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Anya poured me a glass of water from the bedside table. “Here, drink this.” She had to help me hold the glass so I didn’t spill anything.

The water made me feel a little bit better. “Thank you,” I said, sinking back down to my pillows.

“Do you want me to call for your mother?” Anya asked. “I’m worried about you, Duchess.”

I shook my head. “I don’t want to trouble her. What time is it?”

“Half past eight.”

I groaned. I had to get up. It was Theophany, twelve days past Christmas. We were to attend the annual Blessing of the Waters, when the metropolitan bishop would cut a hole in the frozen waters of the Neva River and bless it. Slowly, I sat back up. The room was spinning slightly, but really, I couldn’t complain. A spinning room was certainly a better place to be than a cave where I would become a human sacrifice.

Thinking about the nightmare made me nauseated. I felt a terrible pressure in the back of my throat.

I jumped out of bed to retch in the washbasin. I held the sides, shaking still, as the spasms seized me.

“Duchess! Allow me to call your maman!” she begged. “You’re too sick to be going anywhere today!”

“No, Anya, please! I’ll be fine. I ate too much rich food last night—it’s nothing.”

“Duchess, I—”

“It was just the food, which caused another bad dream,” I insisted. “I’ll be fine.” I cleaned myself up and walked over to my wardrobe. Anya had already laid out my silver court gown trimmed in pearls and Venetian lace.

I splashed cool water on my face, and Anya helped me get dressed. When I looked at my reflection in the mirror, the bags under my eyes were a somber reminder of my miserable night. I could not see my own cold light, but I imagined it to be shimmering brightly, with Death looming close by. After such a dream, how could it not?

Anya arranged the velvet kokoshnik on my head, watching me in the mirror carefully. She was still afraid of me, I realized sadly. My strange behavior that morning had done nothing to allay her fears.

“Katiya?” Maman’s voice floated down the hallway. “Are you finished getting ready? We have to leave soon for the Winter Palace! Anya, where are my gloves?”

Anya turned away from me and nearly ran from the room. She was grateful for the interruption.

I took a deep breath, preparing for the day ahead.

It was a short sleigh ride from our house to the palace, which was situated at the end of Millionnaya Street. The morning was sunny, but freezing. Crowds were already gathering along both banks of the frozen Neva River as we went inside to the palace’s Grand Chapel for the divine service.

The chapel was hot and crowded with all St. Petersburg’s aristocracy. They all wore their finest court attire. The heat from the candles and the packed bodies made the ceremony almost unbearable. I had to remember not to lock my knees so I would not faint.

After the prayers, I followed Maman in the long formal procession through the palace from the chapel to the Jordan Staircase, leading outside to the snow-covered riverbank. The procession was silent except for the quiet swishes of the women’s elaborate court dresses. The empress and the grand duchesses wore long heavy trains that had to be carried by their pages. My mother’s page looked as if he were no older than I was.

Hundreds of servants in smart crimson liveries stood at attention along the magnificent staircase. I lifted my skirts slightly, praying I would not trip as I descended the stairs.

When we reached the ground floor, many of the empress’s ladies-in-waiting remained inside the enfilade, along with the entire Diplomatic Corps, watching the ceremony from the grand windows. Maman and I followed the procession outside to see Papa and Petya. I was happy to breathe the frigid air, even though it hurt my lungs. After the closeness of the chapel, it was fresh and bracing.

The metropolitan stood in front of the Imperial Pavilion, his silver-and-gold robes blazing in the pale sunlight. He prayed silently over a small hole that had been cut into the ice. The waters of the Neva, warmer than the ice above it, caused steam to rise out of the hole.

We stood behind the pavilion, next to the beautiful young grand duchess Elizabeth Feodorovna and her husband, Grand Duke Serge Alexandrovich, one of the tsar’s uncles. The grand duchess turned to greet us. “Katerina Alexandrovna, you attend the Smolny Institute, do you not?”

“Yes, Your Highness.” I tried to curtsy, and wobbled slightly on the frozen, uneven ground.

“And you have already been presented to court?” Her breath fogged in the crisp winter air.

“Just this past summer, Your Highness,” Maman answered. “I believe you were in Darmstadt at the time.”

The grand duchess ignored my mother and kept her unsettling eyes on me. Both of her eyes were grayish blue, but one had a circle of brown. “You must be the same age as my sister, Alix. She is coming to stay with me this winter. I hope you will get to meet her.”

“I’d be honored.”

Tall and slender, the grand duke Serge leaned over and whispered something to his wife. “Please excuse us,” she said, following him to the Imperial Pavilion, where the tsar and empress stood with their younger children. Their older sons sat astride their horses in full dress uniforms.

All of the imperial family looked solemn. And, not surprisingly, cold. The tsarevitch and the grand duke George were dressed in the uniforms of the Preobrajensky Regiment. Even the young grand duchesses were wearing their own regimental insignia.

“There is Petya!” Maman whispered, clapping her hands as my brother’s regiment marched past the Imperial Pavilion. The regiment stopped to salute the tsar, who saluted back, before they continued their march toward the river.

We could see Dariya and her stepmother standing at the other side of the pavilion, close to Miechen and her family. I had not had a chance to talk with my cousin since Miechen’s ball. I wanted to tell her about Princess Cantacuzene and her warnings about the Montenegrins.

When all the troops had marched or ridden across the frozen river to the opposite side, a hush fell on the crowd. As the priests chanted a hymn, a faint scent of frankincense and myrrh wafted through the pavilion. The tsar kissed the large golden cross in the metropolitan’s hand. The metropolitan then lowered the cross into the river, dipping it three times to bless the water that flowed through the streets of St. Petersburg. When the cross was raised the third time and held high above the metropolitan’s head, the troops would fire canons from the other side of the river in salute.

Maman spoke in hushed tones with the elderly princess Orlova, standing next to her. They were discussing the Anichkov Ball, which would be held in a few weeks. It would be the first imperial ball of the year, which started off the St. Petersburg winter season. I watched the excited troops and their horses eagerly awaiting their signal to return across the river.

At that moment, the golden cross was lifted, glittering in the pale winter sunlight.

A canon shot fired and the horses charged across the ice in front of the crowd. A great cheer went up but was drowned out by the thundering of hooves. The cavalry raced to the near side of the river, pulling their horses up short before they reached the Imperial Pavilion. It was a dangerous maneuver. The onlookers held their breath as snow and chunks of ice flew up.

Suddenly, there was a shout. The cavalry circled around one fallen horse. A man was down. Maman put her hands to her mouth, worried about Papa. After several minutes, two men rode back toward the Imperial Pavilion to update the tsar. The men wore grim looks on their faces.

Maman and I both sighed with relief when we realized one of the men speaking to the tsar was Papa. After consulting for several minutes, Papa and another soldier rode back across the field. The Preobrajensky Regiment’s orchestra started playing their march as the hussars lined up to approach the tsar. In one long line they rode forward, then fanned out in a semicircle.