Swimming pools and sports (Madrid)

Hi everyone!
back to Madrid. It is hot and I would like to go to a swimming pool but I don't know where. People tell me that there are some that are municipal but then again they tell me they are not in the best condition. Are there any sports centers that have swimming pools, that are of some normal price and equipped well? I have had some problems with my lower back and need to exercise which is the reaso why i am asking.Any suggestions? I live in the center (ventas, b.salamanca) but anyhting that is 20 min walk is also ok, otherwise I can use metro or bus.
ALSO, do you know of any good places for pilates, yogalates or just yoga close by?
Thank you so much peeps!