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Data prefetching can be beneficial for improving parallel I/O system performance, but the amount of benefit depends on how efficiently and swiftly prefetches can be done. In this study, we propose a new prefetching strategy, called collective prefetching. The idea is to exploit the correlation among I/O accesses of multiple processes of a parallel application and carry out prefetches collectively, instead of the traditional strategy of carrying out prefetches by each process individually. The rationale behind this new collective prefetching strategy is that the concurrent processes of the same parallel application have strong correlation with respect to their I/O requests. We present the idea, initial design and implementation of the new collective prefetching strategy in this study. The preliminary experimental results show that this new collective prefetching strategy holds promise for improving parallel I/O performance.