As far as I know, SGY has tactile feedback only, but NO haptic feedback. If you require a reference, have a look at this xda thread. But, there are many (almost everything) custom keyboard apps that provide haptics at the Play Store.
If you love your built-in keyboard so much and don't want other keyboards, then you have a choice. Just root your phone. Use a root explorer. Peek into
/system/usr/keylayout/qwerty.kl using a text editor (some apps have in-built editors). There is a list of all keys that your keyboard has (including the menu, back, volume, lock & home keys).
Change from "whatever value they are" to
WAKE_DROPPED and reboot your phone. That's all. Now, you'll definitely have haptics for every key you've changed.
Well, If you aren't aware of rooting, please don't do it. It may void your warranty. There are a lot of posts here that may help you with rooting. For instance, check out rooting