A yacht has been spotted by the European Union Naval Force Somalia in the search for a British couple thought to have been captured by pirates.
A spokesman said their warships were in "close vicinity' and radar range but were keeping their distance.
Paul and Rachel Chandler, aged 59 and 55, of Tunbridge Wells, Kent, sent a distress signal on Friday from the Indian Ocean near the Seychelles.
The Somali government said it was doing everything possible to locate them.
The European Union Naval Force Somalia (EU NAVFOR) said on Wednesday the yacht they were tracking was heading northwest towards the Somali coast.
The BBC's security correspondent, Frank Gardner, said there was no doubt that the yacht was the one belonging to Mr and Mrs Chandler.
"They are being well treated, fed and looked after," he said.
However, Somali pirates have warned Britain not to try to rescue the couple.
A pirate called Hassan told the Reuters news agency: "If warships surround us, we shall point our guns at the British tourists.
"They are old and we will take care of them - that is if we are not attacked," he said.
Earlier, the prime minister of Somalia, Omar Ali Sharmarke, said he had discussed the case with the UK Foreign Secretary David Miliband and had met the family of Mr and Mrs Chandler.
Speaking in London, he told the BBC the government would eradicate Somali piracy by 2011.
"The pattern has been that they don't harm the captives, these pirates, because they want money.
"But I want to assure the family that we will not rest until until we see the freedom of this couple."
Mr and Mrs Chandler were heading on a 150 nautical-mile passage south-west to the Amirante Islands en route to Tanzania in their yacht the Lynn Rival when they used the distress beacon.
Somali Prime Minister Omar Abdirashid Ali Sharmarke met relatives of the couple
The route would have taken the couple near Somali waters which are notorious for pirate attacks on ships and smaller boats.
A Somali pirate told Reuters news agency they had captured the couple and they were healthy but ransom demands would follow.
The couple's family have expressed hope that the pair are safe.
Stephen Collett, of Ixworth, Suffolk, who is the brother of Mrs Chandler, said the family were "keeping their fingers crossed".
"It may still be that they're sailing across the Indian Ocean. We're not grossly over-worried at the moment."
Mr Chandler's sister, Jill Marshment, 69, of Bredon, Worcestershire, said the couple were unlikely to have money for a ransom.
"All their money is literally sunk in that boat as far as I know," she said.
"They haven't got wealth, they are just an ordinary couple enjoying early retirement, to do what they've always wanted to do."
The Foreign and Commonwealth Office said it still could not confirm whether pirates were involved.
Paul and Rachel Chandler were on a 150 nautical-mile passage south-west to the Amirante Islands