Apparently Gillis is denying this via Vancouver radio.
EDIT*****
So, theres a big misunderstanding on this quote. Luo said he would be willing to waive his NTC IFFFFFFFFF the organization had asked him to do so. There was no requesting a trade, nor is there one in place. This is simply speculation and simply Luo saying "if the organization feels they would be better without me, i'm willing to be moved." He's not demanding, or requesting to be traded.
Per James Duthie on TSN, "sources" say that Luongo will submit a list of teams to the Canucks that he would be willing to accept a trade to.
https://twitter.com/#!/tsnjamesduthie/status/195354773736800256
Sources say Roberto Luongo will submit a short list of teams he'd waive his no-trade to go to next week. Toronto will be on it
So, while he may not have officially asked for a trade, it seems that he might not oppose one were it to come up.
That said, I've edited the topic title, since alot of this is coming from outside sources.