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LISTED CONTRACTS AT MexDer
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FUTURES CONTRACTS |
TICKER
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CURRENCIES
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United States of America-Dollar
Legal currency of the European Monetary Union |
DEUA
EURO |
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INDEX |
IPC Index of the BMV (Mexican Stock Exchange) |
IPC |
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INTEREST RATES |
28 day Interbank Interest Rate |
TE28 |
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91 day Treasury Bill Certificate |
CE91 |
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3 Year Bond |
M3 |
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10 Year Bond |
M10 |
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Inflation Index |
UDI |
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SINGLE STOCKS
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10 year Interest Rate Swap Futures
América Móvil L
Cemex CPO
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SW10
AXL
CXC
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Femsa UBD
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FEM
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Gcarso A1
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GCA
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Telmex L
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TMXL
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Walmex V |
WAL
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Main Characteristics
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Contract Characteristics |
CURRENCIES FUTURES |
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United Sates of America - Dollar
DEUA (Physical Delivery) |
Euro: Legal currency of the European Monetary Union.
EURO |
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Contract Size |
10,000.00 American Dollars. |
10,000.00 Euros |
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Delivery Months |
Monthly cycle for up to ten years |
Monthly cycle for up to one year. |
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Trading Symbol |
DEUA plus the month and year of maturity:
DEUA MR06 (March 2006) |
EURO plus the month and year of maturity:
EURO MR06 (March 2006) |
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Unit quoted |
Mexican pesos per Dollar. |
Mexican pesos per Euro. |
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Minimum price fluctuation |
0.0001 pesos, value of the tick per contract 1.00 pesos |
0.0001 pesos, value of the tick per contract 1.00 pesos |
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Trading Hours |
07:30 to 14:00 hours Mexico City time (GMT -06:00) |
07:30 to 14:00 hours Mexico City time (GMT -06:00) |
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Last day of trading and maturity date |
On Monday of the week belonging to the 3th Wednesday of the maturity month and if this is a non business day it would be the immediate day before. |
Two previous days before settlement date. |
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Settlement day |
Second business day after the maturity day. |
Third Wednesday of maturity month. |
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Contract Characteristics |
STOCK INDEX FUTURES |
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Mexican Stock Exchange Price and Quotations Index
IPC |
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Contract Size |
$10.00 (ten pesos 00/100) per point of the IPC. |
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Delivery Months |
Quarterly cycle for up to one year. |
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Trading Symbol |
IPC plus the month and year of maturity:
IPC JN05 (June 2005) |
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Unit quoted |
Points of the IPC. |
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Minimum price fluctuation (Tick) |
1.00 point of the IPC is worth 10.00 pesos per contract. |
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Trading Hours |
07:30 to 15:00 hours Mexico City time (GMT -06:00) |
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Last day of trading and maturity date |
Third Friday of the maturity month or the previous business day in case that Friday is a holiday. |
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Settlement day |
Next business day after maturity date. |
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INTEREST RATE FUTURES |
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Contract Characteristics |
TIIE |
SWAP |
CETES |
BONO M3 |
BONO M10 |
UDI |
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28-day-Interbank Rate (TIIE)
TE28
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10 Year interest Rate SWAP
SW10
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91-day-Treasury Bill Certificate (CETES)
CE91 |
3 Year Bond
M3
(Physical
Delivery)
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10 Year Bond
M10
(Physical
Delivery) |
Inflation Index
UDI
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Contract Size |
$ 100,000.00 Mexican Pesos |
$ 1´000,000.00 Mexican Pesos |
10,000 Cetes (equivalent to $ 100,000.00 pesos) |
1,000 Bonds
(equivalent to $ 100,000.00 pesos) |
1,000 Bonds
(equivalent to $ 100,000.00 pesos) |
50,000 Investment Units. |
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Delivery Months |
Monthly cycle for up to five years (120 months). |
Monthly or quarterly cycle for up to one year. |
Monthly cycle for up to twelve months and quarterly cycle for up to 24 cycles (seven years). |
Quarterly cycle for up to 12 cycles (3 years). |
Quarterly cycle for up to 12 cycles (3 years). |
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