My Grandfather unload the estate's trainload of eggs into the physical market (after all its not like the hen were raised just for him), but at about half the Futures price paid and with a stiff commission. It left a bad taste in his mouth for the decades that followed. At CSI, we had a customer who accidentally took delivery on a cheese contract. They cut big chunks off and gave it to friends and business associates. Most of the cheese, however, was lost. I have heard of people trying to acquire physical gold by forcing delivery. I don't know if the experience with LME's forward contract is better than a Futures Contract. A broker I know, Phil Storer at Dillon Gage, told me that a Futures Contract is no way to get the physical. Almost all of the contracts are cash settled. He told me of a customer who purchased 100 gold contracts and held them to expiration. Aside from the costs of holding those contracts, 99 of the contracts were cash settled, and he was stuck paying fees to resubmit the physical one lot back to the market. Dillon Gage deals in physical gold, as well as futures. Phil is an honest, upright guy so I would talk with him first if that is what you have in mind. Whatever market you have in mind, I would definitely talk with the guys who handle the physical products before proceeding.