A Timely Offer (Glass arrows, thieves' guild)
I found it: Outside the Mistveil Keep Barracks door (labeled on local map) there are 3 barrels and 1 is labeled Thief cache. It has Glass Arrows and other misc items.
To clarify - you have to enter the Keep Barracks, go up the stairs, then out the door to 'Riften'. The 'Thief Cache' barrel is up there.
As stated in a comment by LessPop-MoreFizz, the accepted answer is wrong.
What they are referring to are the thieves caches in Riften and their location is detailed in this Arcade Answer.
The comment by Aquarius Power further points to the wiki pages which basically points out that the container is bugged.
As with many bugs in Skyrim, LimeJello24 has provided a mod named A Timely Offer which attempts to fix it. This mod is available on Nexus for SSE.