Inter are said to have invited Roma to bid for the Brazilian this week.
"I must say that I was very surprised by this," agent Antonio Calenda told Radio Radio.
"Julio has an important contract with an important club. Even if that doesn't mean Roma are not a suitable club for Julio Cesar, these transfers are big deals and I can rule out the existence of any negotiations."
However, Calenda did leave the door open for developments over the next few weeks, once new President Thomas Di Benedetto is in place.
"I would not rule out that Roma and their new owners can afford to sign players with big contracts, but we don't know what their policy will be yet.
"I know they aim to forge a young squad, but it is premature to discuss this now. Julio Cesar is a very important player and the best in the world in his role. It's only normal a top side starts from a world class goalkeeper, but it's fantasy football right now to suggest there's more to it.
"Does Julio Cesar want to stay with Inter? Yes. I think they are still sorting out their issues with the Coach, then we'll know what their plans are."