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LISTED CONTRACTS AT MexDer

 

 

FUTURES CONTRACTS

TICKER

 

 

  CURRENCIES

United Sates of America-Dollar

DEUA

 

,

  INDEX

IPC Index of the BMV (Mexican Stock Exchange)

IPC

 

,

  RATES

28 day Interbank Equilibrium Interest Rate

TE28

 

,

 

91 day Treasury Bill Certificate

CE91

,

 

3 Year Bonds

M3

 

,

 

10 Year Bonds

M10

 

,

 

UDI-Investment Unit

UDI

 

,

  SINGLE STOCKS

América Móvil L

AXL

 

 

 

Cemex CPO

CXC

 

 

 

Femsa UBD

FEM

 

 

 

Gcarso A1

GCA

 

 

 

Telmex L

TMXL

 

 

 

 

 

 

 

 

OPTIONS CONTRACTS

 

 

 

  INDEX

IPC Index of the BMV (Mexican Stock Exchange)

IP

 

,

  SINGLE STOCK

América Móvil L

AX

 

,

 

Main Characteristics

 

Contract Characteristics

 CURRENCIES FUTURES

 

United Sates of America - Dollar

DEUA

Contract Size

10,000.00 American Dollars.

Delivery Months

Monthly cycle for up to three years (thirty six months).

Trading Symbol

DEUA plus the month and year of maturity:

 

DEUA MR06 (March 2006)

Unit quoted

Mexican pesos per dollar.

Minimum price fluctuation (Tick)

0.001 pesos, value of the tick per contract 10.00 pesos

Trading Hours

07:30 to 14:00 hours (GMT -06:00)

Last day of trading and maturity date

Two previous days before settlement date.

Settlement day

Third Wednesday of maturity month.

 
 

Contract Characteristics

STOCK INDEX FUTURES

 

Price and quotation Index of the BMV

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 (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

CETES

BONO M3

BONO M10

UDI

 

28-day-Interbank Equilibrium Interest (TIIE)

 

 

TE28

 

91-day-Treasury bill Certificate (CETES)

 

 

CE91

 

3 Years Bond

(In kind Settlement)

 

M3

 

10 Years Bond

(In kind Settlement)

 

M10

 

 

 

Investment Unit

 

 

 

 

UDI

Contract Size

$ 100,000.00 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 (60 months).

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).

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)

CE91 plus the month and year of maturity:

 

CE91 JN06 (June 2006)

M3 plus the month and year of maturity:

 

M3 DC06 (December 2006)

M10 plus the month and year of maturity:

 

M10 DC06 (December 2006)

UDI plus the month and year of maturity:

 

UDI DC06 (December 2006)

Unit quoted

Interest Rate Future Value

Rate of annualized yield.

Mexican Pesos.

Mexican Pesos.

Investment Unit value expressed in Mexican pesos multiplied by 100.

Minimum price fluctuation (Tick)

One basis point (0.01%)

One basis point (0.01%)

$ 0.025 Pesos

$0.025 pesos

 

$0.001 Mexican Pesos per UDI.

Trading Hours

07:30 to 15:00 hours (GMT -06:00)

07:30 to 15:00 hours (GMT -06:00)

07:30 to 15:00 hours (GMT -06:00)

07:30 to 15:00 hours (GMT -06:00)

07:30 to 15:00 hours (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 day of the primary auction of the week of the third Tuesday 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 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.

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.