Asian populations are currently underrepresented in human genetics research. Here we present whole-genome sequencing data of 4,810 Singaporeans from three diverse ethnic groups: 2,780 Chinese, 903 Malays, and 1,127 Indians. Despite a medium depth of 13.7×, we achieved essentially perfect (>99.8%) sensitivity and accuracy for detecting common variants and good sensitivity (>89%) for detecting extremely rare variants with <0.1% allele frequency. We found 89.2 million single-nucleotide polymorphisms (SNPs) and 9.1 million small insertions and deletions (INDELs), more than half of which have not been cataloged in dbSNP. In particular, we found 126 common deleterious mutations (MAF>0.01) that were absent in the existing public databases, highlighting the importance of local population reference for genetic diagnosis. We describe fine-scale genetic structure of Singapore populations and their relationship to worldwide populations from the 1000 Genomes Project. In addition to revealing noticeable amounts of admixture among three Singapore populations and a Malay-related novel ancestry component that has not been captured by the 1000 Genomes Project, our analysis also identified some fine-scale features of genetic structure consistent with two waves of prehistoric migration from south China to Southeast Asia. Finally, we demonstrate that our data can substantially improve genotype imputation not only for Singapore populations, but also for populations across Asia and Oceania. These results highlight the genetic diversity in Singapore and the potential impacts of our data as a resource to empower human genetics discovery in a broad geographic region.