There's a second issue to consider here, which is that Python uses 
equality as specified by the == operator as the basic equivalence relation 
for set and dict membership tests.  So as a general rule, an equality test 
between two objects of the same type shouldn't be raising exceptions.  If 
== raised for comparisons with nans then it would make it awkward to put 
nans into a set.

Hmm.  But now I notice that you can't put Decimal nans into sets anyway:  
you get a 'TypeError: Cannot hash a NaN value'.  I'm not sure of the 
rationale for this.

One might also question whether Decimal("NaN") < 9 should really be 
raising InvalidOperation, or whether (as an operation that doesn't return 
a Decimal instance and is in some sense outside the scope of the standard-
--similar to int(Decimal('nan')) and hash(Decimal('nan'))) it should be 
raising some general Python exception instead.

I'm closing this as invalid: the behaviour isn't a bug, at least in the 
sense that the code is working as designed.  I think there may well be a 
useful discussion here, but the bugtracker isn't the right place to have 
it:  could we move it to python-dev instead?