Ansible on Windows 10 - pip install missing pycrypto>=2.6

I've installed ansible on Windows 10 + cygwin using pip. The install finished OK, no error on the output. However, when running ansible from the cygwin prompt after the install I get:

pkg_resources.DistributionNotFound: The 'pycrypto>=2.6' distribution was not found and is required by ansible

pip list shows that pycrypto is installed in version 2.6.1.

What can I do to fix this error?

I have python 2.7.10, pip 8.1.2 and pip list prints:

ansible (2.1.0.0)
cffi (1.6.0)
cryptography (1.4)
enum34 (1.1.6)
idna (2.1)
ipaddress (1.0.16)
Jinja2 (2.8)
MarkupSafe (0.23)
paramiko (2.0.0)
pip (8.1.2)
pyasn1 (0.1.9)
pycparser (2.14)
pycrypto (2.6.1)
pycryptodome (3.4)
PyYAML (3.11)
setuptools (23.0.0)
six (1.10.0)