Data exchange is an important function for flexible optical network, and it has been extensively investigated for the time and wavelength domains. The mode division multiplexing (MDM) has been proposed to further increase the transmission capacity by carrying information on different modes with only single wavelength carrier. We propose and experimentally demonstrate a novel on-chip data exchange circuit for the MDM signals by utilizing two micro-ring resonator (MRR) based mode converters. For demonstration, single and four wavelengths non-return-to-zero on-off-keying (NRZ-OOK) signals at 10 Gb/s carried on different modes are successfully processed, with open and clear eye diagrams. Measured bit error ratio (BER) results show reasonable power penalties. The proposed circuit can be potentially used in advanced and flexible MDM optical networks.