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Can an RFQ Platform Integrate with a CLOB for Hedging Purposes?

Yes, sophisticated RFQ platforms used by market makers often integrate directly with Central Limit Order Books (CLOBs) for immediate hedging. When a market maker executes a large option trade via RFQ, they acquire a new risk position (e.g.

Delta exposure). To maintain a market-neutral book, their system automatically sends offsetting orders to the CLOB for the underlying asset or futures contract.

This immediate, automated hedging is vital for managing risk and minimizing slippage.

Are There Hybrid Models That Combine Features of CLOB and RFQ Systems?
Can a CLOB Function Effectively for Any Type of Derivative, or Are Some Universally Unsuitable?
Why Does the Construction of a Box Spread Remove All Directional Exposure?
What Are the Primary Alternatives to a CLOB for Trading Complex Derivatives?