Fixed Income, Currencies & Commodities

One macro view across rates, FX, credit, and commodities.

FICC connects fixed income, currencies, credit, commodities, and geopolitical risk through one independent macro framework, helping investors position, hedge, and defend cross-market decisions with greater clarity and conviction.

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The FICC Edge

One framework, from macro view to position.

FICC research usually arrives in pieces: rates, currencies, credit, and commodities from separate providers working off inconsistent macro assumptions, leaving you to reconcile calls that were never built to agree. FICC replaces that with one independent macro framework, so a single cross-asset view drives every position you take and defend.

Integrated macro framework

Connect rates, FX, credit, and commodities through one macro view.

A unified framework lets you assess FICC markets together instead of reconciling disconnected research streams after the fact. The same global macro view drives every asset class.

Policy-pricing insight

See where policy, inflation, and market pricing are misaligned.

BCA's approach is built to spot gaps between policy expectations, inflation risk, central bank action, and market pricing before they are fully reflected across FICC markets, so you can act ahead of the reprice, not after it.

Cross-market positioning

Turn macro insight into positioning, hedging, and risk decisions.

FICC translates macro shifts into practical implications for duration, curves, currency exposure, credit risk, and commodities, so you can act with greater conviction across markets.

See It For Yourself

Latest research from Fixed Income, Currencies & Commodities.

A sample of recent Fixed Income, Currencies & Commodities reports, refreshed as our strategists publish.

In 2026, against the backdrop of plunging birth rates around the world, investors were focused on AI bottlenecks. Little did they know that the biggest bottleneck to artificial intelligence was, ironi…

Oct 1, 2026

FICC Q4 Strategy Outlook: Climbing The Wall Of Worry

Fixed Income, Currencies & Commodities

by Mathieu Savary, Ryan Swift, Roukaya Ibrahim, Robert Timper, Artem Sakhbiev

Politics, wars, a global tightening cycle, doubts over AI capex: the wall of worry keeps rising. But the spark that would topple risk assets is missing. Our Q4 FICC outlook explains why to stay long r…

Oct 1, 2026

Quarterly TAA: Picking Up $20 Bills In Front Of The Steamroller

Global Asset Allocation

by Juan Correa, Brian Payne

Higher rates have changed the opportunity set. Overweight High-Yield Credit, both within asset allocation and versus Private Credit. Investors are no longer picking up pennies in front of a steamrolle…

Who It's For

Built for investors managing risk across markets.

Fixed Income Portfolio Managers

Managing duration, credit, and the curve

Insurance, pension, asset management fixed income desks, and macro hedge funds deciding when to extend duration, wait for a better entry, or adjust credit risk as the cycle evolves.

Multi-Asset Strategists & Risk Managers

Needing one coherent cross-asset view

Sovereign wealth funds, pensions, large family offices, and multi-asset hedge funds that need consistent fixed income, FX, and commodity views from a single framework.

Global Institutional Investors

Requiring genuine worldwide coverage

Global pensions, insurers, and sovereign funds that need real US, European, and Asian depth, not US-centric research with occasional global commentary.

WHAT YOU RECEIVE

Everything in FICC.

Fixed income, FX, credit, and commodities investment strategy
Cross-market positioning, hedging, and risk-management guidance
Event-driven updates around central banks, inflation surprises, market shocks, and repricing events

Integrated analysis of rates, curves, currencies, credit, commodities, and energy markets
Policy, inflation, liquidity, central bank, and geopolitical risk analysis
Direct access to FICC strategists

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Cards

What Success Looks Like

What one macro view lets you do.

Set exposure from one view. Position duration, curve, currency, credit, and commodities off a single macro framework, with no disconnected research streams to reconcile.
Move before the reprice. Act on policy-pricing gaps and inflation inflection points ahead of the market, not after it.

Time the cycle. Decide when to extend duration, wait for a better entry, or adjust credit risk as growth, inflation, and policy shift.
Defend every position. Explain cross-market exposure and hedges to CIOs, risk committees, and boards with an independent framework behind them.