"This is a treat to see you two together! Now since you both hung up the jerseys, you guys are friends now?" the CNBC interviewer asked. "The press made a little thing about the back and forth between you two. Was that real?"
"You're bringing up stories from about 20 years ago," Jeter responded, with Rodriguez adding, "Yeah, History Channel."
The discomfort continued when talk turned to A-Rod and girlfriend Jennifer Lopez's recent Met Gala appearance.
"Wow," Rodriguez uttered, when asked about the subject, adding, "This interview is going all types of places. We had a great time ... And I was looking for my boy, Derek, but he wasn’t there this year.”"