The Cayley transform, $(A) = (I - A) (I + A)(-1), maps skew-symmetric matrices to orthogonal matrices and vice versa. Given an orthogonal matrix Q, we can choose a diagonal matrix D with each diagonal entry +/- 1 (a signature matrix) and, if I + QD is nonsingular, calculate the skew-symmetric matrix $(QD). An open problem is to show that, by a suitable choice of D, we can make every entry of $(QD) less than or equal to 1 in absolute value. We solve this problem by showing that the principal minors of $(QD) are related in a simple way to the principal minors of $(Q). (C) 2014 Elsevier Inc. All rights reserved.