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The bow shock is formed due to the abrupt deceleration of the supersonic solar wind in front of the terrestrial magnetic field. The solar wind plasma and the Interplanetary Magnetic Field (IMF) are both compressed across the shock, and according to Ampère's law a current thus flows on the bow shock at all times. The Bow Shock Current (BSC) is suggested to play an important role in solar wind-magnetosphere coupling, but there is still an open debate about its closure path. For predominantly east-west IMF, the BSC has been suggested to close to Earth's high latitude ionosphere as Field-Aligned Currents (FACs). Since the bow shock is magnetically connected to the solar wind, it must do so via open field lines through the magnetosheath. For southwards IMF with a significant east-west component, the R0 FAC flows into the ionosphere in one hemisphere, and out of it in the other. The R0 current flows on open field lines, and is thus a potential candidate to close the BSC. While a few studies have already found evidence in favour of this idea, the majority have been based on simulations. Additional observational evidence is required to confirm these findings. We used OMNI data for the IMF at the bow shock, and Active Magnetosphere and Planetary Electrodynamics Response Experiment (AMPERE) data for the FACs, to make simultaneous observations of the IMF at the bow shock and the northern hemisphere FACs, including the R0 current. We successfully identified 15 events of southwards but predominantly east-west IMF (B_z<0, |B_y|>|B_z|) at the bow shock, for which the northern hemisphere R0 current could be observed both in the AMPERE and DMSP data. In each of these events, the R0 current was of the correct polarity to connect to the BSC. Moreover, using Defense Meteorological Satellite Program (DMSP) and Super Dual Auroral Radar Network (SuperDARN) data, we were able to verify that part of the R0 current was flowing on open field lines. Collectively, the 15 events presented here constitute an argument in favour of at least a partial BSC closure to Earth's high latitude ionosphere as R0 FACs, for predominantly east-west IMF. Additional investigation is required to reveal the details of BSC closure.