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When Cmd starts, if /D is NOT specified on the command line, then it looks for the following REG_SZ/REG_EXPAND_SZ registry variables, and if either or both are present, they are executed first.

HKEY_LOCAL_MACHINE\Software\Microsoft\Command Processor\AutoRun

and/or

HKEY_CURRENT_USER\Software\Microsoft\Command Processor\AutoRun

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Example

In the below autorun variable, I will change the current directory to D:\myBat