N.M. Stat. § 51-1-29

In case of contumacy or refusal to obey a subpoena, the district court within the jurisdiction of which the inquiry is carried on or within the jurisdiction of which the person guilty of contumacy or refusal to obey is found, resides or transacts business, upon application by the secretary or his authorized representative, has jurisdiction to issue an order requiring the person to appear before the secretary or his authorized representative to produce evidence if ordered or to give testimony touching the matter under investigation or in question. Failure to obey such order of the court may be punished by the court as contempt. Any person who without just cause fails or refuses to attend and testify, to answer any lawful inquiry or to produce books, papers, correspondence, memoranda and other records, if it is in his power to do so, in obedience to a subpoena of the secretary shall be punished by a fine of not less than two hundred dollars ($200) or by imprisonment for not longer than sixty days, or both. Each day such violation continues is a separate offense.