Chelsea interim manager Rafael Benitez has refused to divulge if he will remain at Stamford Bridge beyond next summer.
The Spaniard replaced Roberto Di Matteo as the Blues manager in November on a contract that runs until the end of the season.
"When I accepted Chelsea's offer I did so because I believe that it's a good alternative," he told Spanish radio station Onda Cero. "I study the market in order to know what options there are and when they will become available.
"My future? I know things, but I am not going to say anything about Real Madrid because I believe that I should not. We are talking about two very high-level teams.
"I have a challenge that is trying to win and do good things, it's a matter of time in convincing many people. If we are successful it will be easier to convince them. I'm very calm."
Chelsea are currently third in the Premier League table.