Not his first language, but Pellegrini shooting for quote of the year (and its only January) said about the move ....
"I repeat I don’t want to continue talking about that thing because it’s finished. All the different problems have another problem inside of that problem."
So thats cleared...
http://www.theguardian.com/football/2015/jan/09/manchester-city-error-frank-lampard-new-york-city-fc-deal
The announced move to NYCFC was complete fiction it seems. Or an error. Or something.