Many agricultural commodities exhibit certain seasonal price fluctuations which tend to repeat each year. These seasonal effects are primarily caused by changing expectations of supply and demand during the year. This study concentrated an determining the seasonality of cotton futures prices for the five contract months using monthly average prices for 1974 through 1985. These price series were seasonally adjusted by using the X-11 Variant of the Census Method 11 Seasonal Adjustment Program. Results indicate that the March and May contracts exhibit a significant level of seasonality. The study was performed entirely on a microcomputer using commercially available programs.