What Is the opposite Term for Backwardation?

The opposite term for backwardation is "contango." Contango is the normal market condition where the futures price is higher than the current spot price, reflecting the cost of carrying the asset forward in time. Backwardation is the exception, suggesting immediate scarcity or negative future expectations.

How Does the Concept of “Normal Contango” Relate to the Basis?
Why Is Backwardation Less Common in Cryptocurrency Perpetual Futures than Contango?
What Is Contango and Backwardation in Futures Markets?
What Is the Significance of the VIX Being in ‘Contango’ or ‘Backwardation’?
In the Context of Futures Contracts, What Is Meant by “Contango” and “Backwardation”?
What Is the Concept of ‘Contango’ and ‘Backwardation’ in Token Futures Markets?
What Is the Primary Difference between Contango and Backwardation in Futures Markets?
Define ‘Contango’ and ‘Backwardation’ in the Context of Cryptocurrency Futures Markets

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