p Rate or Floor Rate and the Spread on the Payment Date, expressed as a decimal; "R2" is (i) if the Swap Transaction is a forward rate transaction, the Fixed Rate, expressed as a decimal and (ii) if the relevant Confirmation specifics a Cap Rate or a Floor Rate, such Cap Rate or Floor Rate, expressed as a dec

iration Time on the Expiration Date if at such time Buyer is in-the-money, unless: (a) at such time the difference between the Settlement Rate and the Fixed Rate under the Relevant Swap Transaction is less than any applicable Threshold; or (b) prior to such time Buyer notifies Seller or, if applicable, Sell