Define the Term “Contango” in the Futures Market.

Contango is a market condition where the futures price of an asset is higher than the expected spot price at maturity, or the near-term futures price is lower than the long-term futures price. This typically occurs when the cost of carrying the underlying asset, such as storage and insurance, is positive.

It is the opposite of backwardation.

Define ‘Contango’ in the Context of Futures Pricing
How Does the Cost of Carry Influence the Basis of a Financial Futures Contract?
How Does ‘Contango’ and ‘Backwardation’ in the Futures Market Relate to the Cost of Carry?
What Is ‘Contango’ in Futures Markets?
How Does the ‘Cost of Carry’ Influence the Basis in a Traditional Futures Contract?
What Is the ‘Cost of Carry’ and How Does It Contribute to a Contango Market?
What Does a Positive Basis (Futures Price > Spot Price) Indicate?
How Does the Cost of Carry Influence Whether a Futures Market Is in Contango or Backwardation?

Glossar