This is a study of how the Bhutan National Statistics Bureau began producing Import and Export Price Indices (XMPI) using existing administrative data. This was made possible through support from the Regional Programme on Economics Statistics in Asia and the Pacific run by United Nations Economic and Social Commission for Asia and the Pacific (ESCAP) and supported by Department for International Development (DFID). This study was developed by the National Statistics Bureau (NSB) of Bhutan and ESCAP. It documents the context and process followed to support other countries thinking of producing XMPIs. This is one of five studies of successful projects and aims to advance statistics in Asia and the Pacific through shared knowledge and experience.