1. A method of hedging risks associated with the purchase of a variable defined derivative product that has a variable defined order price, the method comprising: (a) executing by a match system a transaction based on an order for a variable defined derivative product that has a variable defined order price; (b) receiving order risk data from an order risk management module; (c) using a best efforts approach to locate a potential hedge transaction that corresponds to the derivative product order; (d) comparing data of the potential hedge transaction to the order risk data; and (e) executing the potential hedge transaction when a rule is not violated; wherein the variable defined order price of the derivative product is a function of an original order price, an updated price of an underlying product and at least one price determination variable value based on a predetermined formula received at the match system.