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We consider the Ricci flow on blown-up at one point starting with any -invariant K"ahler metric. It is known that the K"ahler-Ricci flow must develop Type I singularities. We show that if the total volume does not go to zero at the singular time, then any Type I parabolic blow-up limit of the Ricci flow along the exceptional divisor is the unique -complete shrinking K"ahler-Ricci soliton on blown-up at one point. This establishes the conjecture of Feldman-Ilmanen-Knopf.

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