Let me use a visual aid.
The green, is the US population.
The red, is the population swinging in some form.
The blue, is the population you are interested in provided you are also interested in Persians as well as Arabs.
The little yellow dot is the population of couples with a Persian/Arab male actively trying to swing.
I have never seen one, but I am sure that they do exist. The problem is going to be finding them and then being compatible, and add on top of that geography, the closet might be a long way away.
Is it worth looking? Sure, you might have several couples like that locally if you are lucky, especially if you live in an area with a greater then average number of your target ethnic group.
Finding a male will be far easier, many guys will jump at the chance for 'free' sex. Few will have the swinger mindset if you are looking for that kind of encounter, but thats another issue for another topic.