Captain Oliver Crosby GRAY was captured 16 Nov 1864 at Choctaw Bend, Miss., "transferred from New Orleans, LA, Dec 18,1864" to Ship Island, "exchanged Mar 2, 1865". But that is all we have from his records received fron AHC.
http://www.rootsweb.com/~arpulask/Col.MrsOCGray.html