Just seen that 'EU' is in 02, so you'd probably select that, seeing as Spain is in the EU. Might want to double check with someone else though.
Just to clarify, the acronyms are:
02 LEA/SAAS/NIBd/EU/Chl/IoM
Local Education Authority (who assess you if you're in England/Wales)
SAAS (cant remember the exact name but its the same as above but for Scottish students)
NIBd (not a clue)
EU (European Union)
ChI (Channel Islands)
IoM (Isle of Man)