If you are including trade generated by placing Merchants on resources, the most prosperous provinces are easily Timbuktu and Arguin. The gold, ivory, and slaves in those provinces can easily rake in 500 gold per turn each with decent merchants, and there are upwards of 8-10 resources between the two provinces. That's 4000 to 5000 gold without even considering the income from normal trade, taxes, and farming.

Of course, that's nothing compared to trade income from New World resources.