1. A method of hedging risks associated with the purchase of a variable defined derivative product, the method comprising: (a) executing at a match system a variable defined derivative product order; (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.