Defining constants in python class, is self really needed?

I want to define a set of constants in a class like:

class Foo(object):
   (NONEXISTING,VAGUE,CONFIRMED) = (0,1,2)
   def __init__(self):
       self.status = VAGUE

However, I get

NameError: global name 'VAGUE' is not defined

Is there a way of defining these constants to be visiable inside the class without resorting to global or self.NONEXISTING = 0 etc.?