Alves has signed his new contract with the Catalan club, which contains a 150m euros buy-out clause and keeps him at the Nou Camp until 2015.