A preliminary assessment carried out in Madrid demonstrates the difficulty of compliance with the new European PM(10) tolerances. Daily and annual limiting values would be exceeded at almost all the network stations under the terms of the directive's second stage. An experimental study, based on the chemical characterisation of the PM(10) and PM(2.5) fractions sampled at a representative urban site, provides the major mass contents of these two fractions. These are mainly related to two different particle sources: combustion processes including traffic emissions and mineral-origin particles. Nonmineral carbon is the major component of particulate matter in this region, mostly in the PM(2.5) fraction, increasing its contribution in wintertime. The second largest component identified in the PM(10) mass, is associated with crustal origin particles and is more relevant in summer, whereas the second largest contributor to PM(2.5) is secondary particles. In general, PM(10) and PM(2.5) concentrations show good agreement with traffic-related pollutants, such as nitrogen oxides and CO, being time-correlated in winter pollution episodes. PM(1) and PM(2.5) have been simultaneous and continuously measured indicating road transport as the main source of these finer fractions. Mineral contribution has been mainly identified in the coarser particles associated with dust resuspension and some long-range transport events of Saharan dust, although they are also present in the finer PM(2.5) fraction.