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This may be something called "prickly heat", in which a rash develops due to irritation of the skin, when sweat gets trapped underneath it. Small red bumps may also develop.
In medical terms, this is known as Miliaria or sweat rash.
There are many forms. Yours seems to be Miliaria rubra.
Miliaria occurs when the sweat gland ducts get plugged due to dead skin cells or bacteria such as Staphylococcus Epidermidis, a common bacterium that occurs on the skin which is also associated with acne.
The trapped sweat leads to irritation (prickling), itching and to a rash of very small blisters, usually in a localized area of the skin.
You should see a Skin Doctor to see if that is what it really is and avoid hot and humid conditions, avoid wearing occlusive clothing and avoid activities which cause sweating.
For the itch you can use a prickly heat powder, hydrocortisone 1 percent preparation (OTC) twice a day or other anti itch preparations like calamine lotion.
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