Bony has been watched by Blues football chief Michael Emenalo this year.
He told BBC Sport: "The transfer market has not started yet. There's nothing concrete.
"There is a lot of talk about me in the newspapers but I'm still focused on the last two games of the season with Vitesse and at the end of the season we will see.
"I've heard the rumours [about Chelsea's interest], like you've heard about that. There's nothing concrete. We'll see at the end of the season."