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We introduce heterostructured photonic crystal fibers whose cladding and core are two lattice-matched photonic crystals (PCs). Confined modes, particularly those due to photonic bandgaps (PBGs) possessed by cladding PC, can be quickly predicted by studying cladding PBG regions and space-filling modes of the core PC. We theoretically demonstrate that PBG-guided modes can be either index-guided or antiguided locally in the core area. Such fibers are expected to have applications in nonlinear optics and sensors.