Canadian Joshua Boyle and his American wife, Caitlan Coleman who has given birth to two sons while in captivity, were kidnapped in Afghanistan in 2012 during a backpacking trip.
In the two minute, 31 second video, shared by SITE Intelligence group, the couple were shown saying their captors were "terrified" and "frightened" of the Afghan government executing their fellow fighters.
Afghan Taliban release some kidnapped bus passengers
In early May Kabul hanged six Taliban-linked inmates, in the first set of executions carried out as part of President Ashraf Ghani's new hardline policy against the insurgents who are stepping up their nationwide offensive.
It was not clear when the video was shot, but it comes amid swirling rumours in Kabul that the government plans to execute Anas Haqqani, son of the Taliban-allied Haqqani network's founder, who has been held since 2014.
Taliban use 'honey trap' boys to kill Afghan police
The government has declined to comment on those rumours.
Earlier this year Caitlan's parents, James and Lyn Coleman, who live in Pennsylvania, appealed to the Taliban to release the couple and their two young children.
The Colemans last saw their daughter in July 2012, when she set off for Russia on a hiking trip with Boyle that took them through Central Asia and ultimately into war-torn Afghanistan.
The Pennsylvanian couple told Circa News that they got a letter from Caitlan last November proving that she and Joshua were still alive, and announcing that she had given birth to a second son.
The couple were last seen in a video emailed to her parents in 2013 in which they asked the US government and their families to secure their release.
The Colemans made the video public after Bowe Bergdahl, a US Army sergeant held captive for five years in Afghanistan, was freed in a prisoner swap.
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