NaN values change to zero - why?

Hello,

I'm currently having some problems with NaN values in my dataset. I'm working with ArcGIS 10.0 and am adding point data from an ASCII file in ArcCatalogue using "Create Feature Class" "From XY Table". Adding the data is no problem, however, the NaN values in my dataset somehow convert to zeros through the process, which is rather unfortunate as these data should not get assigned a real value.

Does anyone have suggestions on how to get around this?

Many thanks,
Astrid