When St. John of Matha was saying his first mass, there appeared before him an angel clothed in white, with a blue and red cross on his breast, with his hands crossed and resting on the heads of two captives, one a Christian, the other a Moor, as though wishing to make an exchange. The Bishop and others who assisted at this first mass also saw the vision, and consulting together as to what it could mean, resolved to send the young priest to Rome, with full details of the occurrence. On his way, he fell in with St. Felix of Valois, and the two were kindly received by the Pontiff, Innocent III.
The Pope, celebrating the Holy Sacrifice to know God’s will, became witness of the same vision. He could no longer doubt his two visitors were inspired of God to work for the redemption of captives, and he gave them a habit like that seen in the vision: the white color of their robe represents the Father, as white is the principle of all the colors, and receives its perfection from none; the blue of the cross, being a livid color, represents the Son, all covered with wounds, in His Passion; while the red, the color of fire, recalls the Holy Ghost, who inflames the hearts of men with love. Hence Pope Innocent called the new Order by the name of the Trinity for the Redemption of Captives.
Stories From The Catechist by Very Rev. Canon G.E. Howe, Pg. 26-27 # 97.
Short Stories on Honor, Chivalry, and the World of Nobility—no. 463