South of Orphan Rock, and then east on the road; five Khajiit caravaneers have been murdered by bandits, who have not yet left the location. Once they are dealt with, the book The Buying Game can be found, along with a chest with random, leveled loot.
- If approached, bandits come from the nearby trees in an attempt to kill whomever is lurking nearby.
- If the Falkreath Stormcloak Camp is present, the bandits will not be there.
- This location is known as the "Khajiit Caravan Massacre" in the Skyrim official game guide, map marker 8.AG.