The Dane has enjoyed an outstanding debut season in south Wales so far, leading the Swans to League Cup glory on Sunday when they thumped League Two Bradford 5-0 in the final at Wembley.
He has also kept the Welsh side on course for a top-10 Premier League finish while earning plaudits for maintaining their flowing, attacking brand of football.
Laudrup has been linked with a move to the Bernabeu as Jose Mourinho's replacement in the summer on the back of his success, with a poll conducted by Spanish newspaper AS finding that 78 per cent of 40,000 Madrid supporting voters that took part would prefer him over Rafael Benitez and Carlo Ancelotti.
But, while grateful for that recognition, the manager says he intends to see out the remaining year on his contract at Swansea and will not be drawn on his future beyond that.
The former Barcelona ace told Sky Sports: "I am proud of that because there were 40,000 voters and it's 78 per cent in front of two huge names like Rafael Benitez and Carlo Ancelotti, who have won league titles in Italy and Spain and the Champions League. So I'm very grateful.
"But I can't really say anything more. There will always be rumours but this time it's positive rumours about one club or another club.
"I can only sustain what I've said before - my intention is to stay here, I have one more year on my contract. And that's it.
"I've been part of this - football - since the beginning of the 1980s so I know it's like that. I'll cope with it and I'll probably have a lot of questions about this probably every Thursday when I have a press conference until the end of the season. But that's a part of it."
Asked if he is planning to sit down with Swansea bosses to discuss a long-term deal in the near future, Laudrup added: "I've said I'd like to stay here but again, even if you have a 10-year deal, there will always be rumours.
"My intention is to stay here next year, that's the only thing I can say really."