Preheat oven to 400°F.
Mix together the mayonnaise, mustards, hot sauce, horseradish and egg in a large bowl.
Gently stir in the saltines and crabmeat. (The crab cakes may be formed immediately, but they're easier to shape if you refrigerate the mixture for an hour.)
Divide and shape the mixture into 4 to 6 large crab cakes. Place on a lightly oiled or nonstick baking sheet and bake 15-20 minutes. Serve immediately.