Remus watched Robards carefully. He didn't react terribly to the news, which was good. Although Remus was hesitant to trust anyone who wasn't in the Order (and even then, Snape had proved that to be fallible), he decided to elaborate. He obviously owed Robards that much, since he wasn't being notified of his rights.
"It was information regarding transportation for Muggle-borns on the run," he said simply. "You can see why that might be a problem. And before you worry, no. We have no idea where Harry is. Absolutely none."