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ICE Futures Europe

Heating Oil Futures

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Description

The ICE Heating Oil Futures Contract is cash settled and designed to appeal to both physical and financial traders. In addition, offsetting of margins with other ICE Futures Oil Contracts ensures that a Member's collateral is used effectively when trading ICE Futures Oil Contracts

Market Specifications

Trading Screen Product Name
Heating Oil Futures
Trading Screen Hub Name
NYH
Contract Symbol
O
Trading Hours
UK Hours* - Open: 01:00 (23:00 on Sundays), Close: 23:00.
EST Hours* - Open: 20:00 (18:00 on Sundays), Close: 18:00 the following day.
CST Hours* – Open: 19:00 (17:00 on Sundays), Close: 17:00 the following day.
Singapore Hours– Open: 09:00 (07:00 on Mondays), Close: 07:00 the following day.

*An Exchange Circular will be issued in advance of the UK switch from GMT to BST and a further US switch to and from DST to confirm the altered market opening and closing times
Contract Size
1,000 barrels (42,000 gallons)
Unit of Trading
Any multiple of 1,000 barrels
Currency
US Dollars and cents
Trading Price
One hundredth of one cent ($0.0001) per gallon
Settlement Price
One hundredth of one cent ($0.0001) per gallon
Minimum Price Fluctuation
One hundredth of one cent ($0.0001) per gallon
Maximum Price Fluctuation
There are no limits.
Clearing
The Clearing House guarantees financial performance of all ICE Futures contracts registered with it by its clearing members. All ICE Futures Member companies are either members of the Clearing House or have a clearing agreement with a Member who is a member of the Clearing House
Contract Series
Up to 50 consecutive months
Position Limit
The applicable position, expiry and/or accountability levels, are set forth in Table 1 of ICE Futures Europe’s Position, Expiry and Delivery Limits and Accountability Levels Guidance.
Last Trading Day
Trading shall cease at the end of the designated settlement period on the penultimate US business day of the month preceding the delivery month where a US business day is a day on which NYMEX is opened for business
Settlement
The Heating Oil Futures Contract is cash settled against the prevailing market price for Heating Oil in New York Harbor.

The cash settlement price in US Dollars and cents per Gallon is equal to the penultimate settlement price for New York Harbor ULSD Heating Oil Futures Contract as made public by NYMEX for the month of production as specified within the relevant Contract Rules by reference to the 2005 ISDA Commodity Definitions.

NCR, RL and IPL Levels
NCR: 0.02;
RL: 0.04;
IPL: 0.06, 3 second recalculation and 5 second hold periods.

To access NCR documentation click here
Linked Future
Yes
Markers
TAS (Trade at Settlement)
Business Days
ICE Business Days
MIC Code
IFEU
Clearing Venues
ICEU

Trading Hours

CityTradingPre-Open
New York8:00 PM - 6:00 PM*
20:00 - 18:00
7:45 PM
19:45
London1:00 AM - 11:00 PM*
01:00 - 23:00
12:45 AM
00:45
Singapore8:00 AM - 6:00 AM*
08:00 - 06:00
7:45 AM
07:45

*Next Day

Codes

Clearing Admin Name
ICE Heating Oil
Physical
O
Logical
UHO
GMI (FC)
OM
ION A.C.N.
NF69
Symbol Code
UHO