OpenBSD 5.6 / fvwm2 / xterm missing UTF-8 support

If I log on from a RHEL 6.5/GNOME notebook via SSH using gnome-terminal to an OpenBSD install, the UTF-8 support is OK.

But if I use OpenBSD / fvwm2 / xterm locally, not via SSH, then it just misses the UTF-8 support. I wanted to write: "árvíztűrő tükörfúrógép", I got this:

opening it with vi I got this:

When the installer asked me to select language, I choosed "HU", the "árvíztűrő tükörfúrógép" is a usual test..

Question: How can I enable UTF-8 support to the xterm?