We were all three in the parlour of our lodging house, and quite alone. Nevertheless, Rose lowered her voice as she answered me.

"The Tsar entrusted him with the knowledge of where a portion of the Crown jewels were secreted. He was to find them, raise money, and try and bribe the Siberian Guards. He found the jewels all right, but not until Nicholas and the whole of his family had been assassinated."

"What did he do with the jewels?" Leonard asked.

"He has not told me so in so many words, but I believe that he has them here," she replied. "He told me they were still in his possession and he held them in trust for the Romanoffs. The terrible part of the business for him is that he has been tracked all over Europe by Bolshevist agents, who claim that the jewels belong to the Russian State."

"Why did he tell you all this?" I enquired, with growing suspicion.

Rose shook her head.

"Perhaps to account for the fact that he seemed so nervous all the time," she suggested. "He started whenever another motor car passed us, and as long as we were in Bath itself he watched the faces on the pavements, as though all the time he were looking for some one. He told me that when first he arrived here he suspected even the masseurs at the baths."

"I still don't see why he was so confidential with you," Leonard grumbled.

"He likes me," she acknowledged, with a demure smile. "In fact, if he tells the truth, he likes me very much. Don't look so black, please," she went on, with a glance at our faces. "Remember I am only obeying orders."

That phrase cost us a good deal of uneasiness during the next few days. Whenever we performed, Kinlosti sat in his corner, watching and listening. In the intervals, he came and made timid and courteous conversation. Without going so far as to say that he pursued Rose, he certainly took up a great deal of her time. On the fourth afternoon I received another typewritten note, handed to me again from the porter's office without any intimation as to its source. There was only a line or two: