Etymology
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mercy (n.)

late 12c., "God's forgiveness of his creatures' offenses," from Old French mercit, merci (9c.) "reward, gift; kindness, grace, pity," from Latin mercedem (nominative merces) "reward, wages, pay, hire" (in Vulgar Latin "favor, pity;" in Medieval Latin "thanks; grace"), from merx (genitive mercis) "wares, merchandise" (see market (n.)). In Church Latin (6c.) it was given a specific application to the heavenly reward earned by those who show kindness to the helpless and those from whom no requital can be expected.

Meaning "disposition to forgive or show compassion" is attested from early 13c. Sense of "an act or exercise of forbearance or good will" is from c. 1300. As an interjection, attested from mid-13c. (short for may God have mercy, have mercy on me, etc.).  Many of the English senses are found earlier in French, but in French the word largely has been superseded by miséricorde except as a word of thanks. Sense of "discretionary action" (as in at (one's) mercy) is from mid-14c. Seat of mercy "golden covering of the Ark of the Covenant" (1530), hence "the throne of God," is Tyndale's loan-translation of Luther's gnadenstuhl, an inexact translation of Latin propitiatorium, ultimately a rendering of Hebrew kapporeth, literally "propitiatory."

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Definitions of mercy

mercy (n.)
leniency and compassion shown toward offenders by a person or agency charged with administering justice;
he threw himself on the mercy of the court
Synonyms: clemency / mercifulness
mercy (n.)
a disposition to be kind and forgiving;
Synonyms: mercifulness
mercy (n.)
the feeling that motivates compassion;
Synonyms: mercifulness
mercy (n.)
something for which to be thankful;
it was a mercy we got out alive
mercy (n.)
alleviation of distress; showing great kindness toward the distressed;
distributing food and clothing to the flood victims was an act of mercy
From wordnet.princeton.edu