you sure unprofitable trades are not possible? haven't tried it myself, but i don't see why it shouldn't work , if the amount of food matches up.
ie.. someone is buying for 30 per 100, someone is selling at 40 per 100. don't see why you can't match them up and cough up 10 bonds at the same time.
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i think the old fee was.. 1 gold per shipment, not 1g/caravan