15th.—It is now ascertained beyond doubt that my nephew, W. B. N., reported “missing,” at Williamsburg, is a prisoner in the enemy’s hands. We are very anxious for his exchange, but there seems some difficulty in effecting it. His father, accompanied by Colonel Robertson, of the Fourth Virginia Cavalry, called to see the President a few nights ago, hoping to do something for him. The President had just returned from a long ride to inspect the fortifications. In answer to their card, he desired to see the gentlemen in his study, where he was reclining on a sofa, apparently much fatigued, while Mrs. Davis sat at a table engaged in some fine needle-work. The President immediately arose and received the gentlemen most courteously, introducing them to Mrs. D. Colonel R. stated the object of the visit, saying that Captain N. was one of the very best officers of his rank in the army, and that his services were almost indispensable to his regiment, and urged the President to use every effort to procure his exchange. His father seconded the request with the warmth natural to a parent under such circumstances. The President seemed deeply interested in the subject, and regretted that nothing could then be done, as there was a difficulty pending between the belligerents on the subject of exchange; as soon as that difficulty was removed he would, with pleasure, do all in his power to procure the exchange. Mrs. Davis listened with much interest to the conversation, and her feelings became warmly interested. She said that her husband was a father, and would feel deep sympathy; but if, in the pressure of public business, the subject should pass from his mind, she would certainly remind him of it. She made a very favourable impression on the minds of these gentlemen, who had never seen her before, by her ease” of manner, agreeable conversation, and the kindness of heart which she manifested. After a most pleasant interview of an hour, the visitors arose to take leave, but Mrs. Davis invited them with so much cordiality to remain to take a cup of tea with them, which, she said, was then coming up, that they could not decline. The servant brought in the tea-tray, accompanied by some light refreshment. Mrs. D. poured out the tea for the company of four. The scene reminded them of the unpretending and genial hospitality daily witnessed in the families of Virginia.