I took the first watch, which passed without incident, and at three o’clock Settle relieved me. I was tired after my sleepless night the day before, and dropped off at once. And I had a very curious dream.

I dreamed that the grey cat was sitting at the foot of my bed and that its eyes were fixed on mine with a curious pleading. Then, with the ease of dreams, I knew that the creature wanted me to follow it. I did so, and it led me down the great staircase and right to the opposite wing of the house to a room which was obviously the library. It paused there at one side of the room and raised its front paws till they rested on one of the lower shelves of books, while it gazed at me once more with that same moving look of appeal.

Then—cat and library faded, and I awoke to find that morning had come.

Settle’s watch had passed without incident, but he was keenly interested to hear of my dream. At my request he took me to the library, which coincided in every particular with my vision of it. I could even point out the exact spot where the animal had given me that last sad look.

We both stood there in silent perplexity. Suddenly an idea occurred to me, and I stooped to read the title of the book in that exact place. I noticed that there was a gap in the line.

‘Some book has been taken out of here,’ I said to Settle.

He stooped also to the shelf.

‘Hallo,’ he said. ‘There’s a nail at the back here that has torn off a fragment of the missing volume.’

He detached the little scrap of paper with care. It was not more than an inch square—but on it were printed two significant words: ‘The cat . . .’

We looked at each other.

‘This thing gives me the creeps,’ said Settle. ‘It’s simply horribly uncanny.’

‘I’d give anything to know,’ I said, ‘what book it is that is missing from here. Do you think there is any way of finding out?’

‘May be a catalogue somewhere. Perhaps Lady Carmichael—’

I shook my head.

‘Lady Carmichael will tell you nothing.’

‘You think so?’

‘I am sure of it. While we are guessing and feeling about in the dark Lady Carmichael knows. And for reasons of her own she will say nothing. She prefers to run a most horrible risk sooner than break silence.’

The day passed with an uneventfulness that reminded me of the calm before a storm. And I had a strange feeling that the problem was near solution. I was groping about in the dark, but soon I should see. The facts were all there, ready, waiting for the little flash of illumination that should weld them together and show out their significance.

And come it did! In the strangest way!

It was when we were all sitting together in the green drawing-room as usual after dinner. We had been very silent. So noiseless indeed was the room that a little mouse ran across the floor—and in an instant the thing happened.