Possibly the most perfect music ever written, Rachmaninoff’s Second Concerto was played by Freddy Kempf with the Moscow Philharmonic Orchestra with such power that the piano spoke to us.

It told us the story of love’s euphoria and despair and how it mixes up all the emotions at once. It’s a terrible way to live, but creates such wonderful music.

I often feel sorry that Shakespeare didn’t live long enough to hear Tchaikovsky whose work he inspired. But Noel Coward was born at the right time to insist that Rachmaninov’s Second was the only music to be used for the film Brief Encounter.

Hearing the piece, played flawlessly by 110 musicians on stage, including some 35 on strings, you understand completely why. It’s so evocative, you almost don’t need the script. It was so beautiful it made me cry.

The evening began with Shostakovich’s Festive Overture, composed to open a concert celebrating the 37th anniversary of the Russian Revolution in 1917. Played as we approach the 100th anniversary, it is a triumphant piece, not marking highs and lows just highs and highs.

The third piece on the programme, Musorgsky’s Pictures from an Exhibition tells stories from the paintings, scenes from old Poland, including children quarrelling, two Jews meeting, one rich, one poor, the market plafe in Limoges, a Roman tomb, the Great Gate of Kiev. You heard grand sounds produced by the horns, blasts of triumph, church bells ringing, the clatter of the market place, the pomp of time and place.

A packed Cambridge Corn Exchange was both swept away and held enraptured. Conductor Yuri Botnari gave us two encores. They played the first piece, a delightfully sweet piece for strings. Then he looked at his watch and nodded at the orchestra as if to say: yes there is time to give them another one. Then they played music from Swan Lake. It was like a superb cook who has already given you a wonderful dinner, bringing out your favourite pudding, say a trifle with a lot of fruit, fresh custard and six feet of cream, and placing it in front of you, not because you haven’t been perfectly delighted already but just because they know it will give you pleasure - and giving pleasure is the most pleasure they know. Sheer beneficence.