Segmentation fault when reading "copy from" in a file

With this in a file bug.py:

import sys
import psycopg2
DSN = "host={0} dbname={1} user={2} password={3} port={4} sslmode={5}"
dsn = DSN.format("host", "db", "user", "****", 5432, "prefer")
dbconn = psycopg2.connect(dsn)
for line in sys.stdin:
    c = dbconn.cursor()
    c.execute(line)
    c.close()
dbconn.close()
print sys.argv[0], "done"
sys.exit(0)

And this in load.sql

DROP TABLE IF EXISTS foo;
CREATE TABLE foo (id integer);

This works:

$ cat load.sql | python bug.py

However, putting the following in load.sql segfaults the Python interpreter:

DROP TABLE IF EXISTS foo;
CREATE TABLE foo (id integer);
COPY foo FROM STDIN;
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\.

Maybe what I am doing in the second case is not allowed (if I perform similar things, but with the copy_from method on the cursor it works ok), but the above should definitely not segfault the Python interpreter.

Tested with Python 2.7.3 and a fresh psycopg2 2.5.3 installation in a virtualenv.