"I am flattered that such a big club is interested in me and might want to sign me, but I am a Real Madrid player and want to win here," Baptista told Marca.
"There is absolutely no chance that I will join another club.
"I have always said that I wanted to stay here to win. I spoke to new Real Coach Bernd Schuster and, although what we said is private, we clarified several issues and everything is fine.
"I believe they are counting on me, although the squad has yet to be clarified. In any case, things have been sorted out between myself and the club."