Singapore Exchange Ltd.’s SGX Group announced on Sep, 01 2026 that it has been named “Best Asia FX Derivatives Exchange”, while its SGX FX unit clinched “Best FX Market Data and Analytics Provider for Asian Currencies” at the FX Markets Asia Awards 2026.

Daily average volume for SGX’s listed FX derivatives reached US$22.8 billion during the period from Apr, 01 2025 to Mar, 31 2026, up 24% year on year, with open interest increasing 10%. Trading was led by the USD/CNH and INR/USD contracts, both ranking among the world’s ten most-traded FX futures.

Targeted market-structure initiatives—such as clearer pricing references and deeper overnight order books—boosted activity in TWD/USD Full-Sized contracts, lifting their daily average volume to a record US$378 million in Feb, 2026.

Product expansion continued with BRL/USD futures, launched jointly with Brazil’s B3 in Jun, 2025, capturing 80% market share during Asian hours, and the introduction of Bitcoin and Ethereum perpetual futures in Nov, 2025.

On the data front, the TickNode service from SGX FX, which streams executable prices for more than 70 currency pairs across Spot, Forwards, Swaps and NDFs, gained rapid institutional adoption. New Singapore and Tokyo datasets provide pricing in 50-millisecond intervals to enhance valuation, price discovery and risk management for regional participants.

Head of FX Derivatives KC Lam said clients turned to SGX’s “highly liquid and trusted venues” amid geopolitical and macroeconomic volatility, while Hugh Whelan, Head of Liquidity Management and Data at SGX FX, highlighted growing demand for “independent, executable FX data” delivered by TickNode.