Futures settlement question?

Suppose I enter a futures contract for some unlying asset A. The futures price is K and the duration of the contract is one year. After one month I find that the futures price is L > K. This means that I immediately receive a credit of L - K. Should not this L-K be adjusted for interest? I believe that it is not adjusted in real world. Is this not an arbitrage opportunity?

Cost of carry and interest rates are already in the model used to compute the futures price.

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