On the morning of the second day after the publication of the letter signed E. Roe, I awoke at an early hour, after a night passed, for the most part, in thinking and planning.

As the small hours began once more to grow long, and I had reached at last some definite conclusions, I had fallen asleep, but not for long. Sunrise found me awake and astir.

Dave had been out all night, and I was eager for his return. I wanted his co-operation and his encouragement. I wanted to tell him my plans and to hear the result of his night's reconnaissance in the vicinity of the suspected houses.

But whatever his success or lack of it, my morning's programme was laid out. I should 'let no grass grow beneath my feet' until I had taken out warrants of arrest for the 'gang.'

Of charges against them there were enough and to spare; but to make my final success more sure, it would be best, I knew, not to alarm them to the extent of letting them see that their deepest and wickedest game was known. For this purpose it would be well, I knew, to take them first upon separate charges.

Greenback Bob, I decided, should be arrested upon the charge of counterfeiting, with no specified dates or names. Delbras we would charge with an attempt to pass counterfeit money, or with the attempt to swindle Farmer Camp. Smug should figure as a confidence man. And the brunette, whether appearing as man or woman, should be accused of masquerading. And to complete the list, I would also procure a warrant which should charge Monsieur Voisin with an assault upon Sir Carroll Rae.

Smiling at the thought of the surprise this last name would occasion, I closed my door and was turning the key in the lock when Brainerd came hastily up the stairs and toward me.

'Masters,' he said hurriedly, 'you're wanted at once. Come along!' And turning, he ran back down the stairs, and awaited me at the foot.

'What's up?' I asked, when I had reached his side.

'Dead man,' was his laconic answer as he caught my arm and hurried me along. 'Found this morning. I want you to take a look at him.'

'Why must I look at him?' I persisted.

'See if you know him, of course!' and to prevent any further inquisitiveness on my part he began to tell me how the body had been found at early dawn by two 'honest and early-rising Columbian Guards,' lying in the mouth of an alley upon Stony Island Avenue.

'Shot?' I ventured.

'Not much! Strangled!' He glanced over his shoulder and lowered his voice. 'And the queer thing is, Murphy and I were through that same alley, from end to end, after midnight. He was not there then. There were four of us within a block of that place all night. Neither he nor his assailants could have passed by on the street.'

'Ergo?' I queried.

'Ergo, being out all night, and so near, Murphy and I were the first persons the guards met after finding the body. So, while one of them ran to the station we went to the alley, where the other stood on guard. The body lay upon ground where ashes had been thrown, and thickly too. We could see his footprints plainly. Small they were, and others—two others—one long and slim, the other shorter and broader. They're covered at this moment with dry-goods boxes, open end down, with a big policeman sitting upon them. They couldn't take a cast in those soft ashes.'

'Has the body been identified?'

'There was nothing upon the body by which to identify, but it had not been robbed. There was money and valuables in a pocket, and—a belt.'

I saw that, for some reason, Dave did not want to give me further information, even if he possessed it. And knowing him too well to press my questions, I remained silent until we had reached our destination.

When we were in the presence of the dead, and the covering was about to be lifted from the face, a sudden shock and thrill came over me, and I hesitated for just an instant, feeling a sudden dread and reluctance at the thought of what I might see, yet neither knowing nor guessing.

Then slowly the officer drew away the covering, and I moved a step nearer.

'Good heavens!' There was that natty suit of dark blue, the slight and short figure, the olive-skin and close-cropped hair that I had seen often.

'Do you know him?' asked Dave.

'Not by name,' I replied, and then I turned away to collect my thoughts.

It was the brunette who lay there before me, clad now as when last we met at the Ferris Wheel, in the garb of a man.

There he lay, slender and youthful of face and form, with the small, clean-cut features that had made it so easy to masquerade as a dashing brunette; the keen black eyes, seen through half-closed lids, were staring and inscrutable, and the black marks where something had been drawn so tightly about his neck as almost to cut into the flesh were horrible to see.

'I do not know his name,' I again assured the officer in charge. 'I have seen him several times disguised as a woman, and once only in the attire in which he now lies dead. I have taken note of him as a suspected person, and I have believed him to be a man since June 7,' and I related briefly my reasons for this belief. But I did not make known my belief in the dead man's connection with a gang of dangerous criminals. There was time enough for that. Nor did I give voice to the belief, swiftly taking shape in my mind, that he had met his death at the hands of his comrades, and because of the letter I had caused to appear in the morning papers two days before—the letter of 'E. Roe, On the Square.'

The body of course must go to the Morgue and the coroner, and I told the officer where I might be found or heard of, if wanted for the inquest, and then we withdrew.

'I was quite sure it was your brunette,' declared Dave, now grown communicative. 'Not by recognition; you know, I only saw "her" once and then at some distance, but thanks to the honest guards and ourselves—Murphy and I, that is—the body was not rifled, and I myself helped to search the pockets, at the sergeant's orders, and to examine the belt he wore. That gave me my clue; in it were half a dozen more of Lausch's dew-drop sparklers, unless I am much mistaken, and two more of the pink topaz lot. He seemed to vary in his way of carrying his treasures.'

'I think I can explain that,' I said. 'When he carried that chamois bag, while disguised as a woman, he meant, no doubt, before laying aside the disguise, to negotiate the sale of them, and so had them in readiness. He carried the emerald, you remember, and the other things he sold and tried to sell, in a little bag, so the tradesman said.'

'Well!' said Dave ruefully; 'one of the gang has slipped through our fingers in a way we did not look for. Have you a theory that will account for this, Carl?'

I turned upon him almost fiercely.

'I have, and so have you, Dave Brainerd. I don't for one moment doubt that my mistaken policy has brought this murder about, and you can see how it has complicated things. When I found through the brunette's note—I can't seem to find any other name for him—that in all probability we knew the men who had made away with Trent, I thought the game was almost in our hands, and now——' I dropped my head dejectedly.

'And now we're a good deal mixed,' supplemented Dave dryly. 'We're in a dilemma!'

It was indeed a dilemma, if no worse.

When Miss Jenrys had put that note from the 'little brunette' into my hand, I had opened it with scant interest, for I only desired through this medium to keep, if possible, some trace of her—or him. When I opened the letter and saw the small, sharp, and much-slanted handwriting, I almost exclaimed aloud in my surprise.

The writing was the counterpart of that of the letter written to Mr. Trent, and opened by his daughter and Hilda O'Neil—the letter proposing a way to liberate Gerald Trent!

I could hardly wait until I could compare the two, and verify my belief, and then I had at once told my discovery to Brainerd.

If the brunette were indeed one of the 'clique' who had kidnapped or murdered Trent, then that clique was composed of the very men we were hunting down, and we were nearer to the truth concerning Gerald Trent than we had dared to hope or dream.

It was a great discovery. It put a new face upon everything. And then the question arose: How could we best make use of this new knowledge? How quickest secure the miscreants, fasten this last, worst crime upon them, and rescue Trent, if he yet lived?

And then the previously discussed project of making public the brunette's letter—for the handwritings were identical, and we never doubted that the brunette and 'E. Roe' were one and the same—was again canvassed.

'It's the thing to do!' Dave had declared. 'We are close upon the scent, and what we now want is a clue, just that. They are so secure now, they go and come so seldom, and with such system! And if we make a dash and do go wrong, they are warned; and now that we know our men, we know that rather than be taken tamely, or be betrayed by the presence of a prisoner, they would resort to desperate measures. Let's advertise this Mr. Roe and his letter; it will show them that they have an enemy at home, it will disturb their fancied security; they will begin to quarrel among themselves and forget their caution. Some of them will show themselves and show us the way to the rest.'

What I had counted on was the clause referring to the young ladies, which I had published after much hesitation. This, more than all else, would tell the man I believed to be at the head of this scoundrel band that he was known. He would understand the meaning of that particular sentence. He might see in it and the rest an actual bid for a compromise, and so become less cautious and vigilant. In fact, as Dave declared, 'the publication of the letter and its attendant statements was meant for a bait.'

Having decided upon this course, we had agreed to keep our discovery a secret until we had made this first experiment; and while awaiting results we would not discontinue our efforts to locate our party, by which we meant to make sure that our attack, when made, would find them all, or at least the chief personages, under one roof; for my belief that by devious ways this 'clique' came together regularly, if not nightly, with their headquarters under one roof, and that roof not far away, was strong.

The fact that we were about to exploit the Roe letter had in itself aroused fresh hopes in the hearts of Hilda O'Neil and the father of Gerald Trent, and we decided to keep the important fact that the letter had revealed to us between ourselves.

For a few days it should be known to none but our two selves; meantime, from those few days we hoped for much.

We had hoped much; and, after two days of waiting, something had happened indeed! The little brunette who had been so mysteriously interested in June Jenrys, who had shown herself, and himself, an active member of the 'clique,' lay dead at the Morgue, murdered—by whom?

'I can't look at it as an unmitigated misfortune,' declared Dave, in reply to some of my self-condemnatory moralizing. 'Let us admit that the fellow's letter did cause his death. Wasn't it because he wrote it quite as much or more than because you printed it? And even grant you it was your deed, all of it, haven't you been labouring to get that chap where he could do no more harm? Mark me! if we ever learn who that lad is, he will prove to be one of the outlaws that the gaol and the halter were especially meant for.'

This I could not doubt, and I took such comfort in it as I might.

Of course the detective who had been in search of the brunette was at once summoned, through Dave and myself, and the only information brought out by the inquest was that which, between us, we gave. He was a 'crook,' and would have been arrested by myself, had he lived, upon a charge of masquerading in woman's dress while carrying out illegal schemes. Corey, the only name I shall dare give the clever Chicago detective, declared the body to be that of a person, name unknown, for whom he held a warrant upon a charge of robbery; and, lying dead in the Morgue, the 'little brunette' was arraigned and proven guilty of participating in the Lausch diamond robbery, of World's Fair fame, and a portion of the spoil was produced as having been found upon his person. The jewels were duly turned over to Monsieur Lausch, who had now recovered nearly, if not quite, half of the jewels he had lost, these all having been in the possession of the brunette.

Between the event of the morning and the hour of the inquest I had been busy, and when it was over I hastened to my room to arm myself with certain papers and intent upon securing the warrants, all save one, for which I had so lately planned.

At the door of my room a tall figure awaited me, and when I recognised it as that of one of my chief's most trusted 'stand-bys,' who seldom left New York, I began to wonder.

He had been directed to my quarters, he said, and finding the surroundings to his liking, had awaited me there. He was not slow in making known his business, and he began with the query:

'Have you got Delbras?'

I had, of course, sent regular reports to my chief, and a week previous had informed him that we were on the trail of the Frenchman, and I answered:

'Not yet; but I mean to have a warrant out for him within an hour.'

'Don't waste your time,' advised Jeffrys. 'I have a warrant and all the necessary extras in my pocket. I have been in Chicago long enough for that.' And he made haste to tell me how our chief had lately received from France papers authorizing the arrest of Delbras, wherever found, upon the charge of murder. The French police had worked out, at last, a solution to the mysterious murder in the Rue de Grammont.

The victim, one Laure Borin, was found in her apartment stabbed in half a dozen places, and a tall, dark man, name unknown, was searched for in vain for many weeks.

At last the crime was traced to Delbras, through the revelations of a second woman, who, finding that the man she had believed in hiding had really crossed the ocean and left her behind, had at once avenged herself by putting into the hands of the police the means by which they had traced the crime home to Delbras.

'You must not arrest the fellow,' Jeffrys had said. 'Leave that to me. I have everything—extradition and all—and in Paris they'll not fail to execute him.'

This last argument had its weight. I could not speak with equal certainty of the formality which we call 'trial by jury,' but I began to feel that the fate of the 'clique,' in one way or another, was being rapidly taken out of our hands.

One thing was assured; Jeffrys must wait and move with us; any effort of his to secure Delbras alone would endanger our chances for securing the rest.

Before going further with Jeffrys I felt that I must consult Dave. He had left me at noon to go back to Stony Island Avenue, where half a dozen places, each more or less 'shady,' were being constantly watched. Leaving Jeffrys to look at the wonders nearest at hand for an hour, and this he was quite ready to do, I set out in search of my friend and fellow-worker, wondering a little what he would think and say of this new turn of affairs.