The Roman god of commerce, speed, and merchants, he later came to be viewed the same way as the Greek deity Hermes. The planet Mercury is named after him.
After Aleph tracks down Hanada, per Madam's request, Hanada tries to escape to the Expanse using the Summon Dolls, but due to an error in the ritual Mercurius is summoned instead. Mercurius attacks Aleph after killing Hanada.
Persona 5
"The Roman god of travelers and thieves. A diverse god, he is seen as a symbol of human unconscious and the mental world. He is equated with the Philosopher's Stone, the ultimate mystery in the field of alchemy."
—Persona 5 compendium
Mercurius is the ultimate Persona of Morgana, attained through a Second Awakening when his Confidant automatically maxes out on the midnight of December 23rd.
Due to the nature of the Magician Arcana Confidant, It is impossible to use Mercurius or view its compendium entry before December 24th, the last day where combat is available. This applies even on a New Game Plus setting where Personas that can only be fused on that day such as Yoshitsune or Vishnu could be used outside there if they are already registered.
Kazuma Kaneko's art of Mercurius has his tentacles tied to the symbols of a moon, a sun and a cross which are the components of the planet Mercury's symbol, otherwise the stylized version of Hermes' caduceus. Shigenori Soejima's design for Persona 5 simply has the astronomical symbol hanging from the zip slider at the chest opening of Mercurius' jumpsuit.