N.M. Stat. § 60-2D-8
The commission shall enforce or secure the enforcement, through the proper officials, of all the laws, rules, regulations and orders of the commission. The commission shall investigate on its own motion, or upon receipt of any information or complaint concerning any violation of the Bicycle Racing Act or any rule, regulation or order issued pursuant to that act or upon receipt of any application, any information contained or which should be contained in the application. In enforcement of the Bicycle Racing Act or in any investigation, the commission may exercise the power of subpoena. Any member of the commission may administer oaths or affirmations. If any person refuses to obey a subpoena, the commission may present its petition to the district court in Santa Fe county setting forth the facts, and the district court shall issue its subpoena to the person.
NMS § 60-2D-8