Sure thing, let me break it down. Tweaking a 3‑month forward can shift the entire risk‑return curve, so you’ll end up with a different cost of hedging and a new exposure to basis risk. In practice that means you can lock in a better spread or capture a small arbitrage opportunity, but you’re also trading off liquidity and counterparty confidence. If the tweak makes the forward more attractive to the market, you’ll see tighter spreads and lower transaction costs. If it becomes less liquid, you could face higher bid‑ask spreads and potentially worse execution. So the sweet spot is tightening the spread just enough to improve your payoff without pushing the contract into a thinly traded niche. Keep an eye on the implied volatility and the credit limits of your counterparty, and you’ll walk away with a net benefit.