In　this　article,　we　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　equations　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　the　mean-variance　portfolio　problem　and　linear-quadratic　problem,　respectively.