A rumor from Missouri, &c.
Louisville, Oct. 12.
--A special dispatch to the St. Louis Democrat, dated Jefferson City, Oct. 6th, says that little doubt is entertained at Jefferson City that Gen. Price is on his way South with the main body of his army.
The horse of Col. Lyon, of the 8th Regiment, fell through the trestle work of the Tennessee bridge on yesterday, and Col. Lyon was killed.