To the Senate of the United States:
Agreeably to the request of the Senate in their resolution of yesterday, I have examined my papers and find no letter from Matthew Nimmo of the date of November 28, 1806, nor any other from him of any date but that of January 23, 1807, now transmitted, with all the papers in my possession which accompanied it. Nor do I find any letter from John Smith, of Ohio, bearing date at any time in the month of January, 1807.
Having delivered to the Attorney-General all the papers respecting the conspiracy of Aaron Burr which came to my hands during or before his prosecution, I might suppose the letters above requested had been delivered to him; but I must add my belief that I never received such letters, and the ground of it. I am in the habit of noting daily in the list kept for that purpose the letters I receive daily by the names of the writers, and dates of time, and place, and this has been done with such exactness that I do not recollect ever to have detected a single omission. I have carefully examined that list from the 1st of November, 1806, to the last of June, 1807, and I find no note within that period of the receipt of any letter from Matthew Nimmo but that now transmitted, nor of any one of the date of January, 1807, from John Smith, of Ohio. The letters noted as received from him within that period are dated at Washington, February 2, 2, 7, and 21, which I have examined, and find relating to subjects entirely foreign to the objects of the resolution of the 7th instant; and others, dated at Cincinnati, March 27, April 6, and 17, which, not being now in my possession, I presume have related to Burr's conspiracy, and have been delivered to the Attorney-General. I recollect nothing of their particular contents. I must repeat, therefore, my firm belief that the letters of Nimmo of November 28, 1806, and of John Smith of January, 1807, never came to my hands, and that if such were written (and Nimmo's letter expressly mentions his of November 28), they have been intercepted or otherwise miscarried.
Thomas Jefferson, Special Message Online by Gerhard Peters and John T. Woolley, The American Presidency Project https://www.presidency.ucsb.edu/node/203822