In a prestigious Roman neighborhood, a man falls from a bridge in the early hours of the morning, narrowly missing the Tiber River and smashing his head open on the pavement. Colonna, the powerful aide to Minister Guerchini, discreetly puts his reluctant protégé, Zen, on the case. The Ministry has a desired outcome: swift dismissal of the case as suicide. The deceased, Umberto Ruspanti, hails from a powerful aristocratic family, and a scandal surrounding his death might implicate the government in corruption.

But Zen is in the hot seat, as the beautiful prosecutor Pirlo pressures him to reject the Ministry's agenda and uncover the truth. She has other, more personal, designs on Zen as well, an awkward situation compounded by Zen's new girlfriend Tania Moretti. Tania witnesses the detective and the prosecutor together at the same restaurant where she is lunching with Zen's rival, the smug, entitled Fabri.

Suicide begins to look a lot more like murder in light of Ruspanti's ransacked apartment, his suspicious suicide note, and a conspiracy theory described by Gattuso, his lawyer. Gattuso makes vague references to a shadowy criminal organization at the highest levels of Italian society. These references are soon confirmed by a mysterious stranger, Gianni, who reveals the group's name: the Cabal. But Zen is more concerned with his concrete problems, such as finding an apartment for Tania before he loses her to the well- connected Fabri; delicately rejecting the zealous prosecutor Pirlo; and getting the truth out of Ruspanti's friend and sometimes lover, the high class call girl Arianna. Meanwhile, Zen's boss and only genuine advocate in the department, Moscati, has had a heart attack, while his doting mother is determined to reconcile him with his cheating, estranged wife.

With the Ministry and Piro both breathing down his neck and his allies falling away one by one, it is up to Zen to locate a safe deposit box somewhere in Rome, protect a mysterious suitcase, and expose a perhaps deadly — or perhaps nonexistent — criminal organization.

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In the early hours of dawn, a man, who is under surveillance, plummets from a bridge to the road below. It appears that Umberto Ruspanti, the black sheep son of one of Rome's most prominent aristocratic families, has committed suicide. Zen, rather than his on-duty colleague, is called to the scene. Even more oddly, the Minister's aide, Colonna, is present in the shadows at the murder scene as Zen arrives. He privately explains the situation to the disconcerted detective: the minister was so impressed by Zen's work on the Faso murders that he hopes Zen will apply his same abilities to this case, making a swift dismissal of the death as suicide.

With the Ministry's pressure to conclude that Ruspanti took his own life, Zen and his colleague De Angelis search the dead man's apartment, which, as it turns out, belongs to the Ministry. There, they find a ransacked mess, evidence that someone has been searching for something. A hand-written suicide note presents a dilemma — while Zen believes the note is a fake and that Ruspanti was murdered, he also believes that a murder investigation, officially commenced, will be immediately shut down by the powers that be. He and De Angelis agree to bypass proper channels and have the forensics team unofficially analyze the note while they continue to investigate the death.

When Zen gets a lunch invitation from the powerful prosecutor, Nadia Pirlo, he finds another interested party who believes that there is more to Ruspanti's death than meets the eye. But while Pirlo urges the detective to vigorously pursue the truth, Zen holds his cards close, savvy to her ambitions surrounding the case. An awkward moment exposes a power struggle between the prosecutor and the Ministry when Colonna and the Minister greet the duo as they enter the restaurant — Zen is their property, not hers. But the awkwardness worsens when Zen's colleague and romantic interest Tania Moretti shows up with his rival Vincenzo Fabri.

Meanwhile, Forensics reveals that Ruspanti was violently attacked before he fell, and a witness claims to have seen a man on the bridge above him at the time of his fall. Security camera footage confirmed this, recording the man quickly driving away, but the footage has conveniently disappeared from the basement of police headquarters. Zen tells De Angelis to trust no one. But Zen is now under surveillance as well, by the same mysterious duo present at Ruspanti's death.

Zen is contacted by Ruspanti's distraught lawyer, Gattuso, who believes that Ruspanti was murdered. He explains that Ruspanti was on the edge of financial ruin and was selling information that would expose the secrets of a group of powerful men. The information, he says, was kept in a safe deposit box, but Gattuso has neither a key nor the name of the bank where the box resides. Zen asks Gattuso about Ruspanti's last diary entry: "A-O-C: 6pm" but the lawyer knows nothing.

Gattuso's claims about the secrets of powerful men become clear when Zen is taken at gunpoint by a mysterious stranger, Gianni. Gianni enlightens Zen about the powerful secret organization he believes responsible for killing Ruspanti: the Cabal. The murders of those who defect from their ranks are ruthless, personal and untraceable — Gianni himself has been hiding from them for years. Gianni offers to help Zen to expose them, as Ruspanti was selling him information to bring their acts to light. But Zen doesn't believe the conspiracy theories. He has an interview to conduct with Arianna, a high-class call girl and a close friend and sometimes lover of Ruspanti. She was with Ruspanti on the evening of his death and believes it was suicide. Though he'd been depressed by his financial and legal problems, he seemed peaceful that night. When the interview concludes, Zen learns from De Angelis that Gattuso, whose apartment was ransacked, has disappeared.

Gianni once again finds Zen and attributes Gattuso's disappearance to the Cabal. He gives Zen a suitcase to look after, requesting that should anything happen to him, he should open it. But Zen leaves it on his desk for safekeeping. He is more interested in tracking down Ruspanti's safe deposit box and asks Pirlo for a warrant to search every safe deposit box in Rome.

Not surprisingly, she puts him off, offering instead an affair and Moscati's job, as the volatile, unhealthy chief has suffered a heart attack. Zen turns her down and heads to his meeting with Gianni. But Zen finds the man gone and fears the worst, particularly when he finds a boyhood photo of Gianni and what appears to be his brother. Returning to headquarters, he looks for the suitcase and finds that it is gone.

Arianna tracks down Zen to confide her worries that someone has been inside her apartment. She admits that her client, the Minister, didn't want her talking with Zen, and that Ruspanti's suicide note was genuine. He left his note in her apartment before leaving to take his life, and when she found it, she moved it to his apartment to avoid being implicated in the death. On the key ring she'd used to access his apartment, Zen finds Ruspanti's safe deposit box key. But when they finally open the box, it is empty. Zen concludes that Ruspanti had been bluffing, trying to sell an empty box to anyone he could think of. They return to Arianna's apartment to wait for the killer to come after the box.

But the killer is waiting for them. The missing Gattuso, gun trained on Zen and Arianna, confesses to murdering his lover Ruspanti — he was consumed with jealousy at having to share him with Arianna. What he wants now are the diamonds promised him by Ruspanti, collateral housed in the safe deposit box for the many enormous loans that Gattuso made. He will kill Zen and Arianna and disappear with the diamonds, and it will be blamed on the all-powerful Cabal, an organization, he scoffs, that doesn't exist. When he finds that there are no diamonds, he quickly jumps to his death from Arianna's balcony.

Zen briefs Colonna on Gattuso's murder and suicide and the aide insists that Arianna be kept out of investigations. Zen offers a genuine suicide note to silence any doubters...for a price...the magnificent apartment where Ruspini lived. He presents it to Tania.

Meanwhile, Colonna calls an associate, whom he addresses as "Eminence," to report that the case is closed and no documents have surfaced. His interlocutor expresses regret about his brother and promises that a special Requiem Mass will be said for his soul. Colonna tearfully looks at an old picture of two boys — the same one that Zen found at Gianni's hideout. On the back is written "AOC MOC 1965." Later, he picks up the missing suitcase, which has been left for him and leaves a cathedral.

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