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This is very interesting
Example:

Direct: Clinton said, “I am very busy now.”
Indirect: Clinton said that he was very busy then.

Direct : He said, “ my mother is writing letter.”
Indirect: He said that his mother was writing letter.

How to change Direct to Indirect Speech?

It will be noticed that in Direct Speech, we use inverted commas to mark off the exact words of the speaker. In Indirect Speech we do not use the inverted commas.

It will be further noticed that in changing the above Direct Speech into Indirect speech, certain changes have been made.

Thus:

We have used the conjunction ‘that’ before the Indirect Statement.