The Caledonian moved off in no great hurry, muttering at his customary volume. 'Whatever I get up to… looking after you morning, noon and fucking night, that's what I get up to.'

Ballista drew himself to his full height. Chin up, shoulders back, he willed himself to appear attractive.

Bathshiba walked out into the sunshine with Calgacus and one of her father's mercenaries.

'The Dux Ripae will see you now,' the Caledonian said with some ceremony, and left.

Bathshiba walked across to Ballista. The mercenary stayed where he was.

'Ave, Marcus Clodius Ballista, Vir Egregius, Dux Ripae,' she said formally.

'Ave, Bathshiba, daughter of Iarhai,' Ballista replied.

'My father wishes to extend his condolences to you on the death of your officer Scribonius Mucianus, and to offer what help he can give in catching the murderer.'

'Thank your father for me. Did he send you with this message?'

'No. He sent Haddudad there. I told Haddudad I would come with him.' She laughed, her teeth very white, her eyes very black. 'People get very nervous confronting barbarians in their lair. Who can tell what they will do?'

Ballista wished very badly to say something light and witty. Nothing came. There was just the hollow feeling of desire. As real as a waking dream, he pictured himself taking her arm, leading her back into the palace, to his room, to his bed, throwing her down on it, unbuckling her belt, dragging down…

She shifted on her feet and brought him back to reality.

'Would you like a drink?'

'No, I cannot stay long. Even with Haddudad here it would not be good for my reputation.' There was a naughtiness, a hint of wantonness about her smile that further unsteadied Ballista.

'Before you go… there was something I wanted to ask you.' She waited. 'I saw a statue in the agora the other day.'

'There are many statues there. Most set up by the grateful inhabitants of the town to celebrate the virtues of caravan protectors like my father.'

'This one was of Anamu's father. He was called Agegos.' She did not speak. 'The inscription said that Agegos was satrap of Thilouana. The island of Thilouana is in the Persian gulf. It is part of the empire of the Persians. It is ruled by Shapur.'

For a moment Bathshiba looked puzzled, then she laughed a laugh of genuine amusement. 'Oh, I see what you are thinking. You are wondering how loyal to Rome can a man be whose father was a satrap for the Persians.' She laughed again. 'My father will be furious that I have thrown away an opportunity to blacken one of his rivals to the new Dux Ripae… although he has been strangely pacific recently, even towards them.' She thought for a moment then continued. 'It is all perfectly normal for a caravan protector. The wealth of other rich men in the imperium ultimately depends on land. The caravan protectors own land around the villages to the north-west and across the river. They receive rents from their tenants, and from the properties they own in town. Although it is seldom mentioned, they lend money out on interest. But their real wealth comes from escorting caravans between Persia and Rome. To protect the caravans as they cross the frontier they need contacts, connections in both empires. They have many connections also with the tent-dwellers of the deep desert who acknowledge neither Persia nor Rome.'

'Thank you,' said Ballista. 'But one thing puzzles me. How does this protection generate their wealth? The inscription spoke of Anamu's father protecting caravans from his own resources.'

'You have a lot to learn.' She gave the big northerner a very different look from before, possibly a look of uncomplicated affection. 'Possibly there is some truth in the image of the… naive barbarian from beyond the north wind. My father and his like act out of the generosity of their souls. No merchant would dream of offering payment, and a caravan protector would be offended for it to be offered, but a suitable gift, a completely voluntary contribution, is quite a different matter. Merchants are grateful for protection.'

They were standing close together. She was looking up at him. He began to lean forward. She stepped away, the look of mischief back in her eyes.

'Don't forget that you have a wife – and Haddudad has a sharp sword.'

Winter advanced on the town of Arete.

It was nothing like the iron-bound winters of the land of the Angles. There, the snows could lie heavy on the fields, over the huts of the peasants and the high-roofed halls of the warriors for months on end. Beyond the stockades the freezing fogs enfolded the improvident and the unwary. Men and animals died in the cold.

Winter in Arete was a different beast, gentler but capricious. Most nights in December and January there was a frost. On the days that it rained, many as the old year died but fewer after the solstice, it rained hard. The ground turned into a sea of mud. The air remained chill. Then the strong north-eastern winds would blow away the clouds, the sun would dawn in splendour, warm as a spring day by the northern ocean, and the land would dry – before it rained again.

In some ways life in Arete continued as normal. The priests and the devout celebrated the festivals of their particular gods – Sol Invictus, Jupiter, and Janus, Aphlad, Atargatis and Azzanathcona. Criers preceded the processions through the streets warning those of less, different or no faith to lay down their tools lest the priests and their deities catch the ill-omened sight of men at work on the holy day. Ballista had bowed to popular pressure and rescinded his edict banning gatherings of ten or more. He hoped that this concession might make the other stringencies he had introduced more bearable. Certainly this concession was welcome at the two great festivals of the winter, at the Saturnalia, the seven days of present-giving, gambling and drinking in late December when slaves dined like their masters, and again at the Compitalia, the three days in early January when extra rations, including wine, were issued to the servile.

As ever, the first of January, the kalends, saw the garrison and those provincials eager to impress the authorities renew their oath of loyalty to the emperors and their family. On the same day, new magistrates took up office, Ogelos replacing Anamu as archon in Arete. As ever, the soldiers looked forward to the seventh of January: pay day, with a roast dinner to follow the sacrifices – to Jupiter Optimus Maximus an ox, to Juno, Minerva and Salus a cow, to Father Mars a bull. As ever, rents had to be paid on the first of January; debtors fretted at the approach of the kalends, nones and ides of each month, when interest on loans became due; and the superstitious feared the unlucky 'black days' that followed.

Yet in many, many ways this winter in Arete was abnormal. Day by day the city became more like an armed camp. Under the slow but careful eye of Mamurra the physical defences of the town began to take shape. Gangs of impressed labourers tore down the proud tower tombs of the necropolis and teams of oxen and donkeys hauled the debris to the town. More labourers heaped the rubble against the inner and outer faces of the western wall, slowly shaping it into the core of huge ramps – the glacis and counter-glacis. Once padded with reeds and faced with mud brick it was hoped these ramps would keep the walls standing in the face of whatever the Sassanids could throw at them. As each area of the necropolis was cleared, further gangs of workmen started to dig the wide ditch that would hinder approach to the desert wall.

The interior of the town was likewise loud with activity. Blacksmiths beat ploughshares into swords, arrow points and the heads of javelins. Carpenters wove osiers and wood to make shields. Fletchers worked flat out to produce the innumerable arrows and artillery bolts demanded by the military.

In every home, bar and brothel – at least when there were no Roman soldiers within earshot – the abnormality of the winter was discussed. On the one hand, the big barbarian bastard was roundly condemned: homes, tombs and temples desecrated, the slaves freed, the free reduced to the state of the servile, civic liberties stripped away, the modesty of wives and daughters compromised. On the other, only the Dux offered any hope: perhaps all the sacrifices would prove worth while. Round and round the arguments went, down the backstreets and the muddy alleys from the little sanctuary of the Tyche of Arete behind the Palmyrene Gate to the stinking lean-tos down by the waterside. The citizens of Arete were both outraged and scared. They were also tired. The Dux was driving them hard.

The soldiers were also working hard. On New Year's day Ballista had unveiled his dispositions for the defence of the town. No one, not even Acilius Glabrio, had laughed. The northerner had concentrated his manpower on the western wall facing the open desert. Here the battlements would be manned by no fewer than eight of the twelve centuries of Legio IIII Scythica and all six centuries of Cohors XX Palmyrenorum. The arrangement was that each section of battlement for two towers would be defended by one century of legionaries and one of auxiliaries. An additional century from IIII Scythica would be stationed at the main gate. At the extreme north of the wall only one

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