Globally, there are only a few sources for figures on conventional arms exports. Note that figures from different sources can not be used interchangeably, as they might be based on different exchange rates.
The Swedish independent research institute SIPRI has a arms transfers database provides lists of specific arms transfers as well as overall values, using a Trend Value Indicator. Very useful to analyse trends in international arms transfers.
The United States Congressional Research Service provides a annual overview of arms transfers to developing countries for the preceding eight calender years, developing countries being broadly defined as all non-western countries. Also containing analysis of new developments.
As a confidence building measure to prevent conflict, the United Nations promote transparency in conventional arms transfers with the UN Register of Conventional Arms. Although far form complete, reports include data provided by countries on arms transfers as well as information on holdings, domestic purchases and relevant policies.
The European Union common position on arms export includes a transparency procedure through the publication of the EU annual reports on arms exports. The EU report is mostly published very late (in 2011 it was published at December, 31th!) Individual EU Member States are requested to publish a national arms export report.
EU Member States Report and Other Countries Reports are found on the SIPRI website