Might play around with this (or combinations thereof) in the pre-TEXT area of your .conkyrc file...
Code:
####
## Create 'own_window' type. Makes Conky behave like other panels.
#
own_window yes
own_window_transparent yes
own_window_type normal
own_window_hints undecorated,below,sticky,skip_taskbar,skip_pager
####
## Some distros require the following lines for TRUE transparency.
## BOTH of these lines need to be Commented/Uncommented in tandem.
#
own_window_argb_visual yes
own_window_argb_value 255
####
## Don't want TRUE transparency? (icons look janky on certain walls)
## Comment both of the lines above and Uncomment the line below.
#
# own_window_argb_visual no
If you copy n' paste this code into your .conkyrc file, make sure it isn't duplicated elsewhere in the file.