1. A method of hedging risks using a variable priced order for a derivative financial product, the method comprising: receiving at a match system of an exchange a variable priced order for a derivative financial product and associated order risk data, the variable priced order including a variable price and a formula for adjusting the variable price as a function of a change in a price for an underlying product; identifying an order for a hedge product corresponding to the order for the derivative financial product; comparing data of the order for the hedge product to the order risk data; and matching at the exchange the order for the hedge product if the order risk data is not exceeded in response to the comparison.