Well it's a good question. I give my own opinion.

The text book only says the difference between forward and futures it that the former is OTC traded and the later is exchange traded. So future is a kind of "standardized" contract, it marks to market, and so on...

What the text book didn't mention is another important difference of these two kinds of contracts. That is: future has constant maturity, (e.g. the 15th of Mar, Jun, Sep, Dec), while the forward contract is issued on a rolling basis, that is each day you will have a say 3 month contract, but for futures if a day passed, the maturity will be 3 month-1day.

So this cause the problem, future price can be settle by market price because the market price reflects the change of value of the futures contract you hold (e.g. after one day, the contract you hold is 3month-1day, while the contract traded in the market is also 3 month-1day). But forward can't. Since the contract you hold is 3 month-1day, while the market is trading 3month contract. So impossible to compare.

At maturity, there is a futures contract that begins today and matures today (0 maturity), so the spot and futures price will converge. But for forward, the market price still stands for a 3month contract, so they won't be the same.

best,

Thank you so much!