Assuming that the asset underlying a futures contract pays no dividends or related (storage, etc) costs, I have the following formula for the price F_t of a futures contract at time t:

F_t = S_t * e^r (T-t)

where S_t is the value of the underlying asset at time t, r is the risk-free rate, and T is that the contracts delivery date.

Suppose that F_t lt; 0. If I were to have a long position on this particular contract at time t at a real-world situation, would I immediately receive the sum F_t, or might hands change only?