• Conformal exchangeability martingales are randomized: they depend not only on the observations $z_1,z_2,\ldots$ but also on independent random numbers taking values in 0,1$. • Each conformal exchangeability martingale$S_n$is a martingale only in the sense of satisfying$E(S_{n+1}\mid S_1,\ldots,S_n)=S_n$. It does not satisfy$E(S_{n+1}\mid \mathcal{F}_n)=S_n$(where$\mathcal{F}_n$is the past including the observations$z_1,\ldots,z_n\$) except in trivial cases.