cua-global-mark-cursor-color

cua-global-mark-cursor-color is a variable defined in `cua-base.el'.
Its value is

"cyan"

Documentation:
Indication for active global mark.
Will change cursor color to specified color if string.
Only used when `cua-enable-cursor-indications' is non-nil.

If the value is a COLOR name, then only the `cursor-color' attribute will be
affected. If the value is a cursor TYPE (one of: box, hollow, bar, or hbar),
then only the `cursor-type' property will be affected. If the value is
a cons (TYPE . COLOR), then both properties are affected.

You can customize this variable.