Why Peterborough, I wondered? There were certainly no facilities there for anyone engaged in Germany's nefarious work. But attached to the report was a snapshot--taken secretly, of course--which showed me at once that the little fat man was apparently a sailor, "camouflaged" hastily in a badly fitting overcoat and a cloth cap. That gave me a further clue. I took down a Bradshaw, and, glancing at the train by which the little fat man had travelled, made an interesting discovery. It was the Newcastle express. I began to see why the mysterious little man had booked to Peterborough. That afternoon I ascertained that the parrot's cage in the house in Lembridge Square sported a broad ribbon of yellow satin. At midnight I rang up Hecq at his house at St Germain, and asked him to send Aubert the detective over at once. An hour after midnight came another air-raid alarm--the second to coincide with the appearance of the yellow ribbon. Now one coincidence of this kind may mean nothing. Two begin to be suspicious. A third is convincing. I found my suspicions deepening into certainty. Directly the air-raid warning was given, our watchers in Harrington Street were keenly on the alert, but, though they watched all night, there was no meeting of the mysterious men in the empty house. I guessed the reason. The raiders were again driven back before they could reach the Metropolis, and, therefore, there was no news to be gathered for transmission to the authorities in Berlin. Everything now pointed with increasing certainty to the house in Lembridge Square as a focus of enemy activity. Directly the "All clear" had been sounded over the London area, Heinrich left Hereford Road, and, according to Madame Gabrielle's report to me, hurried round to the house of the grey parrot. He remained there about half an hour, and then retraced his steps home in the waning moonlight. Thus mystery followed mystery. What was the meaning of the various coloured bows on the parrot's cage? For that they had a very definite meaning I no longer doubted. It seemed, indeed, tolerably clear that the yellow ribbon betokened a coming raid. And evidently the half-blind old musician was a close friend of the manufacturers' agent. But who, in reality, was the mysterious Mostyn Brown, and, if he were indeed an enemy agent, how had he managed to elude the close watch that had been set upon him? It had struck me that the house which sheltered the grey parrot might conceivably conceal a wireless plant of sufficient power to convey a message to a submarine lurking off the coast. Such a plant need not be a conspicuous affair. But one of my agents, posing as an official of the Metropolitan Water Board, had been able to negative the suggestion, and I confess I found myself still hopelessly puzzled as to the means by which information of the damage done by the raiding aircraft was so speedily and so accurately conveyed to the enemy.