FAQ says:

You can add +100% to the initial carrying capacity of your Caravans using Soulstones in the Black Market. In total, you can buy ten items, each of those grants +10% to the carrying capacity. They will be removed from the available offers in the Black Market as soon as you purchase them all.

However I am still getting it at the black market even though I am having capacity at +200%; I purchased aditional 10% using soulstones which was on display at the black market but there has not been any increase in my caravan carrying capacity.