While the Brazil international has little interest in leaving Forest over the January market, the Daily Mail says he could be prepared to leave next summer.
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And watching developments are Chelsea and Real Madrid, among several European giants.
Murillo only signed a new deal with Forest in January this year, which runs to 2029.
Forest are insisting star pair Murillo and Elliot Anderson will not be sold next month. But things could change at the end of this season.