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python - iterating quickly through list of tuples

I wonder whether there's a quicker and less time consuming way to iterate over a list of tuples, finding the right match. What I do is:

# this is a very long list.
my_list = [ (old1, new1), (old2, new2), (old3, new3), ... (oldN, newN)]

# go through entire list and look for match
for j in my_list:
    if j[0] == VALUE:
        PAIR_FOUND = True
        MATCHING_VALUE = j[1]
        break

this code can take quite some time to execute, depending on the number of items in the list. I'm sure there's a better way of doing this.

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I think that you can use

for j,k in my_list:
  [ ... stuff ... ]

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