pdflatex doesn't create subdirectories when using -output-directory

When I execute

pdflatex -output-directory my_out my_file.tex

and myfile.tex has \include statements for files which are in the normal search path (e.g.
\include{my_sub/hello.tex} ), pdflatex tries to create the corresponding *.aux files in the my_out
directory. The problem is that the corresponding subdirectories (in this case, my_sub) don't exist
in my_out, and there is an error message

! I can't write on file `my_sub/titlepage.aux'

If I create the directory my_out/my_sub manually, everything works.

ProblemType: Bug
DistroRelease: Ubuntu 12.04
Package: texlive 2009-15
ProcVersionSignature: Ubuntu 3.2.0-37.58-generic 3.2.35
Uname: Linux 3.2.0-37-generic x86_64
ApportVersion: 2.0.1-0ubuntu17.1
Architecture: amd64
Date: Mon Feb 25 16:36:37 2013
InstallationMedia: Ubuntu 11.04 "Natty Narwhal" - Release amd64 (20110427.1)
MarkForUpload: True
PackageArchitecture: all
ProcEnviron:
 LANGUAGE=de_LI:de
 TERM=xterm
 PATH=(custom, no user)
 LANG=de_LI.UTF-8
 SHELL=/bin/bash
SourcePackage: texlive-base
UpgradeStatus: Upgraded to precise on 2012-05-25 (276 days ago)