No we arent, but I found out on difficulties of Prince and higher, even if Monty is not on oyur continent, he will attack you if you dont share the same religion (and possibly even if you do.) The chances of him not attacking us are pretty slim especially if he has a power lead. (Which Im assuming he does.) I rather be prepared.
Also can someone check the save, open up the diplo screen with Monte, and move your mouse over can you declare war (on asnybody realy.) If the mouseover text comes up "We have enough on our hands right now" then Monte has already planned an attack (an most likely on us.) The only one way to stop him from attacking is bribing another civ to attack him.