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
Maximum4.08334.19310.258347.22%11.98%
Top 1/4tile2.32192.37410.000631.06%3.36%
Median1.80251.8748-0.007226.45%1.79%
Bot 1/4tile1.23751.2639-0.028822.37%-0.36%
Minimum0.58350.5278-1.884212.04%-26.33%
10yrsSpot PriceWgt Fut PriceBasisVolatility (ANN)Forward Curve
Maximum3.31253.36020.258335.12%8.74%
Top 1/4tile2.88932.92110.000027.00%3.25%
Median2.07092.1312-0.012223.50%1.84%
Bot 1/4tile1.73001.7751-0.041319.61%0.58%
Minimum0.93521.0008-1.884212.04%-10.26%
5yrsSpot PriceWgt Fut PriceBasisVolatility (ANN)Forward Curve
Maximum2.36812.38680.091033.98%8.74%
Top 1/4tile1.95011.96610.000127.57%3.26%
Median1.76621.7935-0.011523.73%2.14%
Bot 1/4tile1.50361.5532-0.036522.38%1.27%
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