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STUDY QUESTION In women with threatened miscarriage, does progesterone supplementation until the completion of the first trimester of pregnancy increase the probability of live birth? SUMMARY ANSWER In women with threatened miscarriage, 400 mg vaginal progesterone nightly, from onset of bleeding until 12 weeks, did not increase live birth rates. WHAT IS KNOWN ALREADY Limited evidence has indicated that vaginal micronized progesterone may make little or no difference to the live birth rate when compared with placebo in women with threatened miscarriage. Subgroup analysis of one recent randomized trial reported that in women with bleeding and at least one previous miscarriage, progesterone might be of benefit. STUDY DESIGN, SIZE, DURATION We performed a randomized, double-blinded, placebo-controlled trial between February 2012 and April 2019. Eligible pregnant women under 10 weeks gestation, experiencing a threatened miscarriage as apparent from vaginal bleeding were randomized into two groups in a 1:1 ratio: the intervention group received 400 mg progesterone as vaginal pessaries, the control group received placebo vaginal pessaries, both until 12 weeks gestation. The primary endpoint was live birth. We planned to randomize 386 women (193 per group). The study was stopped at a planned interim analysis for futility after randomization of 278 women. PARTICIPANTS/MATERIALS, SETTING, METHODS This trial was conducted at the Mater Mothers' Hospital, a tertiary centre for maternity care in South Brisbane, Queensland, Australia. We randomized 139 women to the intervention group and 139 women to the placebo group. Primary outcome data were available for 136 women in the intervention group and 133 women in the placebo group. MAIN RESULTS AND THE ROLE OF CHANCE The live birth rates were 82.4% (112/136) and 84.2% (112/133) in the intervention group and placebo group, respectively (risk ratio (RR) 0.98, 95% CI 0.88 to 1.09; risk difference −0.02, 95% CI −0.11 to 0.07; P  = 0.683). Among women with at least one previous miscarriage, live birth rates were 80.6% (54/67) and 84.4% (65/77) (RR 0.95, 95% CI 0.82–1.11; P  = 0.550). No significant effect was seen from progesterone in women with two (RR 1.28, 95% CI 0.96–1.72; P  = 0.096) or more (RR 0.79, 95% CI 0.53–1.19; P  = 0.267) previous miscarriages. Preterm birth rates were 12.9% and 9.3%, respectively (RR 1.38; 95% CI 0.69 to 2.78; P  = 0.361). Median birth weight was 3310 vs 3300 g (P  = 0.992). There were also no other significant differences in obstetric and perinatal outcomes. LIMITATIONS, REASONS FOR CAUTION Our study was single centre and did not reach the planned sample size because it was stopped prematurely at an interim analysis. WIDER IMPLICATIONS OF THE FINDINGS We did not find evidence supporting the treatment effect of vaginal progesterone in women with threatened miscarriage. Progesterone in this setting should not be routinely used for threatened miscarriage. The treatment effect in women with threatened miscarriage after previous miscarriages warrants further research. STUDY FUNDING/COMPETING INTEREST(S) Mothers' and babies Golden Casket Clinical Fellowship (L.A.M.). Progesterone and placebo pessaries were provided by Perrigo Australia. B.W.J.M. reports grants from NHMRC, personal fees from ObsEva, personal fees from Merck KGaA, personal fees from Guerbet, personal fees from iGenomix, outside the submitted work. TRIAL REGISTRATION NUMBER ACTRN12611000405910 TRIAL REGISTRATION DATE 19 April 2011 DATE OF FIRST PATIENT'S ENROLMENT 06 February 2012 [ABSTRACT FROM AUTHOR]