Head to typical market wards part, then select Merchants Ward. Got the next cutscene after the one that gives you parley.
Edit: Above is for Ul'dah, other nations may be slightly different.
Edited, Sep 29th 2010 6:24am by xthunderblazex
Linky for proof.
Edited, Sep 29th 2010 6:28am by xthunderblazex