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Don't just start with opening a new SIPP if you're transferring in.
Start here: https://secure.vanguardinvestor.co.uk/en-GB/Public/Process/Registration/Transfer/Pension/RetirementSelection
Just tried to start a vanguard Sipp to combine a couple of old work pension pots. It's asking me to pay £500 into the Sipp to start it up.
Does anyone know whether there is a way round this? I'd like to combine the old pots but don't have a spare £500 to chuck into a pension pot.