Bruma is at present on loan at the Bundesliga club for the second consecutive season.
Arnesen said: "Bruma has been playing very well, I like everything about him, he is composed, good in the air. All in all, I am very satisfied with his play.
"Chelsea have been keeping an eye on him but I don't know what they are thinking regarding his future. In a couple of months we will have talks with them and see what happens.
"I would like to take him on loan again and if they want to sell him, we would be in the market, too. At the moment we don't have much money, but he has been with us since he was 19 and is progressing very well.
"We are satisfied with him and he is getting better and better. It will be good to have him for one more year. If we can do that I will be very happy.
"Of course it is great for him to be playing against players like Robert Lewandowski and Mario Gotze rather than in Chelsea's reserves. Last season, he played 23 or 24 games in the Bundesliga and it was a tougher challenge for him."