README file for “Use of Collateral in Bilateral Repurchase and Securities Lending Agreements” by Baklanova, Caglio, Cipriani, and Copeland. Software used: Unix STATA 15.0 has used. Programs used to generate final results: For table 1, run 1. data_prep.do passing the argument “affiliated” so that affiliated trades are not dropped 2. data_description.do (just the code for table 1) For the remaining tables, run 1. data_prep.do (do not pass an argument, so that affiliated trades are dropped) 2. data_description.do 3. data_analysis.do a. (also generates output for figure 5) For the output to create the figures 2 & 3, run 1. data_prep.do 2. data_figures.do For the output for figure 4, run 1. data_prep.do 2. spread_calc.do 3. spread_create.do 4. rate_maturity.do For output for figure 6, run 1. data_prep.do 2. create_figure_6.do a. uses output from spread_calc.do Total computational time is less than 20 minutes. Gaining access to the Bilateral Repo Pilot Data Access to the Bilateral Repo Pilot Data is possible through the Intergovernmental Personnel Act Mobility (IPA) program (more info can be found here: https://www.opm.gov/policy-data-oversight/hiring-information/intergovernment-personnel-act/#url=Provisions). Interested researchers should contact Stacey Scherft, the Deputy Director of the OFR’s Research and Analysis Center at stacey.schreft@ofr.treasury.gov.