This is the closest they get to asking for exemption, and I asked for "Any and all records, from any and every Agency". So the OGIS claims that some things can be released, but there are exemptions, and the NSA claims:

Moreover, even admitting that the Agency either does or does not possess records on an individual could enable that person to assess whether he or she was under surveillance or had successfully evaded it. Were the Agency to do so in the case of any one person requesting intelligence records--even an individual who poses no risk to U.S. National Security--- the Agency would have to do so for all persons making such requests. This would include, for example, international Terrorists and/or persons working as agents for foreign powers. As stated in the Agency's response to your request, acknowledging the existence of or non-existence of any such information on any individual is, and must remain, a classified matter.