There is no way to convert between energy and matter. Thinking that E=mc^2 is an "exchange rate" between energy and matter is a common misconception.
The meaning of E=mc^2 is not that you can exchange E amount of energy for mc^2 amount of mass. The meaning of E=mc^2 is that in every system, the total kinetic energy is equal to the the total mass times the speed of light squared.
The common belief is: When you cause nuclear fission in an atom, that very small mass gets converted into energy, and because the exchange ratio is c^2 (which is enormous), the lost mass turns into a huge amount of energy, which is the nuclear explosion.
This is wrong. The correct explanation is: Because of E=mc^2, we know that even in a small atom there is a huge amount of energy. That energy then gets converted using fission into a more useful form (the explosion.) The mass of the whole system stays constant through the whole process.