Data from the MESSENGER spacecraft's first flyby of Mercury in January of 2008 are now turning into science results. Several scientists discussed their findings at a press conference today highlighting the MErcury Surface, Space ENvironment, GEochemistry, and Ranging mission, the first spacecraft to visit Mercury since NASA's Mariner 10 made three flyby passes [...]

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Planetary Society: Planetary News: MESSENGER Scientists 'Astonished' to Find Water in Mercury's Thin Atmosphere

Or Zurburchen is wrong and the signal has yet another origin.

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Hydrous minerals on Mercury?

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For those inclined to oppose human meddling with the structure of the universe or the composition and configuration of objects and groups of objects within the universe, consider:
Whether there is a limit to the magnitude of a modulation of chaos below which order remains invariant? Or, is order but a fiction invented by perspectives applied over finite, however large, time intervals?

Mercury has a density similar to that of earth, but unlike Earth, has a weak magnetic field. Maybe the paucity of iron in the surficial rocks indicates that there is a small amount of iron in Mercury's core. This would account for the weak magnetic field. The core might be largely nickel to create the planet's density.