James,

As you've probably learned by now, records from the Trans-Mississippi Department (especially the 1864-1865 period) are very fragmentary.

References to the exchange of Vicksburg parolees are among those records which are almost non-existent, though I have run across information concerning parole camps around Shreveport and Natchitoches, Louisiana.

From the few official sources, and many unofficial sources (such as diaries and letters), it is known that the Arkansas regiments which had originally been a part of Van Dorn's old Army of the West were, after being paroled, ordered to report to a parole camp near Washington, Arkansas. It is not known exactly when they were declared to be exchanged, but it appears that most of them were back in service by December 1863.

In the intervening period between July and December 1863, the paroled regiments were required to sit around in the parole camp, taking no active part in the war -- or contributing in any demonstrable way to the war effort -- as required by the terms of their paroles. It appears that there was a liberal policy of furloughs during the period, and the very few surviving quartermaster records indicate that new uniforms and equipment were issued to the troops while in parole camp (though I have found no references to the issuance of arms). A couple of letters I've seen make reference to regular drills and fatigue details while in parole camp.

While not pertinent to your line of research, it is interesting to note that many men from northern Arkansas returned directly home instead of reporting to the parole camp in southern Arkansas, to await notification of their exchange. I can't tell from the limited records whether or not this was authorized. Several of those men were pressed into service, mostly in Missouri Confederate units, before being notified of their exchange. Some were captured in Ripley County, Missouri, in December 1863, and had a tough time of it because they were in technical violation of their paroles (as I recall, the fact that they had been forced back into service against their will eventually mitigated the violation).