Heating Oil (HO)

Source: EIA, Crude Oil: Commercial (Excluding SPR), Gasoline: Total Motor Gasoline, Distillate: Distillate Fuel Oil

Data Range: (1997-Date)

Source: ABSR Research, LLC

Source: ABSR Research, LLC

Source: ABSR Research, LLC

 
20yrsSpot PriceWgt Fut PriceBasisVolatility (ANN)Forward Curve
Maximum4.08334.19310.976247.22%14.87%
Top 1/4tile2.32192.37410.000931.06%3.69%
Median1.69471.7704-0.006026.96%1.82%
Bot 1/4tile0.96980.8887-0.024923.13%-0.40%
Minimum0.29270.3290-1.884212.04%-61.00%
10yrsSpot PriceWgt Fut PriceBasisVolatility (ANN)Forward Curve
Maximum3.31253.36020.258347.22%10.40%
Top 1/4tile2.88932.92110.000030.12%4.13%
Median2.08252.1372-0.011826.05%2.13%
Bot 1/4tile1.64641.6869-0.040519.80%0.83%
Minimum0.93521.0008-1.884212.04%-10.26%
5yrsSpot PriceWgt Fut PriceBasisVolatility (ANN)Forward Curve
Maximum3.25543.06470.258333.98%8.74%
Top 1/4tile2.16992.20330.000227.57%4.03%
Median1.78331.8443-0.010423.57%2.39%
Bot 1/4tile1.50121.5532-0.075019.15%1.32%
Minimum0.93521.0008-1.884212.04%-10.26%
Source: ABSR Research, LLC

Source: ABSR Research, LLC

Source: ABSR Research, LLC

Source: ABSR Research, LLC

 
Heating Oil Specifications:
CommodityNY Harbor ULSD Futures (Heating Oil)
ExchangeCME Group (NYMEX)
Base SymbolHO
CME Globex SymbolHO
Contract Unit42,000 gallons
QuotationUS Dollars & Cents per gallon
Minimum Tick$0.0001 per gallon
Listed ContractsAll Months
Settlement TypeDeliverable
Last Trading DayLast business day of month preceeding contract month.
Trading Hours
GlobexSun-Fri: 5pm-4pm CT
ClearPortSun-Fri: 5pm-4pm CT
Rule BookLink
Source: CME Group

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