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 he 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.

“At that moment the train started, but at the same instant there was a rattle at the lock of the compartment, and a couple of porters lifted and shoved a woman through the door, and hurled her rugs and umbrellas in after her.

“Instinctively I reached for the diamonds. I shoved them quickly into the satchel and, pushing them far down to the bottom of the bag, snapped the spring lock. Then I put the cigars in the pocket of my coat, but with the thought that now that I had a woman as a travelling companion I would probably not be allowed to enjoy them.

“One of her pieces of luggage had fallen at my feet, and a roll of rugs had landed at my side. I thought if I hid the fact that the lady was not welcome, and at once endeavored to be civil, she might permit me to smoke. So I picked her hand bag off the floor and asked her where I might place it.

“As I spoke I looked at her for the first time, and saw that she was a most remarkably handsome woman.

“She smiled charmingly and begged me not to disturb myself. Then she arranged her own things about her, and, opening her dressing-bag, took out a gold cigarette case.

“‘Do you object to smoke?’ she asked.

“I laughed and assured her I had been in great terror lest she might object to it herself.

“‘If you like cigarettes,’ she said, ‘will you try some of these? They are rolled especially for my husband in Russia, and they are supposed to be very good.’

“I thanked her, and took one from her case, and I found it so much better than my own that I continued to smoke her cigarettes throughout the rest of the journey. I must say that we got on very well. I judged from the coronet on her cigarette-case, and from her manner, which was quite as well bred as that of any woman I ever met, that she was some one of importance, and though she seemed almost too good looking to be respectable, I determined that she was some grande dame who was so assured of her position that she could afford to be unconventional. At first she read her novel, and then she made some comment on the scenery, and finally we began to discuss the current politics of the Continent. She talked of all the cities in Europe, and seemed to know every one worth knowing. But she volunteered nothing about herself except that she frequently made use of the expression, ‘When my husband was stationed at Vienna,’ or ‘When my husband was promoted to Rome.’ Once she said to me, ‘I have often seen you at Monte Carlo. I saw you when you won the pigeon championship.’ I told her that I was not a pigeon shot, and she gave a little start of surprise. ‘Oh, I beg your pardon,’ she said; ‘I thought you were Morton Hamilton, the English champion.’ As a matter of fact, I do look like Hamilton, but I know now that her object was to make me think that she had no idea as to who I really was. She needn’t have acted at all, for I certainly had no suspicions of her, and was only too pleased to have so charming a companion.

“The one thing that should have made me suspicious was the fact that at every station she made some trivial excuse to get me out of the compartment. She pretended that her maid was travelling back of us in one of the second-class carriages, and kept saying she could not imagine why the woman did not come to look after her, and if the maid did not turn up at the next stop, would I be so very kind as to get out and bring her whatever it was she pretended she wanted.

“I had taken my dressing-case from the rack to get out a novel, and had left it on the seat opposite to mine, and at the end of the compartment farthest from her. And once when I came back from buying her a cup of chocolate, or from some other fool errand, I found her standing at my end of the compartment with both hands on the dressing-bag. She looked at me without so much as winking an eye, and shoved the case carefully into a corner. ‘Your bag slipped off on the floor,’ she said. ‘If you’ve got any bottles in it, you had better look and see that they’re not broken.’

“And I give you my word, I was such an ass that I did open the case and looked all through it. She must have thought I was a Juggins.