1. A method of protecting against in-flight fills at an exchange, the method comprising: (a) receiving at a processor of an order risk management module, derivative product order risk data including at least one threshold value corresponding to at least one order risk parameter; (b) receiving at the processor of the order risk management module from a trader an order for a derivative product; (c) determining at the processor of the order risk management module a trader's current order risk parameter utilization value; and (d) at the processor of the order risk management module executing the derivative product order when the trader's current order risk parameter utilization value does not exceed the threshold value.