The setting of the extract is in London, where Mary meets Holmes and Watson to explain her problem. She talks about her father being an officer in an Indian regiment. When he returned to England on leave, he called Mary to meet him at a London hotel, but disappeared mysteriously before she could do so. His only friend in London was a Major Sholto. Holmes finds that Major Sholto was also from the 34th Bombay Infantry.

Mary shows Holmes a piece of paper belonging to her father. The paper was of Indian origin, and three of the names written on it were also Indian. Holmes, Watson and Mary go to meet the anonymous letter writer at a rundown suburban house in London. Later they chase Jonathan Small and Tonga, who were trying to escape by boat on the river Thames. When Jonathan Small was captured, he spoke of being an accomplice in stealing the Agra treasure.

He was sent to the Andaman Islands, where Major Sholto and Captain Morstan were prison guards. At the end of the extract, the door of the anonymous letter writer’s house was opened by an Indian servant. His master used an Indian name to call him. Thus, we have a mingling of incidents both in London as well as in India, where the case had its roots.