What Is the Term for a Situation Where the Futures Price Is Lower than the Spot Price?

This situation is known as "backwardation." It is typically seen as an abnormal market condition where the current spot price is higher than the price of the futures contract for a later date. This can indicate an immediate shortage of the underlying asset or strong negative market sentiment about the future price.

What Is the Term for a Perpetual Contract Trading at a Discount?
What Does a Sharp Inversion (Backwardation) in the VIX Term Structure Signal to Traders?
How Does the Concept of “Convenience Yield” Relate to Backwardation in Commodities?
What Is “Contango” and “Backwardation” in Futures Markets?
What Is the Primary Difference between Contango and Backwardation in Futures Markets?
Are There Different Types of Backwardation Based on the Term Structure?
What Is a ‘Contango’ Vs. a ‘Backwardation’ Market Structure in Futures Trading?
What Is the Theoretical Maximum Difference between the Spot and Futures Price?

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