The Poland international is expected to leave Juve this month and Nesta admits they're likely to make a move if Szczesny can secure a release from his contract.
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After defeat at AC Milan in last night's Trofeo Berlusconi, Nesta said: "We're missing a few pieces, not a lot. But something will come.
"I don't know what Szczesny will do, now I'm going to ask..."
On chief exec Adriano Galliani, he added: "Lately we have always talked only about the market, about what we need."