Rules, Select, Union

I'm doing this:

CREATE TABLE data ( val int4 );
CREATE TABLE pos ( ) INHERITS ( data );
CREATE TABLE neg ( ) INHERITS ( data );

CREATE RULE data_to_pos AS
ON INSERT TO data WHERE NEW.val > 0
DO INSTEAD
INSERT INTO pos ( val ) VALUES ( NEW.val );

CREATE RULE data_to_neg AS
ON INSERT TO data WHERE NEW.val < 0
DO INSTEAD
INSERT INTO neg ( val ) VALUES ( NEW.val );

So far, I think, so good. (Though, sometimes it looks like the second
rule is never triggered even though val < 0. The real application
that this simple example comes from has a bunch of triggers, though,
so it could be some weird interaction...) Now I want to do:

CREATE RULE data_val AS
ON SELECT TO data
DO INSTEAD
SELECT * FROM pos
UNION
SELECT * FROM neg;

Can this be done? I'm not having much success...

This is 7.0.2...

-itai