From Wikipedia  —

A foreign national is a person who is not a citizen of the host country in which he or she is residing or temporarily sojourning. For example, a foreign national in Canada is someone who is neither a Canadian citizen nor a permanent resident of Canada.  However, in the European Union, a foreign national is a third country national, i.e. someone who is not a citizen of any of the member states of the European Union.  According to the U.S. Department of Homeland Security a foreign national is defined simply as "an individual who is a citizen of any country other than the United States."

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