A CHALLENGER GLOBAL EXPRESS CPR FLT CREW THOUGHT THEY WERE CLRED INTO POS AND HOLD AT LIML. THE TWR ISSUED A GAR TO AN MD80 ON FINAL.

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BEFORE MAKING THE TURN TO HOLD SHORT OF RWY 36R WE WERE TOLD TO PROCEED TO THE HOLDING BAY FOR TKOF. AFTER HOLDING FOR A PERIOD OF ABOUT 10-15 MINS WE WERE TOLD AS I HEARD TO TAXI INTO POS AND HOLD. I VERY EMPHATICALLY REPEATED 'POS AND HOLD RWY 36R; NXXXXX.' (AFTER THE FACT OUR FLT ATTENDANT SEATED ON THE JUMPSEAT SAID HE SAW AN ACFT ON FINAL AT SOME DISTANCE.THE PF DID NOT SEE THE ACFT AND I'M NOT SURE HE LOOKED.) AFTER SITTING IN POS AND HOLDING TAXI LIGHT AND STROBES ON; WE HEARD AN ACFT BEING TOLD TO GO AROUND. SUBSEQUENTLY; WE WERE TOLD THAT WE WERE NOT SUPPOSED TO BE ON THE RWY AND TO USE THE NEXT EXIT TO CLR THE RWY; WHICH WE DID PROMPTLY. MY ESTIMATES ON SEPARATION ARE BASED ON LOOKING OUT THE COCKPIT WINDOW AND SEEING THE ACFT IN THE HIGH; R CLBING TURN. AFTER THE MD80 LANDED HE ASKED WHAT HAD HAPPENED AND THE CTLR RESPONDED 'THAT IT WAS A MISUNDERSTANDING.' WE WERE LATER GIVEN A RE-CLRNC TO TAKE OFF. I THOUGHT IT WAS STRANGE THAT I DIDN'T HEAR 'LINE-UP AND WAIT;' THE NORMAL PHRASEOLOGY; WHICH IS WHY I WAS SO EMPHATIC IN MY READBACK. I ALSO THOUGHT IT STRANGE THAT WITH ALL THE READBACKS WE HAD TO MAKE FOR CLRNC AND TAXI; AND THEIR PREVIOUS ACCIDENT THAT WE WERE ALLOWED TO SIT ON THE RWY FOR SO LONG WITHOUT BEING NOTICED. IN THE FUTURE I WILL READ BACK 'LINE-UP AND WAIT' AT A FOREIGN ARPT WHEN TAKING THE RWY REGARDLESS OF WHAT I HEAR. CONTRIBUTING ALSO WAS A VERY LONG DUTY DAY THE DAY BEFORE OF ABOUT 15 HRS; BUT HAD I ACTUALLY BEEN AWAKE THE PRIOR DAY FOR 31 HRS IN ORDER TO ACCOMMODATE QUESTIONS FROM THE COMPANY AND COORDINATE THE NEXT DAY'S HOTEL AND MOVEMENT OF THE AIRPLANE. NUMEROUS DELAYS IN FUELING; TOWING; AND LOSING OUR EURO CTL SLOT FOR DEP MADE FOR FRUSTRATION IN WHAT SHOULD HAVE BEEN A SHORT FLT.