Michu, who joined Rayo in the summer after departing Celta Vigo, says he is happy at his current club and not thinking about any interest from outside.
"I am living a dream, I had such a negative situation in the summer being without a club," said Michu.
"Then the deal arrived and I am now enjoying this moment, the project from Rayo was interesting and I am happy I made this choice.
"These rumours don't damage me, but it is normal that I am happy with this news.
"But now my challenge is to keep Rayo in the Primera Liga."