I'm not surprised at all. When I was working in Africa, circa 2002 I took a couple of trips to Zimbabwe with friends, crossing land borders. Aside from many places needing to be paid in $USD during the trips, changing money at official locations within the country was not done due to unrealistic exchange rates. Instead, approaching the border there would be hawkers on the side of the road waving fistfuls of bills. In stopping to talk to them, they would give rates that were an order of magnitude better. I can't say how well this generalizes across the continent, Africa being a huge and diverse place, but it was a interesting experience nonetheless.