The first section defines these terms, followed by an examination of the problems these activities raise for the futures market. This is done by examining a number of cases of manipulation, 'corners,' and 'squeezes'. The 'Cargill' case illustrates the difficulties in establishing the occurrence of manipulation. The Hunt Silver case assists in identifying the steps by which a 'corner' may be established. The Maine potato futures case not only illustrates the contribution that 'thin' markets may make to potential 'corners', but also yields a report suggesting possible solutions to manipulation in future markets. The Sydney (Australia) cattle futures 'squeeze' permits comparison of an Australian case with those in the U.S. markets. After the case studies, the paper considers methods for preventing manipulation and 'cornering' and discusses their applicability to various futures contracts. Following an analysis these methods would have had on at least one recent 'corner' on an Australian futures contract, futures contract characteristics that would reduce the chances of manipulation and 'cornering' are specified. The paper concludes that conditions ensuring that a futures market has depth are likely to be more important than any regulatory controls in reducing manipulation and 'cornering.' 36 footnotes.