In the Netherlands (and probably other countries too) this effect is used the other way around - there is a large tax on savings, from 1.6% to 5% depending on the assets, that actually incentivizes moving cash to more speculative investments.

Regarding futures, I was under the impression that's how it works - if a contract expires on your hand, you have to take delivery. There are a few funny stories around of that happening accidentally to paper traders.