SPANISH VERSION

 
 

   LISTED CONTRACTS AT MexDer

 

 

FUTURES CONTRACTS

TICKER

 

 

 

 

CURRENCIES

 

United States of America-Dollar

 

Legal currency of the European Monetary Union

DEUA

 

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

 

,

 

 

Inflation Index

 

UDI

 

,

 

 

 


SINGLE STOCKS

 

10 year Interest Rate Swap Futures

 


América Móvil L


Cemex CPO

 

SW10

 


AXL


CXC

 

,

,

,

 


Femsa UBD


FEM

 

,

 


Gcarso A1


GCA

 

,

 


Telmex L


TMXL

 

,

 

 

Walmex V

 

 WAL

 

 

,

 

Main Characteristics

 

Contract Characteristics

 CURRENCIES FUTURES

 

United Sates of America - Dollar

                                   DEUA                                               (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 ten years

Monthly cycle for up to one year.

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)

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

 

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)

1.00 point 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

CETES

BONO M3

BONO M10

UDI

 

28-day-Interbank   Rate (TIIE)


TE28

 

10 Year interest Rate SWAP

 


SW10

 

91-day-Treasury Bill Certificate (CETES)

 CE91

 

3 Year Bond


 
M3
(Physical
Delivery)

 

10 Year Bond

 M10
(Physical
Delivery)

 

 

Inflation Index

 


 
UDI

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.

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).