_spf.mail.ru has no CNAME records.
Question and response
Question
dig _spf.mail.ru. NS
Answer
The response has no answer records.
Authority
mail.ru. 60 SOA ns1.mail.ru. hostmaster.mail.ru. 3562704350 900 900 604800 60
Additional
. 0 OPT ; payload 1232, xrcode 0, version 0, flags 0