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http://www.valhalco.com/
I've used this with success here in NA, though it's not really a stain.
It basically hastens the greying of unprotected wood while slowing down the rotting process. Start with cedar or some other weather resistant wood; your end result will look old, so be prepared aesthetically.
Is there such a thing as kid friendly exterior wood preserver or does it not really matter? It's for a swing, so expect to have little hands all over it.