To add to what Hugh has already said about the prisoner exchange process both pre- and post the Dix-Hill Cartel, keep in mind that a lot of the POW records were lost during the evacuation of Richmond.

While searching for my great-grand uncle, I was fortunate to find a ledger containing a partial list of the Federal troops captured at Reams Station on August 25, 1864 (and received at Confederate military prisons in Richmond on August 27, 1864) at the National Archives. I say "fortunate" because of all the searches I've made for POW records, this definitely was the exception and not the rule.