X forwarding fails

[Graaf_van_Vlaanderen]

I installed OpenBSD on a Sun Balde 1500. X is working on the machine itself (for example with gnuplot and GNU Octave). However it doesn't work through ssh. With my FreeBSD machines I don't get this issue.

$ gnuplot

        G N U P L O T
        Version 4.2 patchlevel 6
        last modified Sep 2009
        System: OpenBSD 4.6

        Copyright (C) 1986 - 1993, 1998, 2004, 2007 - 2009
        Thomas Williams, Colin Kelley and many others

        Type `help` to access the on-line reference manual.
        The gnuplot FAQ is available from http://www.gnuplot.info/faq/

        Send bug reports and suggestions to <http://sourceforge.net/projects/gnuplot>


Terminal type set to 'x11'
gnuplot> plot sin(x)

gnuplot: unable to open display ''
gnuplot: X11 aborted.

# uname -a
OpenBSD Tiphareth.home 4.6 GENERIC#43 sparc64