No.. it didn't meant Phillippe as Pengiun ( although Nolan could had delibrate made it think he assumed Phillippe and Hoffman as Pengiun in his answer or delibrate avoid Phillippe's rumor..)
Note it said "Ryan Phillippe and Phillip Seymore Hoffman have been rumored to be in the running for Harvey Dent and the Penguin,
respectively. Is there any validity here or pure speculation? As the penguin, no, not true.
It said "respectively" meaning "in that order", Phillippe running for Dent and Hoffman for Pengiun. And Nolan just answered for the pengiun rumor and not the Dent one.
Regarding "those rumor", at latinoreview.com, as i posted earlier, the word "those" is not there... it is "that rumor" referring to Penn's rumor.
http://www.latinoreview.com/news.php?id=915
Question: Any truth to any of these rumors about Phillip Seymore Hoffman or Ryan Phillipe
Nolan:
.as the Penguin? (laughs) No.
Question: What about Sean Penn turning down Harvey Dent?
Nolan: No. No truth to that rumor. All interesting ideas though.