Define ‘Contango’ and ‘Backwardation’ in Futures Markets.

Contango is a market condition where the futures price of a commodity or asset is higher than the expected future spot price or the current spot price. This typically occurs when there is a 'cost of carry' (storage, insurance, interest).

Backwardation is the opposite, where the futures price is lower than the expected future spot price, often occurring when there is a high convenience yield or a supply shortage.

In the Context of Futures Contracts, What Is Meant by “Contango” and “Backwardation”?
Define the Terms ‘Contango’ and ‘Backwardation’ in the Futures Market
What Is the Concept of ‘Contango’ and ‘Backwardation’ in Futures Pricing?
What Is the Difference between a ‘Contango’ and ‘Backwardation’ Market Structure in Crypto Futures?
How Does the Concept of ‘Contango’ or ‘Backwardation’ Apply to Futures Contracts on Vulnerable Altcoins?
How Does the Concept of “Contango” or “Backwardation” Apply to Perpetual Futures?
Define ‘Contango’ and ‘Backwardation’ in the Futures Market
What Is a “Contango” and “Backwardation” Market Structure in Crypto Futures?

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