Mr. Jaggers has been rather circumspect in Chapter XXXVI when Pip has inquired about the name of his benefactor, telling Pip that is a question that will "compromise" him, but when that benefactor comes to Pip, this occurrence will mark the end of Jaggers's business with Pip. So, when Pip goes to Mr. Jaggers in Chapter XL of Great Expectations in order to ascertain if, indeed, Magwitch is his benefactor, Mr. Jaggers replies, "That is the man...--in New South Wales," implying that Magwitch is in New South Wales, a territory to which convicts from England were transported.
Mr Jaggers explains to Pip that he wrote to Magwitch in New South Wales that he has been expatriated for the rest of his life and cannot return to England without "the extreme penalty of the law." The lawyer reiterates with each of his sentences that his communication with Magwitch has always been sent to New South Wales. Then, he tells Pip that he has received communication from a man known as Provis, a colonist.
"Probably it is through Provis that you have received the explanation of Magwitch--in New South Wales"
By this time, Pip has understood the innuendos made by Mr. Jaggers. Since Magwitch's return to England would constitute a grave felony, it would Mr. Jaggers's legal duty to report the presence of Magwitch in London. In order to protect himself, and Magwitch, as well, Jaggers pretends to only know that Magwitch is in New South Wales, and Provis is a different person. Thus, when Pip begins to depart, Mr. Jaggers, ever the careful lawyer, says,
...In writing by post to Magwitch--in New South Wales--or in communicating with him through Provis, have the goodness to mention that the particulars and vouchers of our long account shall be sent to you, together with the balance; for there is still a balance remaining. Good day, Pip!"
By mentioning New South Wales every time he speaks, Jaggers has himself protected from any accusations that he knows of Magwitch's presence in England; at the same time, he conveys his message for Magwitch/aka/ Provis.