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It's CAVE (beware) containing (retaining) IT (the other, as in 'a bit of the other') I (form of 'in') to produce CAITIVE, a Spenserian word for a captive or subject.

Thanks jacknatter. I had the CAVE and IT, but didn't see the other I.

Pollyflinders, thanks. I don't get the Telegraph or the Guardian - but I like seeing their crossword clues and attempting to solve them. Other people don't get the Times and probably feel the same.

I didn't attempt to parse 'caitive' - I knew it was right, but that was as far as I got.

Hi malone
The Guardian and related crosswords are available free online

http://www.theguardian.com/crosswords

Thanks, ChrisE .