Hostage Chess

From BoardGameGeek:

Hostage Chess is a two-player, abstract strategy board game based on Chess, but including drops of captured pieces similar to Shogi. Unlike shogi, the piece a player may drop is one of his own pieces previously captured by the opponent. In exchange, the player returns a previously captured enemy piece, of equal or greater value, which the opponent may drop on a future turn. This is the characteristic feature of the game. Hostage Chess can be played with an ordinary chess set.