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An American celebrity magazine claims that they have the exclusive story on the budding romance between Prince Harry, 31, and Pippa Middleton, 32.

According to OK!, Prince William's younger brother and Kate Middleton's younger sister have been enjoying a 'secret romance' for three months, but have only ever been caught in the act by their older siblings.

The publication also purports to have intimate details of their affair, including how they spent their first 'date' and the fact that they have fancied each other for years.