[Inclosure Numbers 4.]

FORT LYON, COLO. TER., January 27, 1865.

Personally appeared before me Samuel G. Colley, who, being duly sworn, on oath deposes and says:

That he is now and has been for the past three years U. S. agent for the Arapahoes and Cheyenne Indians. That in the month of June last he received instructions from Honorable John Evans, Governor and ex officio superintendent Indian affairs for Colorado Territory, directing him to send out persons into the Indian country to distribute printed proclamations (which he was furnished with) inviting all friendly Indians to come into the different places designated in said proclamation, and they would be protected and fed. That he caused the terms of said proclamation to be widely disseminated among the different tribes of Indians under his charge, and that in accordance therewith a large number of Arapahoes and Cheyennes came into this post, and provisions were issued to them by Major E. W. Wynkoop commanding and myself. That on the 4th day of September last two Cheyenne Indians (One Eye and Mainmick) came into this post with information that the Arapahoes and Cheyenne had several white prisoners among them that they had purchased and were desirous of giving them up and making peace with the whites. That on the 6th day of September following Major E. W. Wynkoop left this post with a detachment of troops to rescue said prisoners, and that [after] an absence of several days he returned, bringing with him four white prisoners, which he received from the Arapahoe and Cheyenne Indians. He was accompanied on his return by a number of the most influential men of both tribes who were unanimously opposed to war with the whites, and desired peace at almost any terms that the whites might dictate. That immediately upon the arrival of Major Wynkoop at this post large numbers of Arapahoes and Cheyennes came in and camped near the post. Major Wynkoop selected several of the most prominent chiefs of both nations, and proceeded to Denver to council with Superintendent Evans. After his return he held frequent councils with the Indians, and at all of them distinctly stated that he was not empowered to treat with them, but that he had dispatched a messenger to the headquarters of the department, stating their wishes in the matter, and that as soon as he received advices from there he would inform them of the decision of General Curtis respecting them. That until that time, if they placed themselves under his protection, they should not be molested. That the Indians remained quietly near the post until the arrival of Major Anthony, who relieved Major Wynkoop.

Major Anthony held a council with the Indians and informed them that he was instructed not to allow any Indians in or near the post, but that he had found matters here much better than he had expected, and advised them to go out and camp on Sand Creek until he could hear from General Curtis. He wished them to keep him fully advised of all the movements of the Sioux, which they promptly did. He also promised them that as soon as he heard from General Curtis he would advise them of his decision. From the time that Major Wynkoop left this post to go out to rescue the white prisoners until the arrival of Colonel Covington here, which took place on the 28th of November last, no depredations of any kind had been committed by the Indians within 200 miles of this post. That upon Colonel Chivington's arrival here with a large body of troops, he was informed where these Indians were encamped, and was fully advised under what circumstances they had come into this post, and why they were then on Sand Creek; that