  This paper study a type of fully coupled mean-field forward-backward
stochastic differential equations with jumps under the monotonicity condition,
including the existence and the uniqueness of the solution of our equation as
well as the continuity property of the solutions with respect to the
parameters. Then we establish the stochastic maximum principle for the
corresponding optimal control problems and give the applications to
mean-variance portfolio problems and linear-quadratic problems, respectively.
