Their Majesties King Juan Carlos I and Queen Sofia of Spain along with princely family of Asturias and Her Royal Highness Infanta Elena participated in Easter Sunday Mass held at the Cathedral de Palma de Mallorca on April 8, 2012.
Prior to the Mass the royal family were greeted by the Bishop of Mallorca, Jesus Murgui, the President of the Council de Mallorca, Ms. Maria Salom, and the President of the Balearic Islands, Mr. José Ramón Bauzá to name a few.
Click the links below to watch a video as well as to view photos.
Source and photo courtesy of Casa de Su Majestad El Rey
royalcorrespondent.com 
Her Majesty and the little infantas appear to have a very good relationship. Of course, they do live practically next door, and from what I have read Letizia makes sure that HM can see the girls often. Very smart – and HM is quite a role model.