The Islamic Response Movement, the same group that last week admitted to kidnapping Corporal Hassoun and threatening to behead him, would not say where he was being kept.

It is the latest in a series of conflicting claims about the whereabouts, wellbeing and motivations of Cpl Hassoun, a 24-year-old Arabic translator who has been missing since he failed to report for duty at his base in Iraq.

On June 27, al-Jazeera broadcast a video tape by Islamic Response showing Cpl Hassoun blindfolded along with a statement from militants threatening to kill him unless the United States released all Iraqis in "occupation jails". Militants held a curved sword over his head.

A few days later the New York Times reported that Cpl Hassoun, who was born in Lebanon and emigrated to the US four years ago, may have deserted the military in Iraq because he was emotionally traumatised and was abducted by his captors while trying to make his way to Lebanon.

The New York Times quoted a marine officer in Iraq as saying he believed the captive was betrayed by Iraqis he befriended on his base and ended up in the hands of Islamic extremists.

The officer said Cpl Hassoun was shaken up by seeing one of his sergeants blown apart by a mortar bomb.

Then, last Saturday, another militant group calling itself Ansar al-Sunna Army posted a note on an Islamic website saying it had killed him, only to post a denial of the killing on Sunday followed yesterday's statement from Islamic Response.

"The denial gave us a big relief," Cpl Hassoun's brother, Sami, said by telephone from the northern Lebanese city of Tripoli, where he, his father and several other relatives live.

The Islamic Response Movement describes itself as the security wing of the National Islamic Resistance - 1920 Revolution Brigades, which takes its name from the uprising against British rule that followed the first world war.