a.index(float('nan')) fails

[mamboknave at gmail.com]

>>> a = [float('nan'), 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10]
>>> a
[nan, 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10]
>>> a.index(float('nan'))
Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
ValueError: list.index(x): x not in list

That means, the function .index() cannot detect nan values.
It happens on both Python 2.6 and Python 3.1

Is this a bug? Or I am not using .index() correctly?

Thanks!