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Swimming and Taebo (Madrid)

Hi guys,
I´ve just arrived in Madrid and am looking for some exercise -
any idea where I can do some (serious) swimming and/or Taebo/Kick-Boxing/Cardio-Boxing in the evening?
Should be located north of Cuatro Caminos up to the M40.
Ideally no long-term club membership, rather "pay by do".
Thx a lot and saludos!

Madrid Forum