PSG are keen on the Brazil attacker, with Manchester United, Manchester City, Liverpool and Arsenal all keen.
However, Rodrygo has no interest in leaving Real Madrid.
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"I love this club so much. I hope my future is always here," says Rodrygo to BeIN Sports.
At the same time, the 23-year-old underlines that the relationship with coach Carlo Ancelotti is important.
"Ancelotti? He is like a father to me," says the attacker.