Mexico city is in what province in Mexico?

Mexico, the country, comprises thirty one states and a federal district. The Federal District, or Distrito Federal (DF) in spanish, is where the federal government resides, geographically it is almost surrounded by Estado de México, one of the 31 states, its other neighbor is Morelos located south of DF. Mexico City includes the Federal District and several areas of Estado de Mexico, this is because the Federal District has grown and practically invaded Estado de Mexico, specially at north, north east and north west of DF.