Little Yi were given a small room adjoining Ku Nai-nai's in the centre or chief building of the compound. An Ching and her husband had their quarters at the right, across the court. The children were sorry that they were no longer to be with An Ching, but, as she said, it was only at nights that they need be separated.

Nelly was the only European in Yung Ching among thousands of Chinese. She never thought of that. Had she done so she must have felt glad that she was shut up in a compound, away from curious eyes and fingers.

CHAPTER V

THE SEARCH

Chu Ma was the first to miss Nelly in the Legation. She rushed about as fast as her little feet would allow, calling, 'Ni-li! Ni-li! Ni-li! Ku-niang!' (Ku-niang means 'Miss' or 'girl'). She overturned Arthur Macdonald's top in her flurry, just when he had lashed it up into a beautiful spin. Arthur was cross about the top, but he could not help laughing to see solid Chu Ma in such a fuss. 'She is hopping about like a hen on a rail,' he thought. 'What is the matter?' he asked.

'I can't find Nelly anywhere,' replied Chu Ma. 'Do you know where she is?'

'I don't know,' said Arthur, 'but I should think that she is playing some girl's game with Little Yi and her dolls.'

Chu Ma had not thought of Little Yi. She at once tottered off to the girl's house, only to find that Lin Nai-nai, Little Yi's mother, was wondering what had become of her.

Lin Nai-nai, seeing that Chu Ma was scarcely able to hobble any farther, offered to go and look for both the children. She, being a Manchu, had unbound feet, and soon inquired about the children at every house in the compound, but she was obliged to return to Chu Ma without them. The two women then went back to Mrs. Grey's house, and there made further search and inquiries. Mrs. Grey was dressing to go to dine at the American Legation with Mr. and Mrs. Bates. Chu Ma knocked at her room door to see if Nelly were there. Of course she was not. Then Chu Ma told Mrs. Grey that Little Yi could not be found either. Just then Mr. Grey arrived and was told too. Remembering that Nelly had come out to meet him the day before, he at once went to question the gatekeeper as to whether the gate had been left open again. The man declared that it had not, that he had never left it a moment, and that only Little Yi had been near it that afternoon. She, he said, he had seen walking towards her own home. This was not true, as we know, for the gatekeeper had left the gate open while he went to buy some rice, and it was then that the children had slipped out.

Mr. and Mrs. Grey became quite uneasy, for they knew that the children could not be hiding such a long time, as Arthur Macdonald suggested. Mrs. Grey declared that she could not think of going out to dine until they were found, and Mr. Grey then went himself to each house in the compound. After another hour's fruitless search, Mrs. Grey wrote a note to Mrs. Bates, explaining why she could not come, and asking if by any chance Bob and Bessie knew anything about Nelly. Bob persuaded his mother to allow him to go back with the coolie who had brought the note and help to look for Nelly. When he arrived at the British Legation, he and Arthur Macdonald set to work to look in all the places that they had ever hidden in when playing hide-and-seek together. They insisted also upon going into all the Chinese and students' quarters, and looking into places where it would have been impossible to hide.

'You forget, Arthur, that we are looking for girls, not a thimble,' said Bob, when he saw Arthur rummaging in a small pigskin trunk of Chu Ma's.

And now it was quite dark, and still there was no news of the girls. Mr. Grey went to all the Legation and Customs' people, but no one knew anything about the missing ones. The search had to be given up for that day, and Bob went back to Bessie, who was sitting up, anxious to hear the news.

After a sleepless night Mr. and Mrs. Grey rose early and began the search again. Mrs. Grey wrote notes to all the missionaries, and Mr. Grey went out to inquire among the Chinese. Perhaps if he had turned to the right up Legation Street, as Nelly and Little Yi had done, he might have heard something about the foreign child who had gone with a woman into a Chinese house near. But he went over the bridge in the other direction.

That afternoon, when Bob Bates set out for his usual ride with his ma-fu, he decided to make inquiries among the Chinese. The ma-fu suggested that they should ask at some of the shops in Legation Street near them, and sure enough they soon heard that a crowd had been seen following a European and a Chinese child in the streets the evening before. Bob was very persistent, and gave cash (small coins) for everything which appeared to be reliable information. At length, by means of questions and cash, he found some one who had seen Nelly and Little Yi follow Ku Nai-nai into the native house. He at once left his pony with the ma-fu, found the house, and knocked hard without any result. He could get no answer at all. Then Bob went breathlessly to the British Legation with the news that he believed that Nelly was shut up in a house close by; but Nelly, as we know, was asleep in the cart on her way to Yung Ching. Mr. Grey was still out, and Bob had to wait until he returned. They went together to the house and knocked again. This time the old woman of whom we have heard admitted them, and when questioned, said:

'Yes, the children did step in here with a woman who comes to see me sometimes, but they only stayed until the crowd had gone. Then they set off home.'

This was all that old Ku Tai-tai would say. She declared she knew no more, and did not know where the woman lived. Her name was Wang, she said.

Mr. Grey was obliged to return to his wife with no news but this. He went to the Chinese magistrate, who thought the children were being kept in hiding until a sufficient reward was offered for their release, and advised him to have bills printed and stuck up, announcing how much he would pay to any one who brought back the little girls.

When this was done, Nelly's and Little Yi's parents could only wait, which is often the hardest thing we have to do.

CHAPTER VI

IN CAPTIVITY

By the time that Nelly and Little Yi had been at Yung Ching a month, Nelly and An Ching had become great friends. Poor Nelly would have been very miserable but for An Ching, who used to cheer her by constantly talking about Mr. and Mrs. Grey and when Nelly would be back in Peking. And An Ching used to tell Nelly about her own childhood, which must have been very dull, Nelly thought; her marriage to Hung Li when she had seen him only twice, and how she was carried in a red chair from her parents' house to Ku Nai-nai's. She told Nelly that Hung Li was very greedy, and would do anything for money. It was he who prevented his mother from taking the children home the evening they left the Legation, as she at first fully intended to do; but Ku Nai-nai was herself rather fond of money, and did not require much persuasion.

An Ching taught Nelly to sew backwards in Chinese fashion, using a thimble without an end, like a thick ring, on her finger; and she cut out and helped her to make a little