The Brazilian international has proved an inspired acquisition since joining the club last summer, netting 20 goals to finish the club's top scorer as they qualified for Europe this term.
His outstanding form has inevitably led to speculation over his future with Real Madrid and Barcelona both credited with an interest in the powerful 23-year-old.
However, far from looking to sell Baptista, Caparros has revealed he will be looking to substantially strengthen his squad for next season.
"They have told me that Julio is not for sale," he declared.
"We will bring in midfielders, and wide players. There will be five or more players (coming in), but it also depends on departures."
