I tow a Caravan and always check the torque of the wheel nuts before a journey. The wheel nuts are 19mm which has been the case on all my previous vehicles. When I checked the CX-5 I found the nuts are 21mm, I did not have that size socket but fortunately my brother in law who lives next door loaned me one.
Had we bought the Mazda space saver spare we would have also got the wheel brace. But thanks to Xtrailman who told me the Mazda spare was not suitable for towing I bought a full size wheel to use as a spare.
I also read in the handbook (7-19) that the nut tightening torque is 108-147 nm this seems quite a large range compared the my previous car a Honda CRV which was precise.