It is very imporfand to monitor the exchange of the foreign trade income when the convertibikty of current account has been realied.In order to enforce the monitoring of the settlement of foreign exchange income in Chongqing, Grey Model and Auto-Regression Model have been built based on the characteristics of local data, which focus on the forecasting of the local settlement of foreign exchange of foreign trade income. From different aspects, these two models efficiently forecast the variation, in short run and middle run, of the exchange of foreign trade income in Chongqing. Based these analyses, this paper suggests the combination of two models and enforcing the monitoring of the settlement of foreign exchange of cooperation of enterprises and banks.