Have not investigated Federal POWs from Chickasaw Bayou MS yet. However, they should have been released for exchange under the cartel at Vicksburg where Confederate POWs were released. Federal prisoners would have been transported under a US flag to Helena AR or Memphis TN and held in camp there until declared exchanged. Confederate authorities followed a similar procedure with Port Hudson prisoners, who were held in camp at Cahaba AL until declared exchanged in May 1864.