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%11.98%
Top 1/4tile2.32192.37410.000731.06%3.44%
Median1.74031.8211-0.006426.70%1.77%
Bot 1/4tile1.08341.0373-0.026822.79%-0.41%
Minimum0.45220.4763-1.884212.04%-61.00%
10yrsSpot PriceWgt Fut PriceBasisVolatility (ANN)Forward Curve
Maximum3.31253.36020.258347.22%10.40%
Top 1/4tile2.88932.92110.000027.84%3.69%
Median2.08252.1372-0.012425.02%1.97%
Bot 1/4tile1.71381.7755-0.039719.80%0.74%
Minimum0.93521.0008-1.884212.04%-10.26%
5yrsSpot PriceWgt Fut PriceBasisVolatility (ANN)Forward Curve
Maximum2.97513.06130.091033.98%8.74%
Top 1/4tile2.01372.04580.000027.57%4.03%
Median1.75321.7935-0.016223.71%2.37%
Bot 1/4tile1.50121.5532-0.072021.41%1.42%
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