The Exchange Vaults is also known as the Cuban Exchange. The ghosts that haunt this pub have military connections with both the First and Second World Wars. When Captain Roger Tart of The South Staffordshire Regiment left for the front he told regulars to save his seat in the corner of the bar. He never returned but that corner of the bar is subject to extreme temperature drops and an old photograph which used to hang there was said to change from time to time.
Strange occurrences abound here. Lights flicker and the cellar is plagued with electrical problems even though the wiring is sound. Bar stools get moved around both in the bar and the cellar. One member of staff was in the cellar on his own changing a barrel and turned around to find a bar stool had been silently placed right behind him blocking his way out.