No, any "exemption" you recognize is solely for the purpose of currency transaction reporting. While some exempt persons, including banks, are not subject to CIP, there are no exemptions or exclusions from the requirement to keep records regarding monetary instrument sales. For the purposes of record retention, the "purchaser" would be the domestic bank's employee who conducted the transaction.
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In this world you must be oh so smart or oh so pleasant. Well, for years I was smart. I recommend pleasant.