6.11 The continue statement

continue_stmt ::= "continue"

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continue may only occur syntactically nested in a for or while loop, but not nested in a function or class definition or try statement within that loop.^6.1It continues with the next cycle of the nearest enclosing loop.

Footnotes

... loop.^6.1

It may occur within an except or else clause. The restriction on occurring in the try clause is implementor's laziness and will eventually be lifted.