Reading 27: Synthetic cash, guilt by association...?

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This topic is relatively easy to grasp, and the curriculum is quite clear.
My question is more of a nitpicky one. In the process of synthetically rebalancing a portfolio text continually refers to the step of shorting futures to create a synthetic cash position.
From what I can gather, there’s really nothing synthetic about this step except insofaras the fact that you’re in the process of creating a sythetic position. When you shorting one futures position you are receiving actual cash to use to long another futures position to complete whatever synthetic position you are looking to achieve. Is the cash referred to as synthetic by association?
 
You aren’t receiving any cash until the expiration of the futures contract. Before then, you have a portfolio comprising some investment (equity, fixed income) and some futures position (long, short) that, on the whole, behaves like cash, but isn’t actually cash; it’s synthetic cash.
 
Duh, that was a dumb question, you can smack me for that one. Thanks dude.
 
Thanks, magician, never stop learning. Always appreciate your posts, you’ve been very helpful.
 
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