After innovation of RMB exchange rate system,our foreign currency finance assets, banks and enterprises are all confronted with the risk of evading and dispersing exchange rate, which cause maintenance or addition of foreign currency finance assets. Foreign currency options exchange is regarded increasingly as an important method of hedge. The thesis discuss the concept, using and function of Foreign currency options exchange, and propose implementation of RMB options exchange.
Key words: Foreign currency options exchange ;Hedge； Foreign exchange risk