Superior Winter Lynx is the Visa card of furs. Don't leave the shelter without it! (or a buttload of fine arctic fox furs)
Seriously though, for the most expensive items, the traders won't be able to carry enough of a load to accept a lot of decent/fine quality bear and elk furs in exchange. Unlike the villagers, they can't drop the excess on the ground and carry on.
And, if you think that trade was awkward, wait until you find the trader with a Masterwork Long Hauberk!