Baptista said: “It will depend on Arsenal as to whether I stay here beyond the season loan.
“I’d like to stay but it is out of my hands right now.
“It also depends on how I play but if I have the chance to play regularly here and the club wants me to stay it will be a matter of closing an agreement with Real Madrid.
“I like English football. It is physical and competitive but that is good for my style of play.”