pyzmq: cffi cannot find libzmq.so

I have installing libzmq in /home/ericu/local with the --prefix option on its configure script. Pyzmq installs fine under CPython 2.7.5. It does not work under pypy even with the environmental variables set.

ericu@ubuntu-lts-base:~/fairywren$ LIBRARY_PATH=/home/ericu/local/lib C_INCLUDE_PATH=/home/ericu/local/include pypy -c 'import zmq'
Traceback (most recent call last):
  File "app_main.py", line 72, in run_toplevel
  File "app_main.py", line 566, in run_it
  File "<string>", line 1, in <module>
  File "/home/ericu/pypy-ericu/site-packages/zmq/__init__.py", line 52, in <module>
    from zmq.sugar import backend
  File "/home/ericu/pypy-ericu/site-packages/zmq/sugar/__init__.py", line 16, in <module>
    from zmq.sugar import (
  File "/home/ericu/pypy-ericu/site-packages/zmq/sugar/constants.py", line 16, in <module>
    from .backend import constants
  File "/home/ericu/pypy-ericu/site-packages/zmq/sugar/backend.py", line 29, in <module>
    from zmq.cffi_core import (
  File "/home/ericu/pypy-ericu/site-packages/zmq/cffi_core/__init__.py", line 12, in <module>
    from zmq.cffi_core import (constants, error, message, context, socket,
  File "/home/ericu/pypy-ericu/site-packages/zmq/cffi_core/constants.py", line 4, in <module>
    from ._cffi import C, constant_names, zmq_version_info
  File "/home/ericu/pypy-ericu/site-packages/zmq/cffi_core/_cffi.py", line 195, in <module>
    "Please check that you have zeromq headers and libraries." % e)
ImportError: PyZMQ CFFI backend couldn't find zeromq: cannot load library /home/ericu/pypy-ericu/site-packages/zmq/cffi_core/__pycache__/_cffi__g6ed94bfax67d4e236.pypy-21.so: libzmq.so.3: cannot open shared object file: No such file or directory
Please check that you have zeromq headers and libraries.
ericu@ubuntu-lts-base:~/fairywren$