Mercado Mexicano de Derivados

LISTED CONTRACTS AT MEXDER

	FUTURES CONTRACTS	TICKER
	FUTURES CONTRACTS	TICKER
CURRENCIES	United States of America-Dollar	DA
	Legal currency of the European Monetary Union	EURO
INDEX	IPC Index of the BMV (Mexican Stock Exchange)	IPC
INTEREST RATES	28 day Interbank Interest Rate	TE28
	91 day Treasury Bill Certificate	CE91
	3 Year Bond	M3
	10 Year Bond	M10
	20 Year Bond	M20
	Inflation Index	UDI
	10 year Interest Rate Swap Futures	SW10
	2 year Interest Rate Swap Futures	SW02
	10 year Interest Rate Swap Futures (Centrally Cleared Swaps)	SW10
	2 year Interest Rate Swap Futures (Centrally Cleared Swaps)	SW02
SINGLE STOCKS	América Móvil L	AXL
	Cemex CPO	CXC
	Femsa UBD	FEM
	Gcarso A1	GCA
	Telmex L	TXL
	Walmex V	WAL

Main Characteristics

CURRENCIES FUTURES

Contract Characteristics

United Sates of America - Dollar

DA

(Physical Delivery)

Euro: Legal currency of the European Monetary Union.

EURO

Contract Size

10,000.00 American Dollars.

10,000.00 Euros

Delivery Months

Monthly cycle for up to fifteen years

Monthly cycle for up to ten years.

Trading Symbol

DA plus the month and year of maturity:

DA MR06 (March 2006)

EURO plus the month and year of maturity:

EURO MR06 (March 2006)

Unit quoted

Mexican pesos per Dollar.

Mexican pesos per Euro.

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

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)

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.

Settlement day

Second business day after the maturity day.

Third Wednesday of maturity month.

Contract Characteristics	STOCK INDEX FUTURES
Contract Characteristics	Mexican Stock Exchange Price and Quotations Index IPC
Contract Size	$10.00 (ten pesos 00/100) per point of the IPC.
Delivery Months	Quarterly cycle for up to one year.
Trading Symbol	IPC plus the month and year of maturity: IPC JN05 (June 2005)
Unit quoted	Points of the IPC.
Minimum price fluctuation (Tick)	5.00 points of the IPC is worth 10.00 pesos per contract.
Trading Hours	07:30 to 15:00 hours Mexico City time (GMT -06:00)
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.
Settlement day	Next business day after maturity date.

			INTEREST RATE FUTURES
Contract Characteristics	TIIE	SWAP		SWAP	CETES	BONO M3	BONO M10	BONO M20	UDI
Contract Characteristics	28-day-Interbank Rate (TIIE)	10 Year interest Rate SWAP		2 Year interest Rate SWAP	91-day-Treasury Bill Certificate (CETES)	3 Year Bond	10 Year Bond	20 Year Bond	Inflation Index
	TE28	SW 10		SW 02	CE91	M3 (Physical Delivery)	M10 (Physical Delivery)	M20 (Physical Delivery)	*UDI*
Contract Size	$ 100,000.00 Mexican Pesos	$1´000,000.00 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)	1,000 Bonds (equivalent to $ 100,000.00 pesos)	50,000 Investment Units.
Delivery Months	Monthly cycle for up to five years (120 months).	Monthly or quarterly cycle for up to one year.		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).	Quarterly cycle for up to 12 cycles (3 years).	Monthly cycle for up to twelve months and quarterly cycle for up to 16 cycles (four years).
Trading Symbol	TE28 plus the month and year of maturity: TE28 JN06 (June 2006)	SW10 plus the month and year of maturity: SW10 JN09 (June 2009)		SW10 plus the month and year of maturity: SW10 JN09 (June 2009)	CE91 plus the month and year of maturity: CE91 JN09 (June 2009)	M3 plus the month and year of maturity: M3 DC09 (December 2009)	M10 plus the month and year of maturity: M10 DC09 (December 2009)	M20 plus the month and year of maturity: M20 DC09 (December 2009)	UDI plus the month and year of maturity: UDI DC09 (December 2009)
Unit quoted	Interest Rate Future Value	Future Rate of annualized swap level, expressed in percentage points with three decimal places.		Future Rate of annualized swap level, expressed in percentage points with three decimal places.	Rate of annualized yield.	Mexican Pesos.	Mexican Pesos.	Mexican Pesos.	Inflation Index value expressed in Mexican pesos multiplied by 100.
Minimum price fluctuation (Tick)	One basis point (0.01%)	One half of a basis point 0.005 of the annual percentage rate.		One half of a basis point 0.005 of the annual percentage rate.	One basis point (0.01%)	$ 0.025 Pesos	$0.025 pesos	$0.025 pesos	$0.001 Mexican Pesos per UDI.
Trading Hours	07:30 to 14:15 hours Mexico City time (GMT -06:00)	07:30 to 14:15 hours Mexico City time (GMT -06:00)		07:30 to 14:15 hours Mexico City time (GMT -06:00)	07:30 to 14:15 hours Mexico City time (GMT -06:00)	07:30 to 14:15 hours Mexico City time (GMT -06:00)	07:30 to 14:15 hours Mexico City time (GMT -06:00)	07:30 to 14:15 hours Mexico City time (GMT -06:00)	07:30 to 14:15 hours Mexico City time (GMT -06:00)
Last day of trading and maturity date	The next business day before the primary auction on the third Wednesday of the maturity month.	The next business day before the primary auction on the third Wednesday of the maturity month.		The next business day before the primary auction on the third Wednesday of the maturity month.	The day of the primary auction of the week of the third Wednesday of maturity month.	The last trading day will be the third previous business day to the date of maturity of the series. The maturity date will be the last business day of the month of maturity of the series.	The last trading day will be the third previous business day to the date of maturity of the series. The maturity date will be the last business day of the month of maturity of the series.	The last trading day will be the third previous business day to the date of maturity of the series. The maturity date will be the last business day of the month of maturity of the series.	The 10th day of the maturity month or the previous business day in case that day is a holiday.
Settlement day	Next business day after maturity date	Next business day after maturity date		Next business day after maturity date	Next business day after maturity date.	In kind settlement according to General Conditions for Futures Contracts.	In kind settlement according to General Conditions for Futures Contracts.	In kind settlement according to General Conditions for Futures Contracts	Cash settlement the next business day after maturity date.

Contract Characteristics	FUTURES ON INDIVIDUAL STOCKS
Contract Characteristics	América Móvil L AXL CEMEX CPO CXC FEMSA UBD FEM GCARSO A1 GCA TELMEX L TMXL WALMEX V WAL (Physical Delivery)
Contract Size	100 shares
Contract Period	Quarterly cycle: march, june, september and december
Trading Symbol	Three letters related to the share plus the month and year of maturity, as an example: AXL DC05 CXC DC05 FEM DC05 GCA DC05 TXL DC05 WAL DC05
Unit quoted	Pesos and cents of peso per share.
Minimum future rate fluctuation	The bid size will be equal to the one used in the underlying negotiation in the Mexican Securities Exchange.
Trading Hours	7:30 to 15:00 hours Mexico City time (GMT -06:00)
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.
Settlement day	The third bank business day after the maturity date.

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