December 15th, 2005, 6:07 am
Going to be a tough call to analyse the AUD Swap market using candlesticks. The market is effectvely traded as a spread to the bond futures contracts. If you wanted to generate some data or alternatively check your data I would recommend using high/low data for the futures contracts then add the spread to get the swap yields. It won't be 100% accurate but you can get a bit of a feel for how inaccurate by checking the movement in the spreads each day.SWAP FUTURES Contract3yr(Q) 3yr Bond4yr(S) "5yr(S) "7yr(S) 10yr Bond10yr(S) "15yr(S) "