“Without a doubt. He was endeavouring to learn some secret which Your Highness possesses. Cannot you form any theory what it can be? Try and reflect.”

“Secret!” she echoed, opening her eyes wide. “I have no secrets. Everybody tells me I am far too outspoken.”

“Here, in Russia, everyone seems to hold secrets of some character or other, social or political, and spies are everywhere,” I said. “Are you quite certain you have never before seen the intruder?”

“I could only catch the silhouette of his figure against the moonlight, yet, to tell the truth, it struck me at that moment that I had seen him somewhere before. But where, I could not recollect. He read each letter through, so he must have known English very well, or he could not have read so quickly.”

“But did you not tell me in the winter garden of the Palace, on the night of the last Court ball, that Marya de Rosen had given you certain letters—letters which reflected upon General Markoff?” I asked.

She sat erect, staring at me open-mouthed in sudden recollection. “Why, I never thought of that!” she gasped. “Of course! It was for those letters the fellow must have been searching.”

“I certainly think so—without the shadow of a doubt.”

“Madame de Rosen feared lest they should be stolen from her, and she gave them over to me—three of them sealed up in an envelope,” declared my dainty little companion. “She expressed apprehension lest a domiciliary visit be made to her house by the police, when the letters in question might be discovered and seized. So she asked me to hold them for her.”

“And what did you do with them?”

“I hid them in a place where they will never be found,” she said; “at a spot where nobody would even suspect. But somebody must be aware that she gave them to me for safe-keeping. How could they possibly know?”