This paper studies the problem of secure information exchange between two sources via multiple relays in the presence of an eavesdropper. To this end, we propose a relay beamforming scheme, i.e., relay beamforming with artificial noise (RBwA), where the relay beamforming vector and the artificial noise vector are jointly designed to maintain the received signal-to-interference-ratio (SINR) at the two sources over a predefined Quality of Service (QoS) threshold while limiting the received SINR at the eavesdropper under a predefined secure threshold. For comparison, the relay beamforming without artificial noise (RBoA) is also considered. We formulate two optimization problems for the two schemes, where our goal is to seek the optimal beamforming vector to minimize the total power consumed by relay nodes such that the secrecy of the information exchange between the two sources can be protected. Since both optimization problems are nonconvex, we solve them by semidefinite program (SDP) relaxation theory. Simulation results show that, via beamforming design, physical layer secrecy of two-way relay networks can be greatly improved and our proposed RBwA outperforms the RBoA in terms of both low power consumption and low infeasibility rate.