Recently, I acquired copies of the "Straits Settlements Report for 1904" up to 1906 and the "Annual Report on the Social and Economic Progress of the People of the Straits Settlements 1933" up to 1938. I had purchased them online from some antiquarian bookstores based in UK and France.
The Straits Settlements was established in 1826, and was made up of Singapore, Penang and Malacca. Later on, Dindings (1874), Cocos (Keeling) islands and Christmas island (1886) and Labuan (1906) were added to the Straits Settlements. This entity lasted till 1942 when the Japanese took over the Malay peninsula bringing an end to the Straits Settlements.
These series are the predecessor of the Colony of Singapore Annual Reports which was published after the war, when Singapore was made a crown colony by itself, while the rest of the Straits Settlement joined the Malayan Union.