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Wiktionary's etymology of the term sub rosa reads:

The rose's connotation for secrecy dates back to Greek mythology. Aphrodite gave a rose to her son Eros, the god of love; he, in turn, gave it to Harpocrates, the god of silence, to ensure that his mother's indiscretions (or those of the gods in general, in other accounts) were kept under wraps. In the Middle Ages a rose suspended from the ceiling of a council chamber pledged all present – those under the rose, that is – to secrecy.

Does anybody know which part of the world the above-mentioned council chamber used to be in? I'm also interested in any other related information.

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I saw one in Germany - can't remember which city. I had the impression that it was not uncommon. I've also heard this in connection with Cosa Nostra.

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I wouldn't be at all surprised if the term originates from the Tudor period of Henry the VIII whose emblem of the House of Tudor was the red rose.

This excerpt from the Oxford English Dictionary (OED) does indeed point to it:

under the rose: privately, in secret, in strict confidence; = sub rosa adv. Also in extended and allusive use.

[The origin of the phrase is uncertain. Compare post-classical Latin sub rosa (see sub rosa adv.), and also early modern Dutch onder de roose (1599 in Kiliaan), Middle Low German under der rosen, early modern German unter der rose.]

Earliest known usage from OED:

1546 in State Papers Henry VIII (1852) XI. 200 The sayde questyons were asked with lysence, and that yt shulde remayn under the rosse, that is to say, to remayn under the bourde, and no more to be rehersyd.

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