Exchanges have a function of facilitating trades by allowing for buyers and sellers of a security to meet and trade. However many strategies require the trade of not only one security but simultaneous execution of several legs, involving several securities. Examples include pair trading, equity portfolios, multi–maturities Futures strategies and options combinations. We call these multi-legs trades bundles. Not executing the various legs at the same time creates a risk of adverse price movement before the full completion. It can be eliminated by crossing the spreads and posting market orders but it incurs cost. We present a mechanism that allows for market participants to post one-sided orders on arbitrary bundles and then the matching engine computes (case of buy order) the cheapest super-replication of the posted bundle by a portfolio of other already posted bundles. So the features of the algorithm is that 1) it does not match security by security but rather a bundle with a collection of other bundles and 2) it can be a “super-match” in the sense that the super-replication may give the additional benefit of a positive residual. We detail the algorithm and apply this methodology to show how it can in certain cases improve the price of option combinations. This approach has an economic value as it allows for more trades to occur at mutually desirable prices. We focus in particular on bundles of options of a same maturity on a stock. The dominance in terms of profile is easy to understand in the case of European options and we show how it can be generalized to American options.