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CURRENCIES
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Contract
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Contract Terms
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Trading Symbol
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Contract Size
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Delivery Months
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Quoting Unit
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Minimum Price Fluctuation (Tick)
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Trading Hours
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Last trading day and maturity date
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Settlement Date
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Initial Margin Contributions
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Dollar
United States of America - Dollar
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DA
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DA plus two digits for maturity day plus the
month and year of maturity:
DA14 DC21
(December 2021)
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10,000 Dollars
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Daily, Monthly or Quarterly cycle, up to
fifteen years
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Pesos per Dollar
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0.0001 pesos
Tick value per contract
$1.00 peso
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7:30 to 14:00
hours
Mexico City time
(GMT -06:00)
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Monday of the week corresponding
to the third Wednesday of the maturity month, or the previous Business Day if
said Monday
is a non-Business Day
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Second following business day after maturity
date
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Margin Requirements
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Euro
Legal currency of
the European Monetary Union
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EURO
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EURO plus the month and year of maturity:
EURO DC21
(December 2021)
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10,000 Euros
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Monthly cycle, up to ten years
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Pesos per Euro
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The previous day before settlement date
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Tuesday on the week of the third Wednesday of the maturity month
or the previous Business Day if such Tuesday is a non-business day
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INDICES
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Contract
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Contract Terms
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Trading Symbol
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Contract Size
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Delivery Months
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Quoting Unit
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Minimum Price Fluctuation (Tick)
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Trading Hours
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Last trading day and maturity date
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Settlement Date
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Initial Margin Contributions
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S&P/BMV
Mexican Stock Exchange Price and Quotations
Index
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S&P/BMV IPC
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IPC plus month and year of maturity:
IPC DC21
(December 2021)
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$10.00 MXN
times the value of the S&P/BMV IPC
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Quarterly cycle for up to one year
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Points of the S&P/BMV IPC
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Five points of the S&P/BMV IPC equivalent to $50.00 pesos
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7:30 to 15:00 hours
Mexico City time
(GMT -06:00)
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Third Friday of the maturity month or the previous Business Day if
said Friday is a non-Business Day
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Next Business Day of the maturity date
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Margin Requirements
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Mini S&P/BMV
Mexican Stock Exchange Price and Quotations Index
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Mini S&P/BMV IPC
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MIP plus month and year of maturity:
MIP DC21
(December 2021)
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$2.00 MXN
times the value of the S&P/BMV IPC
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Ten points of the S&P/BMV IPC equivalent to $20.00 pesos
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INTEREST
RATES
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Contract
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Contract
Terms
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Trading Symbol
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Contract Size
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Delivery Months
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Quoting Unit
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Minimum Price Fluctuation (Tick)
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Trading Hours
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Last trading day and maturity date
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Settlement Date
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Initial Margin Contributions
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30-days Overnight TIIE Futures Contract
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TIEF
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TIEF plus month and year of maturity
TIEF DC21
(December 2021)
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100,000.00 MXN
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Monthly or quarterly Maturity Dates for up to ten years.
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Value of the Future Interest Rate
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1 Basis Point
(0.01%)
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7:30 to 14:00 hours
Mexico City time
(GMT -06:00)
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The first Business Day of the following month to Series Maturity month
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Next Business Day of the maturity date
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Margin Requirements
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91 day Treasury
Bill Certificate (CETES)
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CE91
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CE91 plus month and year of maturity
CE91 DC21
(December 2021)
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10,000 Cetes
Equivalent to $100,000.00 MXN
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Monthly or quarterly Maturity Dates for up to ten years.
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Annual yield rate
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Third Wednesday of the maturity month (The Business Day in which the
Central Bank performs the primary auction of government securities)
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SPECIFIC
BONDS
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Fixed Interest Rate Government Development Bonds
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Contract
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MR26
M260305
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JN27
M270603
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MY29
M290531
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MY31
M310529
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NV36
M361120
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NV42
M421113
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NV47
M471107
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M3
3 YEARS
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M10
10 YEARS
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M20
20 YEARS
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Contract Terms
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MR26
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JN27
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MY29
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MY31
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NV36
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NV42
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NV47
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M3
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M10
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M20
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Trading Symbol
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MR26
plus month and year of
maturity
MR26 DC21
(December 2021)
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JN27
plus month and year of
maturity
JN27 DC21
(December 2021)
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MY29
plus month and year of
maturity MY29 DC21
(December 2021)
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MY31
plus month and year of
maturity
MY31 DC21
(December 2021)
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NV36
plus month and year of
maturity
NV36 DC21
(December 2021)
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NV42
plus month and year of
maturity
NV42 DC21
(December 2021)
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NV47
plus month and year of
maturity
NV47 DC21
(December 2021)
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M3
plus month and year of
maturity
M3 DC21
(December 2021)
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M10
plus month and year of
maturity
M10 DC21
(December 2021)
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M20
plus month and year of
maturity
M20 DC21
(December 2021)
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Contract Size
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1,000 Bonds equivalent to $100,000 Pesos
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Delivery Months
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Quarterly cycle up to one year
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Quoting Unit
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Future price of the Bond, using dirty price.
Price in pesos
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Minimum Price Fluctuation (Tick)
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0.025
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Trading Hours
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7:30 to 14:00 hours
Mexico City time
(GMT - 06:00)
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Last trading day
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Third Business day previous to the maturity
date of the series
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Maturity date
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Last Business day of the Series maturity
month
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Settlement date
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Delivery of the corresponding Bond
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Physical Delivery
according to the General Conditions of the Contract
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Initial Margin Contributions
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Margin Requirements
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