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. “My train for Nice left Paris at ten in the morning. When I travel at night I generally tell the _chef de gare_ that I am a Queen’s Messenger, and he gives me a compartment to myself, but in the daytime I take whatever offers. On this morning I had found an empty compartment, and I had tipped the guard to keep every one else out, not from any fear of losing the diamonds, but because I wanted to smoke. He had locked the door, and as the last bell had rung I supposed I was to travel alone, so I began to arrange my traps and make myself comfortable. The diamonds in the cigar-case were in the inside pocket of my waistcoat, and as they made a bulky package, I took them out, intending to put them in my hand bag. It is a small satchel like a bookmaker’s, or those hand bags that couriers carry. I wear it slung from a strap across my shoulder, and, no matter whether I am sitting or walking, it never leaves me. “I took the cigar-case which held the necklace from my inside pocket and the case which held the cigars out of the satchel, and while I was searching through it for a box of matches I laid the two cases beside me on the seat.