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Game and ultimately Margaret Thatcher maybe losing lead (6)

Ross

I believe the answer is:

tennis

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'game' is the definition.
(tennis is a game)

I don't understand the remainder of the clue.

Can you help me to learn more?

(Other definitions for tennis that I've seen before include "Sent in, strangely, for sport" , "Net sport" , "Racket-and-ball game" , "Real or lawn game" , "Sport Dwight Davis gave trophy for" .)

I've seen this clue in The Guardian.
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