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Roll-your-own cigarettes (also called RYO, MYO, rollies, roll-ups, hand-rolled cigarettes, or simply rolls) refer to cigarettes made from loose tobacco and rolling paper. Roll-your-own products are sold as a pouch or tin of tobacco, sometimes with the rolling papers provided, with which one can hand-roll their own cigarettes. Loose filters are also available for purchase and can be added to the rolled cigarettes. Some people use a hand held rolling machine to assist them.

Hand-rolled cigarettes give smokers the ability to roll cigarettes of any diameter they choose, hence varying the strength of the cigarette. Many people will also use technological aids, from hand injectors to large in-store machines, to make their cigarettes.

Many smokers believe that RYO cigarettes are not as harmful as manufactured cigarettes. Most current RYO smokers change to smoking roll-ups rather than not smoking altogether in the mistaken belief that they will smoke less tobacco and inhale fewer toxic chemicals. In truth, hand-rolled tobacco is just as harmful as the tobacco in manufactured cigarettes. Research, using roll-up cigarettes made by smokers, proves that the levels of nicotine and cancer-causing chemicals inhaled are often higher than those from manufactured cigarettes. RYO cigarettes are more likely to cause mouth, throat, and lung cancer as well as heart and lung diseases such as emphysema.

Change in United States cigarette policy and effect on RYO shops
In the United States, the Internal Revenue section of the tax code includes a personal exemption for people who make their own cigarettes and tobacco (done by shredding blended strips of tobacco leaves). An amendment buried in the federal transportation bill signed by President Barack Obama in 2012 caused roll-your-own cigarette shops to struggle and consider closing across USA. In order for roll-your-own shops to continue using the machines now, owners must: obtain a manufacturer's permit, file a bond, pay the applicable federal cigarette tax rate, keep records, print required markings on packages used for manufactured cigarettes, affix the U.S. Surgeon General's warning labels to packages and comply with the U.S. Food and Drug Administration's minimum cigarette package size.

RYO cigarettes in Europe
In Europe, EU regulations for tar and nicotine levels in cigarettes do not apply to rolling tobacco, even though most of the RYO cigarettes are more dangerous than manufactured cigarettes. Hand-rolled tobacco is taxed and priced at a lower level – approximately half the amount of packaged cigarettes. In countries where cigarettes are cheap or rolling tobacco is expensive, very few people use RYO cigarettes. However, In the Netherlands more than half of all tobacco smoked in the country is RYO because of the immense price difference.