[dmurray]

Everybody has heard of this happening to their friend's cousin's ex's colleague. In practice you can't trade futures without a broker, and your broker won't let you take futures to delivery unless you convince them you have the facilities to deliver or take delivery. And if you do take delivery of copper futures on the main exchanges (CME or LME), you get "warehouse receipts" which entitle you to turn up at some industrial estate and collect your copper, and which can be resold.