Williams and Michu have been heavily linked with summer moves away from the Liberty Stadium, with Arsenal said to be keen on acquiring the signature of both men.
Jenkins, though, says there is no substance to the reports and is confident that the pair will remain part of Michael Laudrup's plans past the end of the current transfer window.
"Nothing has changed there, I have not had one call or enquiry," he said in the South Wales Evening Post.
"That's pure speculation as far as I am aware, and that is good news because we don't want any interest in those two."
While the Swans are reluctant to part with key men, there could be departures before deadline day.
Ki Sung-Yeung would not be allowed to leave on a permanent deal, but could be sent out on loan, while Leroy Lita and Roland Lamah may be offloaded if suitable offers are tabled.
Jenkins added: "We have had a couple of calls in relation to Ki because, as everybody can see, he has not been in the squad much in the early part of the season.
"But one thing I would emphasise is that Ki is not going to leave permanently. We brought him here last year as somebody who suits this club and somebody who will be with us for the future. Our thoughts on that have not changed.
"If, and it's a big if, Ki leaves, it will be on loan.
"Personally I am not keen for him to go anywhere because we have got a lot of games coming up and we need as much cover as possible. But there's also a view from Ki's side and his agent's side that he would like to play regularly."
On other possible deals, he added: "We have had a few enquiries but there is nothing definite yet.
"We are trying to do something regarding Roland, Leroy Lita and Curtis Obeng before the window closes."