Its not a huuuge deal unless it starts to unravel more, but will remain fully functional until that time. To prevent this you can use less torque when tightening the fixing nut or bolt, or replace your washer and fixing bolt. Some washer/ anchor bolt combinations are more proned to smashing and pulling a cable like that. Many modern derailleurs will have a washer with a little groove and a small piece that comes down and prevents the washer from spinning while the fixing bolt is being tightened. This prevents the cable from being pulled around the bolt as it tightens. Ideally the cable remains straight going in and out of the anchor bolt, but sometimes getting it that way is more trouble than its worth especially with front deraileurs it seems.
Other than being slightly weaker, now that cable poses a thumb pricking danger, handle with care!
Another way to solve this problem is to solder the cable. Put the soldering iron under the cable and apply the solder from the top just like you would to sweat solder a copper pipe. The solder will wick into the spaces between the strands of the cable. I do this before I install a new cable. Be sure to get the spot where the clamp bolt makes contact and where the cable will be cut to length. Sometimes it is necessary to sand the excess solder off the outside surface of the cable so it will fit through the housing.
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