The 25-year-old Ivory Coast international insists he is happy at the Liberty Stadium following his £12m move from Dutch side Vitesse Arnhem last summer.
However, he admits his ambition is to play UEFA Champions League football after featuring in the Europa League for the Swans this season.
Bony, who has scored six goals in his last seven games, told Sky Sports News' Weekend Warm-Up: "I want to be in a bigger club, like all young players dream.
"So, for me, it is very important to keep doing well what I am doing now and just try to get the chance, and if the chance comes to me then it is up to the club to decide.
"All I can say is that I'm very happy here to be playing in Europe again. If you win something you always want to do more, always pushing yourself.
"I want to do Champions League now. I want to play more European games, so I feel like that because you feel it is good to play against the big teams. It is good to check your level."
Swansea secured their Premier League status last weekend with victory over Aston Villa and Bony was delighted to play a crucial role as he scored twice for the second game running to take his tally to 24 for the season.
"It's a good sensation for the team and for all the fans. It's very good. I think we deserve to stay in the Premier League," he said.
Former defender Garry Monk has been in charge of the Swans since Michael Laudrup departed in February and Bony believes the 35-year-old has what it takes to be successful in the job.
"Yes, why not?" said Bony. "He gives us the motivation and the winning character. He is new on that so he needs experience. But to have experience he needs to do that more.
"I don't know how he is going to be but I wish him good luck."