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Widening

• Is a term often used in hedging or risk management activities. It refers to an increased spread or price differential between the underlying cash market and the futures market. It can also refer to the differences between two futures contract delivery months or two forward delivery dates.

 
 Embedded terms in definition
 Cash market
Cash
Contract
Delivery month
Delivery
Forward delivery
Forward
Futures contract
Futures market
Futures
Hedging
Market
Risk management
Risk
Spread
Underlying
 
 Referenced Terms
 Spreading: In the futures market, buying one futures contract and selling a nearby one to profit from an anticipated narrowing or Widening of the spread over time.

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