"On May 18th, 18--, Colonel Raynor returned from service in Egypt, on six months' leave, and rented a shooting-box in the Highlands. Hardly had he settled down when he suddenly declared his intention of crossing the Atlantic for a big game shoot in the Rockies. This purpose he carried out within four days of his announcement, accompanied by Mrs. Raynor and their little daughter Marjorie, aged eleven, a golden-haired little beauty with the most perfect violet eyes, which is a very rare and distinguishing feature amongst women. It has been clearly proved that the party arrived safely in New York, and proceeded on their way to the Rockies. Since that time nothing has been heard of any of the three. "There is no definite pronouncement as to the administration of Colonel Raynor's estate. He owns large property, valued roughly at nearly a quarter of a million sterling. It has come to light that he leaves a will behind him, but whether this will be executed or not remains to be seen. There are no near relations, except the colonel's brother, Stephen, who was disinherited by their father in favor of the colonel, and who, it is believed, left this country at the time, and went to the United States. His whereabouts are also unknown, in spite of advertisement during the last six years. "We publish these details, even at this late hour, in the faint hope that some light may yet be thrown on the mystery which enshrouds the fate of the gallant colonel and his family, or, at least, that they may assist in discovering the whereabouts of his brother. Theories have been put forward. But the suggestion which seems most feasible comes from the New York police. They think he must have met with some accident in the obscurer mountains, for he was a daring climber, and that, unaccompanied as they were by any servants, his wife and daughter, left helpless, were unable to get back to civilization. There is a chance that misfortune of some other character overtook him, but of what nature it is impossible to estimate. It has been asserted by one of the officials at the railway station at Omaha that a party alighted from a transcontinental train there answering the description of Colonel Raynor's party. These people are supposed to have stayed the night at a hotel, and then left by a train going north. Inquiry, however, has thrown no further light in this direction, and so the police have fallen back on their original theory." Seth laid the cutting aside, and thoughtfully chewed the end of his pen. There were many things he had to think of, but, curiously enough, the letter he had to compose did not present the chief item. Nor did Rosebud even. He thought chiefly of that railway official, and the story which the police had so easily set aside. He thought of that, and he thought of the Indians, who now more than ever seemed to form part of his life.