It was Volheno’s letter all right, but folded up in it was a long doubled strip of paper with three rows of small holes punched in it at irregular intervals. I knew instantly what it was—the key to the cipher which I had seen attached to the letter which I had duplicated.

As the police might have a fancy to search me I rolled it and the other strip very tightly, emptied a cigarette, inserted the roll, and plugged up the ends with tobacco; and just when the police were at the door I struck a match and was puffing at the cigarette as two of them entered.

“Good evening, gentlemen, I’m very relieved to see you,” I said, rising and carefully pinching out the lighted tobacco.

“You are our prisoner,” exclaimed one of them, covering me with a revolver.

“I’m extremely relieved to hear it, I can assure you.”

“Where are the others?”

“What others?”

“The other scoundrels who use this house?”

“To my intense satisfaction your arrival scared them away.”

“Don’t try and fool us with that tone. You won’t help them and it will make things worse for you. Put up your hands.”