The 25-year-old has recently been linked with the likes of Tottenham, Inter Milan, Juventus and Atletico Madrid.
“I want to stay and I would love to be captain,” Osvaldo told press agency Efe.
“I think only about Espanyol. It shows in my mood and in training, I am happy here.
“My agent does his job, but I just focus on playing and I have a contract in place.
“My agent is like a father to me, he is very concerned about my future.”
He added: “I would love to captain Espanyol, but this is something that needs to be decided on between all partners.
“I feel very identified with this team and with the project, so I want to stay here.”