"I have no news [of a winter transfer]," said Baptista.

The player has been linked with Sevilla and Manchester City but the Brazilian said he knows nothing about that.

"I'm a Real Madrid player and will continue to be one. We'll talk at the end of the season."

Despite being a key member of the Brazil squad that won the Copa America last summer, he failed to make an impact at Real, where he has only played for 54 minutes this season.