I think it's embalse de Contreras, it's an artificial water reserve made in Cabriel river. There is another one some km before in river Júcar, the embalse de Alarcón.
It's completly safe as the colour is natural because of the plants of the water or minerals of the land close to the river, although i don't know if it will be allowed to swim inside. Maybe you can find more information looking for Contreras or Cabriel.