I was intrigued enough to search the ISMACs site. While I found nothing titled "Mercury", I did find this interesting bit of info:
Who made my sewing machine?
I heard about machines being "badged", what does this mean?

In the 1890 to 1940 period there was a fad with large retailers and mail order houses to sell "own brand" sewing machines.

To do this they entered into contracts with established sewing machine manufacturers who would supply standard models but with the name of choice substituted for the normal brand name.

ISMACS has records of nearly 5000 such "exclusive" names produced by half a dozen makers during this period.

The situation is further confused in that retailers might switch makers at the end of a contract period and the same name would then appear on a completely different machine by another manufacturer.

Shortly after WW2 the new Japanese sewing machine industry, funded by US aid, flooded machines into America and Europe.

Distributors in those countries gave them various western-sounding names to help sales.

In the period between 1890 and 1930 many German companies produced machines with no reference to their origin. This was because of a general mistrust of German engineering and, of course, poor public relations following WW1.

Their machines were distributed with non-Teutonic-sounding names.

I'm wondering if your "Mercury" isn't a badged machine that is actually another brand. Can you post a photo?

Here is a link that might be useful: International Sewing Machine Collectors Society

I've joined the ISMACS digest and just received the following information about Mercury sewing machines:

The Mercury machine was made by the Goodrich sewing
machine company in Chicago, Illinois. They basically made copies of other companies their machines like The Singer's New Family and a variety of Domestic's and National's vibrating shuttle machines. A lot of them went for Export to Europe. This info Comes from Charles Law his
Encyclopedia of Antique Sewing Machines - third edition.

I have my mother's Kenmore...it was manufactured my the White Sewing Machine Co.

Glad you found the info you were looking for.
Happy sewing!

In need of a bobbin case for my sewing machine,Mercury MZ-20

I bought my mercury sewing machine from an older lady for $60. I have never saw anything about it until I saw this page. I do know that every part of it is made by a different country. Mine is in a cabinet and came with a metal box of different attachments. And came with a booklet.