carry about Europe are of very great value, and sometimes they are special makes of cigarettes, and orders to court-dressmakers.  Sometimes we know what we are carrying and sometimes we do not.  If it is a large sum of money or a treaty, they generally tell us.  But, as a rule, we have no knowledge of what the package contains; so to be on the safe side, we naturally take just as great care of it as though we knew it held the terms of an ultimatum or the crown-jewels.  As a rule, my confreres carry the official packages in a despatch-box, which is just as obvious as a lady’s jewel-bag in the hands of her maid.  Everyone knows they are carrying something of value.  They put a premium on dishonesty.  Well, after I saw the ‘Scrap-of-Paper’ play, I determined to put the government valuables in the most unlikely place that anyone would look for them.  So I used to hide the documents they gave me inside my riding-boots, and small articles, such as money or jewels, I carried in an old cigar-case.  After I took to using my case for that purpose I bought a new one, exactly like it, for my cigars.  But, to avoid mistakes, I had my initials placed on both sides of the new one, and the moment I touched the case, even in the dark, I could tell which it was by the raised initials.

“No one knew of this except the Queen’s Messenger of whom I spoke.  We once left Paris together on the Orient Express.  I was going to Constantinople and he was to stop off at Vienna.  On the journey I told him of my peculiar way of hiding things and showed him my cigar-case.  If I recollect rightly, on that trip it held the grand cross of St. Michael and St. George, which the Queen was sending to our Ambassador.  The Messenger was very much entertained at my scheme, and some months later when he met the Princess he told her about it as an amusing story.  Of course, he had no idea she was a Russian spy.  He didn’t know anything at all about her, except that she was a very attractive woman.  It was indiscreet, but he could not possibly have guessed that she could ever make any use of what he told her.

“Later, after the robbery, I remembered that I had informed this young chap of my secret hiding-place, and when I saw him again I questioned him about it.  He was greatly distressed, and said he had never seen the importance of the secret.  He remembered he had told several people of it, and among others the Princess Zichy.  In that way I found out that it was she who had robbed me, and I know that from the moment I left London she was following me, and that she knew then that the diamonds were concealed in my cigar-case.