Assuming that the asset underlying a futures contract pays no dividends or associated (storage, etc) costs, I have the following formula for the price $F_t$ of a futures contract at time $t$: $$ F_t = S_t \cdot e^{r (T-t)} $$ where $S_t$ is the value of the underlying asset at time $t$, $r$ is the risk-free rate, and $T$ is the contracts delivery date.
Suppose that $F_t < 0$. If I were to take a long position on this contract at time $t$ in a real world situation, would I immediately receive the amount $F_t$, or would all money change hands only at delivery time $T$?