The opener, who is midway through his final Test, wore a spare baggy green the team carry with them at all times while in the field on day one.
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“Hi everyone, I am very pleased and relieved to let you all know that my baggy greens have been found, which is great news,” he said in the video holding one of the recovered caps.
“Thanks to all involved and I am extremely grateful. Qantas, the freight company, our hotels and team management. Thank you.”
Warner has two baggy greens. His first became so perished Cricket Australia presented him with a new one.
In a separate instagram video, Warner revealed the caps were in a backpack in his luggage, which also included Christmas presents for his daughters Ivy, Indi and Isla.
It’s unclear how the caps were found or who stole them from Warner’s luggage.
Warner may have one more chance to open the batting with childhood friend Usman Khawaja in the match.