Yes, that's the letter on the piano.

There is a little known letter on the desk NW of the piano by Hojo. It's mentioned in this thread; I checked it out, and it's there; trust me.

Oh, and I would have marked Zangan's letter in spoilers. I'd rather want players go find it and read for themselves, although if you put it in spoiler tags, that accomodates for players who maybe lost their FFVII or something.