“The necklace was a present from the Queen of England to the Czarina of Russia,” began the Queen’s Messenger. “It was to celebrate the occasion of the Czar’s coronation. Our Foreign Office knew that the Russian Ambassador in Paris was to proceed to Moscow for that ceremony, and I was directed to go to Paris and turn over the necklace to him. But when I reached Paris I found he had not expected me for a week later and was taking a few days’ vacation at Nice. His people asked me to leave the necklace with them at the Embassy, but I had been charged to get a receipt for it from the Ambassador himself, so I started at once for Nice The fact that Monte Carlo is not two thousand miles from Nice may have had something to do with making me carry out my instructions so carefully. Now, how the Princess Zichy came to find out about the necklace I don’t know, but I can guess. As you have just heard, she was at one time a spy in the service of the Russian government. And after they dismissed her she kept up her acquaintance with many of the Russian agents in London. It is probable that through one of them she learned that the necklace was to be sent to Moscow, and which one of the Queen’s Messengers had been detailed to take it there. Still, I doubt if even that knowledge would have helped her if she had not also known something which I supposed no one else in the world knew but myself and one other man. And, curiously enough, the other man was a Queen’s Messenger too, and a friend of mine. You must know that up to the time of this robbery I had always concealed my despatches in a manner peculiarly my own. I got the idea from that play called ‘A Scrap of Paper.’ In it a man wants to hide a certain compromising document. He knows that all his rooms will be secretly searched for it, so he puts it in a torn envelope and sticks it up where any one can see it on his mantel shelf. The result is that the woman who is ransacking the house to find it looks in all the unlikely places, but passes over the scrap of paper that is just under her nose. Sometimes the papers and packages they give us to 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. Every one 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 any one would look for them.