Meanwhile Abel walks down the road as it narrows off into a lane leading into a second car park dotted with pine trees. There’s an empty playground on one side and more bars on the other. The rain has kicked up a smell of dogshit and people have started to run for cover. Rosalía’s contact seems oblivious to it, as if pressed for time, and I cover my head with the newspaper and try to stay in sight of him. Then another strange thing: a woman, without an umbrella, standing off to the right beside a garage selling tyres. She’s talking into a mobile phone but turned towards the wall as if to shield her face from strangers. Am I being paranoid? Why doesn’t she come out of the rain? Is she part of a team assigned to follow Abel? Or has Rosalía finally cottoned on to my surveillance and hired a team to check me out?

Abel, for his part, may be employing anti-surveillance as he reaches a two-way cross-street perpendicular to the Castellana, starting to look around for a cab. This presents me with two problems. If he finds one, it will be virtually impossible in this weather to hail another quickly enough to track his progress. Secondly, by turning constantly through 360 degrees, he is giving himself every opportunity to watch his back for a tail. Is this guy a pro? Who the hell is Rosalía dealing with? He crosses to the opposite side of the road and I follow him as discreedy as possible, the rain letting up only slightly. Within two minutes he has reached the Castellana and immediately spots a taxi heading in a southbound direction. Up goes an arm, in goes Abel. Shit. I jog the last twenty metres to the intersection and look north in desperation. Nothing. The cab is stuck in traffic just a few metres away, but it only requires the lights to change for Abel to disappear for ever. Remember the number plate, Alec. At least remember that.

Then – and every spy needs a bit of luck – a taxi comes shooting across from the southern end of the stadium, hazard lights on, halting immediately beside me. A grey-haired woman breaks from the pavement to hail it, but I step in front of her as the door opens and the passenger steps out. Hurry. Pay the driver. Leave. The lights have changed and Abel’s cab has started to move south. The passenger is Japanese – young and city-quick, thank God – and as he bends to thank the driver, I dive in behind him and slam the door.

‘Vaya al sur! Deprisa, por favor!’ Ahead, at twelve o’clock, I can still see the roof light of Abel’s cab as it disappears down the Castellana. The grey-haired woman raps on the window with her knuckle but I just ignore her. ‘My wife is in a taxi with another man,’ I tell the driver. ‘He’s my business partner. You have to follow that cab.’

‘Claro,’ says the driver. ‘Claro,’ as if this sort of thing happens to him all the time. Engaging first gear, he sets his clipboard to one side and just catches the lights as they turn red.

‘Get closer,’ I tell him. ‘Más cerea,’ and he obliges with a nod and a shrug. Surely Abel is now aware that he is being followed? Will he try to lose me, either by making a series of unnecessary turns, or exit his cab early and continue by bus or on foot?

‘You’re going to have to get nearer,’ I keep telling the driver. ‘It’s very important we don’t lose them.’

‘Muy importante, sí,’ he replies, hawking phlegm in the back of his throat.

And that’s when I see the green Seat Ibiza. Three cars back in the outer lane. Can it be the same vehicle? Using the wing mirror on the passenger side I try to ascertain who is driving, but it’s impossible to tell through the traffic and the drizzle. A moped buzzes past close to my door and the cabbie swears. Up ahead, near Nuevos Ministerios, Abel’s car is already through a set of traffic lights which are switching from green to amber.

‘Quickly,’ I tell the driver again, ‘quickly,’ and thankfully he obliges by shooting through on red.

‘Your business partner?’ he asks, finally taking an interest in my predicament. A horn sounds long and hard behind us.

‘My business partner,’ I reply, trying to look suitably distraught. The Seat didn’t come through the lights, but the traffic ahead is moving slowly. There’s every chance it will catch us.

‘Joder,’ he mutters.

We continue another half-mile south to Rubén Darío, where Abel turns off to the right in the direction of Alonso Martínez. But it’s a U-turn: taking up a position in the left-hand lane, his cab sweeps back across the Castellana as if heading into Barrio Salamanca. We are following at a three-car distance as he makes a second left-hand turn, heading north again, perhaps in an effort to lose us. Very quickly, however, he pulls over to the side of the road and turns into the forecourt of the Hotel Villa Carta. This can’t be where he is staying; Abel dresses like a two-star pimp and the Carta is one of the finest hotels in Madrid.

I instruct the driver to pull over to the side of the road, hand him a ten-euro note and walk the short distance up the ramp towards the entrance. A porter dressed in grey tails and a top hat opens the door and ushers Abel inside. They’ve clearly met before because words are exchanged and Abel puts his hand briefly on the porter’s shoulder.

‘Alfonso,’ I hear him say.

‘Buenas tardes, señor.’ Alfonso jokes that he is tired but will be finishing work in half an hour. Abel then shakes his hand, steps past him into the hotel and walks towards a bank of lifts on the left of the lobby. I wait a few seconds behind a group of American tourists before following him inside, approaching the reception desk just as the lift doors are closing. It’s almost certain that he has taken a room in the hotel; if he were meeting somebody, he would have waited in the foyer, or turned to the right in the direction of the bar. Abel’s familiarity with the porter would also suggest that he has built up a relationship with the staff over a number of days.

To give legitimacy to my own presence in the hotel, I leave the lobby and walk towards the bar, passing illuminated glass boxes advertising products by Chopard, Gucci and Mont Blanc. Most of the tables are occupied by businessmen and older couples enjoying an evening drink and I effect a brief scan of the room before turning and heading back towards the entrance. A security guard of roughly the same age and appearance as Bruce Forsyth has appeared near the main door wearing an ear-piece and looking self-important. To avoid his eye I take the back exit out past a Chinese restaurant attached to the hotel and head into a passageway running directly behind the building. There’s a branch of El Corte Inglés to one side and an Aeroflot shop to the other. I need a bank for the plan I have in mind.

Five minutes later I have withdrawn €400 from the Paris account and located the hotel’s staff entrance on the corner of Calle de José Ortega y Gasset. Positioning myself across the street, away from the gaze of a fixed security camera bolted to the wall, I wait for Alfonso to leave work. At first it’s hard to recognize him, but the snub nose and slightly bowed legs that were in evidence beneath top hat and tails gradually become apparent in the physical characteristics of a man who emerges shortly after 9.15. He is wearing dark chinos and a black coat and walks slowly south, probably towards one of the two metro stations near Plaza de Colón. It has stopped raining and after 400 metres I make my pitch.

The discussion goes predictably well. Most of the concierges at Europe’s leading hotels are susceptible to bribes from intelligence officials, and there was no reason to suspect that this one would be any different. Henry Paul, after all, was almost certainly an informer for SIS, and Alfonso is small beer by comparison. Having initiated a conversation on the pavement by asking for a light, I quickly persuade him into a nearby bar – in case we are under surveillance – discovering that he is biddable to the point of blatant corruption. Giving a false name, I explain that I work for a private technology company, based in Geneva, that will amply remunerate him for any information he might be able to provide about the identity and purpose of the individual who engaged him briefly in conversation at the entrance of the hotel at 20.35 this evening. To speed things along, I hand Alfonso four fifty-euro notes folded inside a small piece of paper on which I have written my name – Chris Thompson – and a Telefónica mobile telephone number. Should he feel like talking, he should call me within the next twenty-four hours with details of the individual’s surname (‘He invariably uses a pseudonym’), home address, passport origin and number, credit card details, car make and licence, if applicable, as well as any other information that he might consider useful to my enquiries.