It would seem that the KellyGang wrote the letter to get under the skin of Sir Henry Parkes, the Prime Minister of New South Wales. He had offered a reward for the capture of any of the KellyGang. It is unlikely that the KellyGang was at Bathurst when the letter was written
My dear Sir Henry Parkes,
I find by the newspapers that you have been very liberal in offering a reward for the Kelly Gang or any one of them. Now, Sir Henry the man that takes I, Captain E. Kelly, will have to be a plucky man for I do not intend to be taken alive. And as I would as soon die in NSW as Victoria I will give you or any other person who wishes to take me a fair chance to try your pluck. I am at present not very far from Bathurst (in fact I have been in the town of Bathurst and have taken a peep at the banks). Now I tell you candidly that I intend to rob Bathurst and particularly the bank. So now you are warned. Of course I will not say what time I and the gentlemen that follows in my train will visit the City of the plains. But one thing you can count on, that I will pay it a visit. Now Sir Henry I tell you that highway robbery is only in its infancy, for the white population is been [sic - being] driven out of the labour market by an inundation of Mongolians, and when the white man is driven to desperation there will be desperate times. I present my respects to the Sydney Police.
The Camp March 10th 1879
Find the hiding places and sites where the KellyGang found fame and fortune and where their friends indulged in horse stealing and tried to make a life against the challenges of the squatters and banks. Let the KellyGang show you the places where they found safety from the law in the bush.