Sept. 24: Our Lady of Ransom or Our Lady of Mercy. Audiovisual summary and text. According to pious tradition, Our Lady appeared to King James I of Aragon, to St. Raymond of Peñafort and to St. Peter Nolasco, at the same night, asking them to institute a religious Order with the objective of freeing the Christians who have fallen captives into the hands of the Moors. On August 10, 1223, the Mercedarian order was legally constituted by King James of Aragon at Barcelona and was later approved by P