Go to the bank and tell the bank staff that you want to change foreign currency, and then they will give you a form (it seems to be an application for foreign exchange settlement). You fill in the elements (relatively few, probably the amount, currency and source), sign it, and the bank staff will examine and approve it with the State Administration of Foreign Exchange (of course, this examination and approval will be faster). After the approval, the bank will tell you the exchange rate at that time, and you think this interest rate is ok (because the foreign exchange rate is good), so the bank should tell you in advance that if you think the exchange rate is too low, you can not exchange it, hehe). If you agree to exchange, you can change your foreign currency into RMB. It's that simple.

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Not going to the bank? Black market? I suggest you go to the bank. Safety first!