An INTERPOL branch in the US now cannot be searched, it's files are not subject to legal subpoena nor discovery. If any branch of government wants to keep documents out of the hands of the court system, just hand them over to INTERPOL until the smoke clears.

INTERPOL will now be able to maintain files on US citizens.
By this EO, Obama has conferred diplomatic immunity upon INTERPOL, exemption from being subject to search and seizure by law enforcement, exemption from US taxes, and immunity from FOIA requests, etc.

Obama just declared INTERPOL records immune from search and seizure -- "The archives of international organizations shall be inviolable."