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* Spain to demand banks set aside $45 bln-sources

* Disney (NYSE: DIS - news) profit beats expectations

* Macy's falls as outlook disappoints

* Futures off: Dow (NYSE: DPD - news) 72 pts, S&P 14.7 pts, Nasdaq (Nasdaq: ^NDX - news) 27.5 pts

NEW YORK (Frankfurt: A0DKRK - news) , May 9 (Reuters) - U.S. stock index futures pointed to a sharply lower open on Wednesday as political uncertainty hung over Greece and concerns arose over the frail state of Spanish banks.

Spain will demand banks set aside another $45 billion against loans to builders as it battles to rebuild confidence, sources told Reuters. Huge bank losses have raised fears the country may need an international bailout.

U.S.-listed shares of Banco Santander SA (Amsterdam: SANT.AS - news) dropped 5.5 percent to $6.02 in premarket trading. European shares were off 1.2 percent early Wednesday.

Political gridlock in Greece also dented sentiment. The country moved closer to a second snap election after the head of the biggest party launched a new attack on leftist leader Alexis Tsipras, saying his plans for a new government would push Greece out of the euro zone.

"If Greece doesn't receive bailouts, they'll likely be expelled from the EU, and if that happens all hell could break loose over there," said Jay Feuerstein, chief executive of asset management firm 2100 Xenon Group in Chicago.

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US STOCKS-Futures imply weak open on Europe fears