ACTRESS PENELOPE CRUZ is expecting her first baby, it was confirmed yesterday. The Pirates of the Caribbean star, 36, was recently pictured with a bump - sparking rumours. Spanish beauty Penelope married 41-year-old actor JAVIER BARDEM in July. They appeared in the film Vicky Cristina Barcelona, which won her a best supporting actress Oscar. A statement from the Madrid-based agency that represents Penelope said she was four-and-a-half months pregnant. She is due to complete filming of Pirates of the Caribbean: On Stranger Tides, in London.