The winger joined Glasgow on a three year deal over the summer, and has made a big impact at Scotstoun, but a Sunday newspaper report suggested that his former club - Waratahs - would be keen for him to return at the end of the season.
Speaking to BBC Scotland on the morningafter his team's win in Wales, Gregor said: "He's contracted to us. There's always speculation, but we're delighted with him being with us.
"He's settled in really well and playing excellent rugby, so we're delighted with him being with us.
"He's improving with every game and he got double figures in ball carries last night."