diff --git a/bsip-0032.md b/bsip-0032.md
index 1b7938f..1c2f3c9 100644
--- a/bsip-0032.md
+++ b/bsip-0032.md
@@ -43,7 +43,7 @@ It's common sense that orders should be matched at maker price.
 
 There is a parameter in price feed named MSSR, which stands for "maximum short
 squeeze ratio". Maker price of margin call orders is MSSP, which stands for
-"maximum short squeeze price", is calculated as `feed_price / ( 100% + MSSR )`.
+"maximum short squeeze price", is calculated as `feed_price / MSSR`.
 Note: `feed_price` here is in terms of debt/collateral, aka "how much debt per
 collateral".
 
@@ -53,24 +53,25 @@ is always used. It need to be changed to use MSSP when the call order is maker.
 
 Currently a black swan event will occur when the call order with least
 collateral ratio is going to be matched below 100% collateral ratio price
-(name it CRP). Because the call order will be matched with incoming limit order
-at limit order's price (taker price),
-which can be higher or lower than CRP, so even if MSSP is
-below CRP, an incoming taker limit order may or may not trigger a black swan.
+(name it `100CRP`). Because the call order will be matched with incoming limit
+order at limit order's price (taker price),
+which can be higher or lower than 100CRP, so even if MSSP is below 100CRP,
+an incoming taker limit order may or may not trigger a black swan.
 So it makes sense to check if a black swan event will occur every time when a
 limit order is created.
 
 After the behavior changed to always match at maker price, when MSSP is below
-CRP, an incoming taker limit order will always trigger a black swan event.
-So it makes sense to trigger the black swan event when MSSP is below CRP rather
-than waiting for an incoming limit order. That means it's no longer needed to
-check for black swan event when a limit order is created. Since checking for
-black swan event is somehow expensive, we'll gain a side benefit on performance
-with the change.
+100CRP, an incoming taker limit order will always trigger a black swan event.
+So it makes sense to trigger the black swan event when MSSP is below 100CRP
+rather than waiting for an incoming limit order. That means it's no longer
+needed to check for black swan event when a limit order is created.
+Since checking for black swan event is somehow expensive, we'll gain a side
+benefit on performance with the change.
 
-When triggering a black swan event when MSSP is below CRP, sometimes the short
+When triggering a black swan event when MSSP is below 100CRP,
+sometimes the short
 position with least collateral ratio may still have more than 100% collateral
-ratio. In this case, the global settlement price is CRP but not the actual
+ratio. In this case, the global settlement price is 100CRP but not the actual
 collateral ratio of the short position with least collateral ratio.
 This is current behavior, it's fair, no need to change.