lib/texinputs/pdfsetup.sty

 %% default hyperref setup (both for pdf and dvi output)
 %%
 
 \usepackage{color}
 \definecolor{linkcolor}{rgb}{0,0,0.5}
-\usepackage[colorlinks=true,linkcolor=linkcolor,citecolor=linkcolor,filecolor=linkcolor,pagecolor=linkcolor,urlcolor=linkcolor]{hyperref}
+\usepackage[colorlinks=true,linkcolor=linkcolor,citecolor=linkcolor,filecolor=linkcolor,urlcolor=linkcolor,pdfpagelabels]{hyperref}