Annemarie overheard her father talking on the telephone to her Uncle Henrik.  She found her father's end of the conversation to be peculiar.  Her father told her uncle that her mother, her, and her sister would be coming to see him.  He also said that they would "be bringing... a carton of cigarettes."  This did not make sense, because cigarettes could no longer be purchased in Copenhagen's shops.  Annemarie had heard her father complaining about this.  He had even resorted to an unpleasant alternative, which consisted of "dried weeds rolled in paper."  Annemarie soon realized that "a carton of cigarettes" was code for Ellen and her family.  

This realization makes other parts of their conversation make sense.  Annemarie's father had told Uncle Henrik that there were many cigarettes in Copenhagen.  He added that people just needed to know where to look for them.  He also told Uncle Henrik that other cigarettes would be coming his way.  Annemarie's father was telling her uncle that there were many Jews hiding in Copenhagen, and that some of them would be seeking help from him.  Uncle Henrik would help them to escape.

A couple times in the book, Uncle Henrik and Annemarie's parents refer to the weather as "being good for fishing."  This is code for whether or not it is safe to help Jews escape in Uncle Henrik's boat.