Apex domains cannot have CNAME records.
Question and response
Question
dig _spf.telefonica.com. NS
Answer
_spf.telefonica.com. 5 NS davina.ns.cloudflare.com.
_spf.telefonica.com. 5 NS venkat.ns.cloudflare.com.
Authority
The response has no authority records.
Additional
. 0 OPT ; payload 1232, xrcode 0, version 0, flags 0