“I have never yet seen the man of whom I was afraid,” he returned. “There will be no danger, I assure you.”

She could not resist his masterful manner. He held out his hand. She took it, and he led her out of the box.

They walked along the corridor, the girl leaning on his arm, and so down the staircase to the ballroom.

As they entered, a dance was just over, and the dancers, chatting and laughing, were leaving the floor.

“All the better,” he whispered, behind his mask. “We shall have plenty of room to walk, and a good opportunity to look at everybody as we go along.”

Nick Carter, a gallant figure in his gay Mexican dress, and with the sombrero pulled well down over his forehead, strode around the ballroom, the “Queen of Night” by his side.

They had almost entirely encircled the great hall without seeing anything of a Spanish officer, either on the floor, in the balcony, or in any of the boxes.

“It seems as if he isn’t here,” remarked Nick to his companion.

She did not answer, but her fingers suddenly tightened on his arm.

“Don’t look into that alcove on the right,” she whispered. “Solado and the other man I mentioned are in there, watching us.”