-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, QDl8IA29yK303g2j0F9k/Cg0YUKW4LbWEiaVdM7O5w7a75U2h2DojzRbK6aRH2BW EorjgsvRoc9CrH1CbWBvLw== 0000857114-05-000014.txt : 20051229 0000857114-05-000014.hdr.sgml : 20051229 20051229140428 ACCESSION NUMBER: 0000857114-05-000014 CONFORMED SUBMISSION TYPE: N-CSR PUBLIC DOCUMENT COUNT: 42 CONFORMED PERIOD OF REPORT: 20051031 FILED AS OF DATE: 20051229 DATE AS OF CHANGE: 20051229 EFFECTIVENESS DATE: 20051229 FILER: COMPANY DATA: COMPANY CONFORMED NAME: DREYFUS INDEX FUNDS INC CENTRAL INDEX KEY: 0000857114 IRS NUMBER: 133554128 FISCAL YEAR END: 1031 FILING VALUES: FORM TYPE: N-CSR SEC ACT: 1940 Act SEC FILE NUMBER: 811-05883 FILM NUMBER: 051290885 BUSINESS ADDRESS: STREET 1: THE DREYFUS CORPORATION STREET 2: 200 PARK AVENUE CITY: NEW YORK STATE: NY ZIP: 10166 BUSINESS PHONE: 2129226850 MAIL ADDRESS: STREET 1: C/O DREYFUS CORP STREET 2: 200 PARK AVENUE, 8TH FLOOR CITY: NEW YORK STATE: NY ZIP: 10166 FORMER COMPANY: FORMER CONFORMED NAME: DREYFUS S&P 500 INDEX FUND DATE OF NAME CHANGE: 19951228 FORMER COMPANY: FORMER CONFORMED NAME: PEOPLES INDEX FUND INC DATE OF NAME CHANGE: 19920703 FORMER COMPANY: FORMER CONFORMED NAME: DREYFUS STOCK INDEX FUND INC DATE OF NAME CHANGE: 19900401 N-CSR 1 form-078.htm FORM form-078
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION 
Washington, D.C. 20549

FORM N-CSR 
CERTIFIED SHAREHOLDER REPORT OF REGISTERED MANAGEMENT 
INVESTMENT COMPANIES 
Investment Company Act file number 811-5883 
Dreyfus Index Funds, Inc. 
(Exact name of Registrant as specified in charter) 

c/o The Dreyfus Corporation 
200 Park Avenue 
New York, New York 10166 
(Address of principal executive offices) (Zip code) 
 
Mark N. Jacobs, Esq. 
200 Park Avenue 
New York, New York 10166 
(Name and address of agent for service) 
 
Registrant's telephone number, including area code: (212) 922-6000 

Date of fiscal year end:    10/31 
Date of reporting period:    10/31/2005 

FORM N-CSR

Item 1. Reports to Stockholders.

  Dreyfus International
Stock Index Fund

ANNUAL REPORT October 31, 2005

Save time. Save paper. View your next shareholder report online as soon as it's available. Log into www.dreyfus.com and sign up for Dreyfus eCommunications. It's simple and only takes a few minutes.

The views expressed in this report reflect those of the portfolio manager only through the end of the period covered and do not necessarily represent the views of Dreyfus or any other person in the Dreyfus organization. Any such views are subject to change at any time based upon market or other conditions and Dreyfus disclaims any responsibility to update such views.These views may not be relied on as investment advice and, because investment decisions for a Dreyfus fund are based on numerous factors, may not be relied on as an indication of trading intent on behalf of any Dreyfus fund.

Not FDIC-Insured • Not Bank-Guaranteed • May Lose Value

Contents
 
    THE FUND 
2    Letter from the Chairman 
3    Discussion of Fund Performance 
6    Fund Performance 
7    Understanding Your Fund's Expenses 
7    Comparing Your Fund's Expenses 
With Those of Other Funds
8    Statement of Investments 
42    Statement of Financial Futures 
43    Statement of Assets and Liabilities 
44    Statement of Operations 
45    Statement of Changes in Net Assets 
46    Financial Highlights 
47    Notes to Financial Statements 
55    Report of Independent Registered 
    Public Accounting Firm 
56    Important Tax Information 
57    Board Members Information 
59    Officers of the Fund 
FOR MORE INFORMATION
    Back Cover 

  Dreyfus International
Stock Index Fund

The Fund

LETTER FROM THE CHAIRMAN

Dear Shareholder:

We are pleased to present this annual report for Dreyfus International Stock Index Fund, covering the 12-month period from November 2004, through October 31, 2005. Inside, you'll find valuable informa tion about how the fund was managed during the reporting period, including a discussion with the fund's portfolio manager, Susan Ellison

The global economy once again demonstrated its resiliency over past year, expanding at a steady pace despite the headwinds of soaring energy prices, higher U.S. interest rates and the dislocations caused a series of natural disasters. Unlike the U.S. stock market, which traded within a relatively narrow range for much of 2005, international rallied amid improving business conditions in many regions, particu larly the emerging markets of Asia, Latin America and Eastern Europe However, a strengthening U.S. dollar relative to other major currencies eroded some of those returns for U.S. investors.

As the end of 2005 approaches, investors' reactions to changes in economic outlook for the United States and China, as well as effects of higher fuel and commodity prices on inflation, may set tone for the international markets in 2006. As always, we encourage you to talk to your financial advisor, who can help you diversify portfolio in a way that allows you to participate in the longer-gains of the world's financial markets while providing a measure protection from shorter-term volatility.

Thank you for your continued confidence and support.

Sincerely,

Stephen E. Canter
Chairman and Chief Executive Officer
The Dreyfus Corporation
November 15, 2005

2

DISCUSSION OF FUND PERFORMANCE

Susan Ellison, Portfolio Manager

How did Dreyfus International Stock Index Fund perform relative to its benchmark?

For the 12-month period ended October 31, 2005, the fund produced a total return of 17.40% .1 This compares with an 18.09% total return for the fund's benchmark, the Morgan Stanley Capital International Europe, Australasia, Far East Free Index (the "MSCI EAFE Free Index" or the "Index"), during the same period.2

We attribute the Index's performance to steady global economic growth and improved corporate earnings, which helped support stock prices for many international companies during the reporting period.The difference in returns between the fund and the MSCI EAFE Free Index was primarily the result of transaction costs and other operating expenses.

What is the fund's investment approach?

In managing this fund, our goal is to match the performance of the MSCI EAFE Free Index, a broadly diversified, international index composed of more than 1,100 stocks that trade in 21 major markets outside the United States, including Great Britain, Germany, France, Japan, Hong Kong, Singapore, Australia, Switzerland and the Netherlands.

Weighted by market capitalization (the total value of all shares outstanding in a country's stock market) and share liquidity (a measure of the proportion of a company's shares actually available to be bought or sold by the public), approximately 73% of the MSCI EAFE Free Index's total value is represented by its top five countries, which currently are Great Britain, Japan, France, Switzerland and Germany.The MSCI EAFE Free Index is diversified among industry groups, as those groups are represented in individual country markets.

The fund attempts to match the Index return before fees and expenses by aligning the portfolio composition with the composition of the MSCI

The Fund 3

DISCUSSION OF FUND PERFORMANCE (continued)

EAFE Free Index. Beginning by country, the fund invests in proportion to each country's weighting in the Index.That means that if the British market comprises 25% of the Index, then approximately 25% of the fund's assets will be invested in Britain. In addition, the fund's industry allocation also matches that of the Index, in the proper proportion. For example, if a certain percentage of the market value in the Japanese sub-index is composed of financial services firms, that same approximate percentage of the investment in the Japanese markets will also be invested in that sector.The fund also invests in securities that represent the market as a whole, such as stock index futures, and manages its exposure to foreign currencies so that the fund's currency profile matches the currency makeup of the MSCI EAFE Free Index.

What other factors influenced the fund's performance?

International stock markets posted generally positive returns during the reporting period, largely due to improving corporate earnings, strong employment data and low inflation and interest rates. Stock markets in Europe continued to gain momentum as a result of corporate restructuring efforts that benefited companies in Germany, France and Italy. However, returns moderated during the first half of 2005 when investors became concerned that corporate earnings and global economic growth might have peaked. Nonetheless, the Index posted gains in all but one of the 21 countries it tracks.

The Index received positive contributions, in part, due to its holdings in Austria, Norway and Greece, which were the benchmark's best performing countries. From Austria, we held OMV, the country's largest oil and chemical company and Oest Elektrizitatas, an electric utilities firm, which helped boost returns. Norway also provided attractive results, with gains driven by Stolt-Nielsen, a provider of transportation services for bulk liquid chemicals, oils, acids and other specialty liquids; Tangberg Television, a supplier of digital video for broadcasting; and Smedvig, a drilling contractor. In Greece, we had strong contributions

4

from Intracom, an information technology company; and Piraeus Bank. From a market sector standpoint, the energy, banks, and financial services areas made the greatest contribution to the Index's return during the reporting period.

Portugal was the only country in the Index that posted a negative absolute return during the reporting period. However, at less than 0.5% of the Index's total assets, it detracted relatively little from the returns. In terms of industry groups, the information technology sector was hurt by lower-than-expected customer demand among semiconductor manufacturers, and consumer discretionary stocks disappointed due to concerns that higher energy prices might constrain consumer spending.

What is the fund's current strategy?

The fund's longstanding strategy is to provide investors with a cost-effective way to gain broad exposure to international developed markets, as represented by the MSCI EAFE Free Index.As an index fund, the investments are not impacted by any individual's preference for one market over another or one security over another. Instead it attempts to reflect the general composition of the overall market.

November 15, 2005

1    Total return includes reinvestment of dividends and any capital gains paid. Past performance is no 
    guarantee of future results. Share price, yield and investment return fluctuate such that upon 
    redemption, fund shares may be worth more or less than their original cost. Return figure provided 
    reflects the absorption of certain fund expenses by The Dreyfus Corporation pursuant to an 
    agreement in effect that may be extended, terminated or modified. Had these expenses not been 
    absorbed, the fund's return would have been lower. 
2    SOURCE: LIPPER INC. — Reflects reinvestment of net dividends and, where applicable, 
    capital gain distributions.The Morgan Stanley Capital International Europe, Australasia, Far 
    East (MSCI EAFE) Free Index is an unmanaged index composed of a sample of companies 
    representative of the market structure of European and Pacific Basin countries.The index reflects 
    actual investable opportunities for global investors for stocks that are free of foreign ownership 
    limits or legal restrictions at the country level. 

The Fund 5

FUND PERFORMANCE

Comparison of change in value of $10,000 investment in Dreyfus International Stock Index Fund and the Morgan Stanley Capital International Europe, Australasia, Far East Free Index

Average Annual Total Returns    as of 10/31/05         
    Inception            From 
    Date    1 Year    5 Years    Inception 
Fund    6/30/97    17.40%    2.05%    3.10% 

† Source: Lipper Inc.

Past performance is not predictive of future performance.The fund's performance shown in the graph and table does not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. The above graph compares a $10,000 investment made in Dreyfus International Stock Index Fund on 6/30/97 (inception date) to a $10,000 investment made in the Morgan Stanley Capital International Europe, Australasia, Far East Free Index (the "Index") on that date. All dividends and capital gain distributions are reinvested.

The fund's performance shown in the line graph takes into account all applicable fees and expenses.The Index is an unmanaged index composed of a sample of companies representative of the market structure of European and Pacific Basin countries and includes net dividends reinvested and reflects actual investable opportunities for global investors for stocks that are free of foreign ownership limits or legal restrictions at the security or country level.The Index does not take into account charges, fees and other expenses. Further information relating to fund performance, including expense reimbursements, if applicable, is contained in the Financial Highlights section of the prospectus and elsewhere in this report.

  6

UNDERSTANDING YOUR FUND'S EXPENSES (Unaudited)

As a mutual fund investor, you pay ongoing expenses, such as management fees and other expenses. Using the information below, you can estimate how these expenses affect your investment and compare them with the expenses of other funds.You also may pay one-time transaction expenses, including sales charges (loads) and redemption fees, which are not shown in this section and would have resulted in higher total expenses. For more information, see your fund's prospectus or talk to your financial adviser.

Review your fund's expenses

The table below shows the expenses you would have paid on a $1,000 investment in Dreyfus International Stock Index Fund from May 1, 2005 to October 31, 2005. It also shows how much a $1,000 investment would be worth at the close of the period, assuming actual returns and expenses.

Expenses and Value of a $1,000 Investment 
assuming actual returns for the six months ended October 31, 2005 
 
Expenses paid per $1,000 †    $ 3.14 
Ending value (after expenses)    $1,079.00 

COMPARING YOUR FUND'S EXPENSES
WITH THOSE OF OTHER FUNDS (Unaudited)

Using the SEC's method to compare expenses

The Securities and Exchange Commission (SEC) has established guidelines to help investors assess fund expenses. Per these guidelines, the table below shows your fund's expenses based on a $1,000 investment, assuming a hypothetical 5% annualized return. You can use this information to compare the ongoing expenses (but not transaction expenses or total cost) of investing in the fund with those of other funds.All mutual fund shareholder reports will provide this information to help you make this comparison. Please note that you cannot use this information to estimate your actual ending account balance and expenses paid during the period.

Expenses and Value of a $1,000 Investment 
assuming a hypothetical 5% annualized return for the six months ended October 31, 2005 
 
Expenses paid per $1,000 †    $ 3.06 
Ending value (after expenses)    $1,022.18 

† Expenses are equal to the fund's annualized expense ratio of .60%, multiplied by the average account value over the period, multiplied by 184/365 (to reflect the one-half year period).

The Fund 7

  STATEMENT OF INVESTMENTS
October 31, 2005
Common Stocks—98.1%    Shares    Value ($) 
Australia—5.1%         
Alinta    4,983    40,097 
Alumina    24,129    104,382 
Amcor    16,967    84,555 
AMP    39,257    213,822 
Ansell    3,354    26,363 
APN News & Media    5,068    17,986 
Aristocrat Leisure    6,262    54,319 
Australia & New Zealand Banking Group    38,011    668,818 
Australian Gas Light    9,125    103,221 
Australian Stock Exchange    2,240    48,150 
AXA Asia Pacific Holdings    17,702    62,559 
Babcock & Brown    3,242    40,331 
BHP Billiton    74,537    1,155,574 
Billabong International    2,346    22,681 
BlueScope Steel    14,815    93,755 
Boral    10,893    61,691 
Brambles Industries    20,705    130,719 
Caltex Australia    2,951    44,802 
Centro Properties Group    16,446    73,234 
CFS Gandel Retail Trust    32,206    44,877 
Challenger Financial Services Group    6,937    18,866 
Coca-Cola Amatil    10,209    58,123 
Cochlear    1,053    29,881 
Coles Myer    23,425    175,545 
Commonwealth Bank of Australia    26,663    774,539 
Commonwealth Property Office Fund    36,059    32,734 
Computershare    7,663    37,501 
CSL    3,918    109,775 
CSR    17,462    38,096 
DB RREEF Trust    52,588    52,454 
DCA Group    7,017    20,132 
Downer EDI    4,802    21,814 
Foster's Group    42,394    183,713 
Futuris    13,014    17,988 
GPT Group    38,960    111,778 

8

Common Stocks (continued)    Shares    Value ($) 
Australia (continued)         
Harvey Norman Holdings    11,900    25,340 
Iluka Resources    4,928    28,498 
ING Industrial Fund    14,004    23,960 
Insurance Australia Group    32,832    127,068 
Investa Property Group    33,455    48,742 
James Hardie Industries    9,123    57,870 
John Fairfax Holdings    17,966    55,304 
Leighton Holdings    2,731    31,117 
Lend Lease    7,322    74,510 
Lion Nathan    5,126    30,218 
Macquarie Airports    10,931    24,501 
Macquarie Bank    4,549    219,799 
Macquarie Communications Infrastructure Group    6,720    28,870 
Macquarie Goodman Group    23,652    71,393 
Macquarie Infrastructure Group    48,421    124,090 
Mayne Group    13,310    51,911 
Mirvac Group    17,259    49,259 
Multiplex Group    13,181    32,597 
National Australia Bank    32,469    800,555 
Newcrest Mining    6,712    91,271 
OneSteel    11,570    30,429 
Orica    5,508    78,685 
Origin Energy    15,600    78,325 
Pacific Brands    12,100    24,681 
PaperlinX    7,150    16,454 
Patrick    13,108    66,891 
Perpetual Trustees Australia    708    33,167 
Publishing & Broadcasting    2,474    29,797 
Qantas Airways    17,284    44,165 
QBE Insurance Group    15,696    208,745 
Rinker Group    19,125    215,196 
Rio Tinto    5,765    242,545 
Santos    11,779    96,807 
SFE    2,344    21,804 
Sonic Healthcare    4,980    54,249 

The Fund 9

STATEMENT OF INVESTMENTS (continued)

Common Stocks (continued)    Shares    Value ($) 
Australia (continued)         
Stockland    26,708    121,924 
Suncorp-Metway    11,173    160,864 
TABCORP Holdings    10,481    125,294 
Telstra    43,538    136,949 
Toll Holdings    4,814    44,960 
Transurban Group    15,314    73,228 
UNiTAB    2,100    19,926 
Wesfarmers    7,653    204,130 
Westfield Group    30,446    377,840 
Westpac Banking    37,568    582,430 
Woodside Petroleum    9,473    223,657 
Woolworths    21,530    262,687 
        10,347,577 
Austria—.4%         
Andritz    160    14,526 
Boehler-Uddeholm    210    31,818 
Erste Bank der Oesterreichischen Sparkassen    2,729    141,860 
Flughafen Wien    140    9,055 
IMMOFINANZ Immobilien Anlagen    6,516 a    62,983 
Mayr-Melnhof Karton    60    8,222 
Meinl European Land    1,621 a    28,716 
OMV    3,365    181,369 
RHI    504    13,975 
Telekom Austria    6,963    144,197 
Verbund—Oesterreichische         
Elektrizitaetswirtschafts, Cl. A    150    47,790 
Voestalpine    466    38,786 
Wienerberger    1,263    48,786 
        772,083 
Belgium—1.3%         
AGFA-Gevaert    1,951    41,992 
Barco    180    12,903 
Bekaert    240    19,964 
Belgacom    3,369    112,825 
Cofinimmo    138    21,636 
Colruyt    315    40,747 

10

Common Stocks (continued)    Shares    Value ($) 
Belgium (continued)         
Compagnie Maritime Belge    250    8,306 
Delhaize Group    1,372    79,536 
Dexia    11,103    239,641 
D'ieteren    35    8,900 
Electrabel    576    284,792 
Euronav    300    9,235 
Fortis    24,399    694,068 
Groupe Bruxelles Lambert    1,382    125,968 
InBev    3,735    149,194 
KBC Groep    3,845    313,164 
Mobistar    591    47,817 
Omega Pharma    427    22,043 
Solvay    1,349    156,891 
UCB    1,763    87,084 
Umicore    520    52,006 
        2,528,712 
Denmark—.8%         
AP Moller—Maersk    24    216,867 
Bang & Olufsen, Cl. B    250    23,874 
Carlsberg, Cl. B    670    36,616 
Coloplast, Cl. B    600    34,379 
D/S Torm    300    15,914 
Danisco    1,020    65,075 
Danske Bank    9,189    287,960 
DSV    400    38,969 
East Asiatic    420    31,750 
FLSmidth and Co., Cl. B    500    13,081 
GN Store Nord    4,350    52,363 
H Lundbeck    1,000    23,353 
Kobenhavns Lufthavne    95    30,068 
NKT Holding    430    16,840 
Novo-Nordisk, Cl. B    4,866    249,136 
Novozymes, Cl. B    1,025    53,549 
TDC    4,184    234,028 
Topdanmark    400 a    30,495 

The Fund 11

STATEMENT OF INVESTMENTS (continued)

Common Stocks (continued)    Shares    Value ($) 
Denmark (continued)         
Vestas Wind Systems    3,400    73,533 
William Demant Holding    580 a    26,251 
        1,554,101 
Finland—1.4%         
Amer Sports    1,590    28,928 
Cargotec, Cl. B    785 a    23,224 
Elisa, Cl. A    3,150    55,122 
Fortum    8,647    152,972 
KCI Konecranes    200    8,684 
Kesko, Cl. B    1,140    31,323 
Kone, Cl. B    785 a    52,869 
Metso    2,310    60,040 
Neste Oil    2,561    79,293 
Nokia    92,123    1,531,524 
Nokian Renkaat    2,220    34,567 
Orion, Cl. B    1,500    32,591 
Outokumpu    2,240    28,735 
Pohjola Group, Cl. D    1,460    23,398 
Rautaruukki    2,100    42,860 
Sampo, Cl. A    8,153    124,995 
Stora Enso, Cl. R    12,335    157,641 
Tietoenator    1,683    53,419 
UPM-Kymmene    11,044    213,367 
Uponor    1,400    30,167 
Wartsila, Cl. B    1,050    29,114 
YIT-Yhtyma    1,250    48,090 
        2,842,923 
France—9.0%         
Accor    4,148    206,978 
Air France-KLM    2,198    36,910 
Air Liquide    2,278    413,910 
Alcatel    26,015    305,674 
Alstom RGPT    2,281 a    109,261 
Atos Origin    1,321 a    90,662 
Autoroutes du Sud de la France    1,161    64,732 
AXA    29,822    862,978 
BNP Paribas    16,559    1,254,472 

12

Common Stocks (continued)    Shares    Value ($) 
France (continued)         
Bouygues    4,220    208,094 
Business Objects    1,231 a    42,066 
Cap Gemini    2,507    92,035 
Carrefour    11,731    521,285 
Casino Guichard Perrachon    734    50,111 
Cie de Saint-Gobain    6,428    351,851 
Cie Generale d'Optique Essilor International    2,082    171,318 
CNP Assurances    722    50,200 
Compagnie Generale des         
Etablissements Michelin, Cl. B    3,037    163,836 
Credit Agricole    12,349    361,640 
Dassault Systemes    1,161    59,907 
France Telecom    35,165    913,137 
Gecina    207    22,860 
Groupe Danone    4,966    506,177 
Hermes International    185    41,480 
Imerys    824    56,947 
Klepierre    421    39,433 
Lafarge    3,589    294,893 
Lagardere    2,548    175,025 
L'Oreal    6,194    455,147 
LVMH Moet Hennessy Louis Vuitton    5,124    414,573 
Neopost    615    59,298 
PagesJaunes Groupe    2,443    62,911 
Pernod-Ricard    1,481    258,807 
Peugeot    3,336    202,582 
PPR    1,362    142,987 
Publicis Groupe    2,702    89,322 
Renault    3,882    335,938 
Safran    3,650    72,572 
Sanofi-Aventis    21,980    1,758,614 
Schneider Electric    4,734    388,689 
SCOR    14,646    29,120 
Societe BIC    551    31,282 
Societe des Autoroutes du Nord et         
de l'Est de la France    396    23,597 
Societe Des Autoroutes Paris-Rhin-Rhone    688    44,952 

The Fund 13

STATEMENT OF INVESTMENTS (continued)

Common Stocks (continued)    Shares    Value ($) 
France (continued)         
Societe Generale    7,232    825,068 
Societe Television Francaise 1    2,510    64,336 
Sodexho Alliance    2,012    78,224 
Suez    18,729    506,978 
Technip    1,870    100,723 
Thales    1,632    70,253 
Thomson    5,381    101,381 
Total    11,858    2,974,091 
Unibail    936    123,545 
Valeo    1,463    54,760 
Veolia Environnement    6,187    257,366 
Vinci    3,129    244,354 
Vivendi Universal    22,354    703,634 
Zodiac    711    38,731 
        17,981,707 
Germany—6.3%         
Adidas-Salomon    895    150,024 
Allianz    7,821    1,100,131 
Altana    1,406    79,234 
BASF    11,181    804,058 
Bayer    13,732    476,484 
Bayerische Hypo-und Vereinsbank    415    11,575 
Beiersdorf    367    39,522 
Celesio    741    64,000 
Commerzbank    9,705    253,872 
Continental    2,764    211,050 
DaimlerChrysler    18,967    949,374 
Deutsche Bank    10,267    960,788 
Deutsche Boerse    2,053    193,030 
Deutsche Lufthansa    5,035    67,423 
Deutsche Post    12,401    276,865 
Deutsche Telekom    56,752    1,002,627 
Douglas Holding    637    24,186 
E.ON    12,948    1,172,286 
Epcos    690 a    8,322 
Fresenius Medical Care    768    69,128 

14

Common Stocks (continued)    Shares    Value ($) 
Germany (continued)         
Heidelberger Druckmaschinen    1,071    33,994 
Hochtief    1,188    48,138 
Hypo Real Estate Holding    2,685    129,732 
Infineon Technologies    13,576 a    126,996 
IVG Immobilien    1,218    23,415 
KarstadtQuelle    1,514 b    17,844 
Linde    1,723    122,812 
MAN    2,799    129,641 
Merck    1,052    86,917 
Metro    2,899    131,113 
MLP    1,065    20,588 
Muenchener Rueckversicherungs    3,839    450,620 
Premiere    936    26,917 
Puma    333    83,958 
RWE    8,707    553,457 
SAP    4,597    785,714 
Schering    3,363    206,719 
Siemens    16,669    1,236,650 
Suedzucker    1,171    24,643 
ThyssenKrupp    7,388    149,902 
TUI    4,371    84,865 
Volkswagen    4,547    248,127 
Wincor Nixdorf    333    29,276 
        12,666,017 
Greece—.6%         
Alpha Bank    5,870    168,177 
Coca Cola Hellenic Bottling    2,198    59,761 
Cosmote Mobile Telecommunications    2,950    60,421 
EFG Eurobank Ergasias    3,900    117,061 
Emporiki Bank of Greece    1,140    31,651 
Folli—Follie    200    5,395 
Germanos    1,240    18,446 
Hellenic Duty Free Shops    300    5,340 
Hellenic Exchanges    1,360    12,217 
Hellenic Petroleum    2,400    33,863 
Hellenic Technodomiki Tev    1,080    5,614 

The Fund 15

STATEMENT OF INVESTMENTS (continued)

16

Common Stocks (continued)    Shares    Value ($) 
Hong Kong (continued)         
New World Development    43,191    53,485 
Orient Overseas International    3,300    10,514 
PCCW    72,207    44,475 
SCMP Group    11,759    4,361 
Shangri-La Asia    20,000    27,992 
Sino Land    26,664    29,579 
SmarTone Telecommunications Holding    4,000    4,076 
Solomon Systech International    32,000    11,764 
Sun Hung Kai Properties    26,699    252,789 
Swire Pacific, Cl. A    19,000    170,213 
Techtronic Industries    23,500    57,747 
Television Broadcasts    6,000    33,280 
Texwinca Holdings    8,000    5,469 
Wharf Holdings    24,171    82,312 
Wing Hang Bank    3,000    20,394 
Yue Yuen Industrial Holdings    9,800    24,651 
        3,223,605 
Ireland—.8%         
Allied Irish Banks    18,243    385,007 
Bank of Ireland    20,293    308,929 
C&C Group    5,793    35,734 
CRH    10,823    270,284 
DCC    1,465    27,198 
Depfa Bank    7,300    113,666 
Eircom Group    9,701    23,239 
Elan    8,198 a    66,279 
Fyffes    6,620    19,188 
Grafton Group    4,495    44,256 
Greencore Group    2,474    9,334 
Iaws Group    2,176    29,973 
Independent News & Media    11,890    32,185 
Irish Life & Permanent    5,386    94,831 
Kerry Group, Cl. A    2,892    60,410 
Kingspan Group    2,460    28,286 
Paddy Power    790    13,342 
Ryanair Holdings    2,000 a    16,792 
        1,578,933 

The Fund 17

STATEMENT OF INVESTMENTS (continued)

Common Stocks (continued)    Shares        Value ($) 
Italy—3.8%             
Alleanza Assicurazioni    8,784        101,370 
Arnoldo Mondadori Editore    2,344        21,786 
Assicurazioni Generali    19,958        593,075 
Autogrill    2,438        33,260 
Autostrade    5,866        134,056 
Banca Antonveneta    1,897        59,234 
Banca Fideuram    6,450        34,803 
Banca Intesa    68,271        318,500 
Banca Intesa (RNC)    20,240        87,576 
Banca Monte dei Paschi di Siena    22,064        100,159 
Banca Nazionale del Lavoro    26,041    a    83,903 
Banca Popolare di Milano    7,972        75,910 
Banche Popolari Unite    7,309        154,602 
Banco Popolare di Verona e Novara    7,891        145,552 
Benetton Group    1,630        17,307 
Bulgari    2,557        27,074 
Capitalia    30,616        159,608 
Enel    89,672        722,833 
ENI    54,080        1,448,354 
Fiat    9,391        76,374 
Fineco    3,057        26,436 
Finmeccanica    6,328        114,979 
Gruppo Editoriale L'Espresso    3,559        18,927 
Italcementi    1,605        26,298 
Lottomatica    545        19,779 
Luxottica Group    2,997        72,475 
Mediaset    17,493        191,923 
Mediobanca    10,033        177,491 
Mediolanum    5,922        37,451 
Pirelli & C    59,847        53,116 
Riunione Adriatica di Sicurta    6,208        141,054 
Sanpaolo IMI    23,187        334,100 
Seat Pagine Gialle    77,304        35,879 
Snam Rete Gas    20,216        110,899 
Telecom Italia    222,921        644,146 
Telecom Italia (RNC)    126,411        305,392 

18

Common Stocks (continued)    Shares    Value ($) 
Italy (continued)         
Telecom Italia Media    19,085 a    10,778 
Terna    24,365    58,658 
Tiscali    4,586 a    15,916 
UniCredito Italiano    149,296    832,851 
        7,623,884 
Japan—23.6%         
Acom    1,550    100,266 
Aderans    600    15,979 
Advantest    1,500    107,727 
Aeon    13,200    272,153 
Aeon Credit Service    520    40,607 
Aiful    1,325    98,688 
Aisin Seiki    3,800    113,603 
Ajinomoto    11,800    114,548 
Alfresa Holdings    500    24,355 
All Nippon Airways    11,000    35,626 
Alps Electric    3,500    55,264 
Amada    7,000    53,039 
Amano    1,000    16,408 
Anritsu    2,000    9,982 
Aoyama Trading    1,200    35,875 
Ariake Japan    320    7,175 
Asahi Breweries    8,300    103,175 
Asahi Glass    20,800    224,073 
Asahi Kasei    24,900    132,623 
Asatsu-DK    700    22,130 
Astellas Pharma    11,379    405,677 
Autobacs Seven    400    16,322 
Bank of Fukuoka    11,000    85,048 
Bank of Kyoto    5,000    55,023 
Bank of Yokohama    24,000    194,631 
Benesse    1,300    45,900 
Bridgestone    13,400    271,672 
Canon    15,700    818,685 
Canon Sales    2,000    43,469 
Casio Computer    4,400    66,148 

The Fund 19

STATEMENT OF INVESTMENTS (continued)

Common Stocks (continued)    Shares    Value ($) 
Japan (continued)         
Central Glass    3,000    16,649 
Central Japan Railway    33    279,808 
Chiba Bank    14,000    123,998 
Chiyoda    3,000    51,415 
Chubu Electric Power    12,400    306,791 
Chugai Pharmaceutical    5,928    129,351 
Circle K Sunkus    1,000    22,851 
Citizen Watch    7,700    58,211 
Coca-Cola West Japan    900    19,948 
COMSYS Holdings    3,000    33,633 
Credit Saison    3,400    153,344 
CSK Holdings    1,400    54,001 
Dai Nippon Printing    12,800    208,816 
Daicel Chemical Industries    6,000    38,710 
Daido Steel    6,200    42,610 
Daiichi Sankyo    13,683    248,023 
Daikin Industries    5,100    132,314 
Daimaru    5,000    60,650 
Dainippon Ink and Chemicals    12,000    35,565 
Dainippon Screen Manufacturing    5,000    30,540 
Daito Trust Construction    1,500    73,966 
Daiwa House Industry    10,400    138,839 
Daiwa Securities Group    26,000    211,967 
Denki Kagaku Kogyo    9,600    34,968 
Denso    11,100    313,724 
Dentsu    36    97,109 
Dowa Mining    5,000    40,076 
E*Trade Securities    8    41,716 
eAccess    21    12,971 
East Japan Railway    71    420,858 
Ebara    6,000    24,535 
Eisai    5,300    206,709 
Electric Power Development    3,000    97,934 
Elpida Memory    600    15,102 
FamilyMart    1,100    32,602 
Fanuc    3,500    273,614 
Fast Retailing    1,100    76,921 

20

Common Stocks (continued)    Shares    Value ($) 
Japan (continued)         
Fuji Electric Holdings    10,000    44,500 
Fuji Photo Film    10,300    324,737 
Fuji Soft ABC    600    16,391 
Fuji Television Network    11    24,380 
Fujikura    7,000    44,981 
Fujitsu    35,800    234,966 
Furukawa Electric    12,000    56,596 
Glory    1,000    19,458 
Goodwill Group    10    17,611 
Gunma Bank    7,000    49,611 
Gunze    3,000    15,669 
Hakuhodo DY Holdings    500    33,504 
Hankyu Department Stores    2,000    15,893 
Hikari Tsushin    500    31,914 
Hino Motors    5,000    31,743 
Hirose Electric    600    68,193 
Hitachi    66,900    408,624 
Hitachi Cable    3,000    11,623 
Hitachi Capital    1,000    21,176 
Hitachi Chemical    2,100    45,101 
Hitachi Construction Machinery    2,000    37,799 
Hitachi Software Engineering    400    6,690 
Hokkaido Electric Power    3,800    78,510 
Hokuhoku Financial Group    24,000    98,759 
Honda Motor    16,460    896,495 
House Foods    1,620    24,048 
Hoya    2,600    90,683 
Hoya W/I    6,300    218,109 
Ibiden    1,800    72,368 
Index    9    10,051 
Index W/I    9    10,051 
INPEX    9    63,090 
Isetan    3,500    62,540 
Ishihara Sangyo Kaisha    4,000    7,629 
Ishikawajima-Harima Heavy Industries    23,000    53,151 
Ito En    600    28,762 
Itochu    31,500    214,321 

The Fund 21

STATEMENT OF INVESTMENTS (continued)

Common Stocks (continued)    Shares    Value ($) 
Japan (continued)         
Itochu Techno-Science    500    18,985 
Jafco    600    35,875 
Japan Airlines    11,600    30,394 
Japan Prime Realty Investment    7    19,123 
Japan Real Estate Investment    6    45,720 
Japan Retail Fund Investment    5    36,167 
Japan Tobacco    19    300,331 
JFE Holdings    11,660    359,601 
JGC    4,000    64,980 
Joyo Bank    13,462    89,512 
JS Group    4,524    76,679 
JSR    3,800    89,283 
Kajima    17,800    91,902 
Kaken Pharmaceutical    2,000    14,140 
Kamigumi    6,400    52,506 
Kandenko    105    738 
Kaneka    6,000    73,914 
Kansai Electric Power    16,099    353,361 
Kansai Paint    5,000    29,939 
Kao    11,000    262,231 
Katokichi    1,800    11,721 
Kawasaki Heavy Industries    25,000    64,860 
Kawasaki Kisen Kaisha    10,000    62,025 
KDDI    52    296,620 
Keihin Electric Express Railway    9,000    57,446 
Keio    11,000    63,313 
Keisei Electric Railway    5,000    32,258 
Keyence    640    146,468 
Kikkoman    3,000    28,787 
Kinden    3,000    27,885 
Kintetsu    30,354    111,085 
Kirin Brewery    16,000    176,625 
Kobe Steel    55,000    161,119 
Kokuyo    1,600    23,834 
Komatsu    18,600    245,752 
Komori    1,000    17,353 
Konami    1,900    39,010 

22

Common Stocks (continued)    Shares    Value ($) 
Japan (continued)         
Konica Minolta Holdings    9,500    78,429 
Kose    500    17,998 
Koyo Seiko    3,000    47,885 
Kubota    23,000    166,170 
Kuraray    7,500    71,067 
Kurita Water Industries    2,300    38,371 
Kyocera    3,300    212,336 
Kyowa Hakko Kogyo    6,000    46,235 
Kyushu Electric Power    7,800    166,849 
Lawson    1,200    45,874 
Leopalace21    2,400    61,853 
Mabuchi Motor    500    24,312 
Maeda Road Construction    200    1,500 
Makita    2,000    46,218 
Marubeni    29,000    135,029 
Maruha Group    400    979 
Marui    6,700    110,338 
Matsui Securities    1,900    20,991 
Matsumotokiyoshi    700    20,987 
Matsushita Electric Industrial    43,195    784,824 
Matsushita Electric Works    7,000    65,246 
Mediceo Paltac Holdings    3,300    50,972 
Meiji Dairies    4,000    21,477 
Meiji Seika Kaisha    6,000    31,133 
Meitec    700    22,551 
Millea Holdings    31    556,591 
Minebea    7,000    27,241 
Mitsubishi    24,600    475,495 
Mitsubishi Chemical Holdings    24,600 a    153,004 
Mitsubishi Electric    39,000    232,181 
Mitsubishi Estate    23,000    338,465 
Mitsubishi Gas Chemical    9,000    61,003 
Mitsubishi Heavy Industries    61,700    232,160 
Mitsubishi Logistics    2,000    27,387 
Mitsubishi Materials    19,000    64,963 
Mitsubishi Rayon    11,000    50,934 
Mitsubishi UFJ Financial Group    152    1,893,389 

The Fund 23

STATEMENT OF INVESTMENTS (continued)

Common Stocks (continued)    Shares    Value ($) 
Japan (continued)         
Mitsubishi UFJ Securities    6,000    68,090 
Mitsui & Co.    29,400    359,402 
Mitsui Chemicals    12,000    71,646 
Mitsui Engineering & Shipbuilding    13,000    31,047 
Mitsui Fudosan    16,000    260,470 
Mitsui Mining & Smelting    11,000    62,368 
Mitsui OSK Lines    23,000    161,230 
Mitsui Sumitomo Insurance    25,230    320,780 
Mitsui Trust Holdings    11,380    136,280 
Mitsukoshi    8,000    34,706 
Mitsumi Electric    900    8,667 
Mizuho Financial Group    175    1,160,604 
Murata Manufacturing    4,100    203,230 
Namco Bandai Holdings    3,950    59,417 
NEC    39,800    195,914 
NEC Electronics    700    18,702 
NET One Systems    9    17,164 
NGK Insulators    6,000    71,183 
NGK Spark Plug    4,000    63,880 
NHK Spring    3,000    23,453 
Nichii Gakkan    320    7,629 
Nichirei    4,000    18,693 
Nidec    2,300    134,161 
Nikko Cordial    16,000    192,432 
Nikon    5,600    71,392 
Nintendo    2,050    228,238 
Nippon Building Fund    8    63,571 
Nippon Electric Glass    4,000    76,114 
Nippon Express    17,000    92,444 
Nippon Kayaku    4,000    31,648 
Nippon Light Metal    10,400    27,339 
Nippon Meat Packers    4,000    44,191 
Nippon Mining Holdings    16,800    123,108 
Nippon Oil    24,800    209,427 
Nippon Paper Group    18    61,389 
Nippon Sheet Glass    7,000    29,646 
Nippon Shokubai    3,000    32,318 

24

Common Stocks (continued)    Shares    Value ($) 
Japan (continued)         
Nippon Steel    128,100    454,493 
Nippon Telegraph & Telephone    108    506,576 
Nippon Yusen    20,800    125,081 
Nishimatsu Construction    6,000    27,628 
Nishi-Nippon City Bank    10,000    57,901 
Nissan Chemical Industries    3,000    34,715 
Nissan Motor    47,200    489,821 
Nisshin Seifun Group    4,300    43,589 
Nisshin Steel    17,000    53,597 
Nisshinbo Industries    3,000    29,380 
Nissin Food Products    1,600    41,923 
Nitori    350    26,459 
Nitto Denko    3,500    210,773 
NOK    2,000    59,963 
Nomura Holdings    36,800    558,299 
Nomura Real Estate Office Fund    4    26,872 
Nomura Research Institute    500    51,458 
NSK    9,000    52,266 
NTN    7,000    47,206 
NTT Data    25    86,551 
NTT DoCoMo    355    609,939 
NTT Urban Development    4    23,298 
Obayashi    12,000    87,522 
Obic    200    32,473 
Odakyu Electric Railway    12,000    67,007 
OJI Paper    17,000    86,019 
Oki Electric Industry    10,000    30,927 
Okumura    3,000    18,685 
Olympus    5,000    110,605 
Omron    4,400    103,380 
Onward Kashiyama    3,000    47,678 
Oracle Corp Japan    700    29,286 
Oriental Land    900    50,024 
ORIX    1,740    323,919 
Osaka Gas    43,000    156,995 
Pioneer    3,100    38,908 
Promise    1,900    119,153 

The Fund 25

STATEMENT OF INVESTMENTS (continued)

Common Stocks (continued)    Shares    Value ($) 
Japan (continued)         
QP    1,500    13,363 
Rakuten    83    53,762 
Resona Holdings    96 a    276,277 
Ricoh    14,000    221,176 
Rinnai    900    21,417 
Rohm    2,300    185,336 
Ryohin Keikaku    600    39,689 
Sanden    2,000    10,051 
Sanken Electric    2,000    22,937 
Sankyo    900    47,240 
Santen Pharmaceutical    1,500    38,014 
Sanwa Shutter    3,200    19,820 
Sanyo Electric    35,000    72,763 
Sapporo Holdings    6,000    29,586 
SBI Holdings    107    53,038 
Secom    4,000    198,273 
Sega Sammy Holdings    2,784    99,493 
Seiko Epson    2,100    51,415 
Seino Holdings    3,000    27,602 
Sekisui Chemical    9,000    56,673 
Sekisui House    10,000    124,136 
Seven & I Holdings    16,860    550,389 
77 Bank    6,000    47,678 
SFCG    130    31,147 
Sharp    20,000    273,184 
Shimachu    1,000    28,349 
Shimamura    400    51,132 
Shimano    1,600    39,723 
Shimizu    12,000    80,718 
Shin-Etsu Chemical    8,100    385,499 
Shinko Securities    9,000    34,019 
Shinsei Bank    19,000    110,012 
Shionogi & Co.    7,000    84,790 
Shiseido    7,000    111,731 
Shizuoka Bank    12,400    129,640 
Showa Denko    21,000    66,750 

26

Common Stocks (continued)    Shares    Value ($) 
Japan (continued)         
Showa Shell Sekiyu    3,700    45,771 
Skylark    1,800    29,643 
SMC    1,100    145,621 
Softbank    5,000    281,345 
Sojitz    4,700 a    25,599 
Sompo Japan Insurance    17,000    254,113 
Sony    20,780    671,216 
Stanley Electric    3,100    47,483 
Sumitomo    23,000    254,886 
Sumitomo Bakelite    3,000    19,845 
Sumitomo Chemical    32,000    188,308 
Sumitomo Electric Industries    14,700    192,203 
Sumitomo Heavy Industries    11,000    76,543 
Sumitomo Metal Industries    86,000    295,520 
Sumitomo Metal Mining    11,000    99,601 
Sumitomo Mitsui Financial Group    94    864,052 
Sumitomo Osaka Cement    8,000    22,473 
Sumitomo Realty & Development    8,000    128,517 
Sumitomo Rubber Industries    3,000    36,648 
Sumitomo Trust & Banking    26,000    220,231 
Suruga Bank    4,000    48,726 
Suzuken    1,320    40,256 
T&D Holdings    4,850    303,737 
Taiheiyo Cement    17,000    61,045 
Taisei    18,000    79,326 
Taisho Pharmaceutical    3,000    53,735 
Taiyo Nippon Sanso    5,000    30,368 
Taiyo Yuden    2,100    20,674 
Takara Holdings    3,000    17,654 
Takashimaya    5,000    66,750 
Takeda Pharmaceutical    18,500    1,010,781 
Takefuji    2,340    163,029 
Takuma    1,000    7,637 
Tanabe Seiyaku    5,000    48,022 
TDK    2,500    167,733 
Teijin    17,000    100,769 

The Fund 27

STATEMENT OF INVESTMENTS (continued)

Common Stocks (continued)    Shares    Value ($) 
Japan (continued)         
Teikoku Oil    4,000    38,246 
Terumo    3,400    102,521 
THK    2,000    44,843 
TIS    800    18,762 
Tobu Railway    16,000    68,313 
Toda    3,000    17,293 
Toho    2,900    55,058 
Tohoku Electric Power    8,700    177,132 
Tokuyama    5,000    49,397 
Tokyo Broadcasting System    500    14,175 
Tokyo Electric Power    23,972    594,126 
Tokyo Electron    3,300    164,709 
Tokyo Gas    48,000    188,033 
Tokyo Steel Manufacturing    1,900    24,565 
Tokyo Style    2,000    24,312 
Tokyo Tatemono    5,000    41,235 
Tokyu    18,820    102,180 
Tokyu Land    9,000    71,054 
TonenGeneral Sekiyu    6,000    66,698 
Toppan Printing    12,000    115,356 
Toray Industries    27,000    149,375 
Toshiba    59,000    271,672 
Tosoh    10,000    44,070 
Toto    5,000    38,186 
Toyo Seikan Kaisha    3,200    44,974 
Toyo Suisan Kaisha    2,000    34,535 
Toyobo    13,200    33,225 
Toyoda Gosei    1,400    26,099 
Toyota Industries    4,000    133,671 
Toyota Motor    59,914    2,733,073 
Toyota Tsusho    3,000    65,977 
Trend Micro    2,000    62,025 
Ube Industries    15,600    39,802 
Uni-Charm    800    36,081 
Uniden    1,000    17,181 
UNY    3,000    37,163 
Ushio    2,000    37,112 

28

Common Stocks (continued)    Shares    Value ($) 
Japan (continued)         
USS    450    30,772 
Wacoal Holdings    2,000    28,298 
West Japan Railway    35    123,878 
Yahoo! Japan    161    170,122 
Yakult Honsha    2,000    48,709 
Yamada Denki    1,500    131,051 
Yamaha    3,500    61,638 
Yamaha Motor    3,500    74,718 
Yamato Holdings    7,400    121,357 
Yamazaki Baking    2,000    16,632 
Yaskawa Electric    4,000    31,030 
Yokogawa Electric    3,900    57,124 
Zeon    4,000    47,077 
        47,474,075 
Luxembourg—.1%         
Arcelor    10,399    246,742 
Oriflame Cosmetics    580    14,967 
        261,709 
Netherlands—3.5%         
ABN AMRO Holding    36,344    858,867 
Aegon    29,214    439,138 
Akzo Nobel    5,525    238,166 
ASML Holding    10,257 a    173,223 
Buhrmann    2,021    22,318 
Corio    875    49,656 
Euronext    1,645    69,847 
European Aeronautic Defence and Space    5,149    178,233 
Getronics    2,089    25,972 
Hagemeyer    9,322    25,234 
Heineken    5,198    164,551 
ING Groep    38,965    1,122,421 
Koninklijke Ahold    31,589 a    220,204 
Koninklijke DSM    3,052    109,483 
Koninklijke Philips Electronics    27,419    715,936 
OCE    1,780    25,456 
Qiagen    2,981 a    35,276 
Randstad Holdings    845    32,326 

The Fund 29

STATEMENT OF INVESTMENTS (continued)

Common Stocks (continued)    Shares    Value ($) 
Netherlands (continued)         
Reed Elsevier    14,872    200,217 
Rodamco Europe    941    74,838 
Royal KPN    43,866    417,172 
Royal Numico    3,004 a    121,542 
SBM Offshore    725    56,010 
STMicroelectronics    12,896    212,076 
TNT    8,122    191,547 
Unilever    11,899    836,594 
Vedior    3,112    41,523 
VNU    4,796    152,399 
Wereldhave    389    37,600 
Wolters Kluwer    5,864    108,655 
        6,956,480 
New Zealand—.2%         
Auckland International Airport    19,388    26,595 
Contact Energy    5,704    27,544 
Fisher & Paykel Appliances Holdings    3,468    7,815 
Fisher & Paykel Healthcare    10,400    25,256 
Fletcher Building    8,814    48,423 
Kiwi Income Property Trust    12,371    10,130 
Sky City Entertainment Group    7,799    24,780 
Sky Network Television    4,754 a    20,595 
Telecom Corp of New Zealand    41,439    169,076 
Tower    4,325 a    6,356 
Vector    3,522    7,567 
Warehouse Group    2,700    7,369 
Waste Management NZ    1,400    5,781 
        387,287 
Norway—.7%         
DNB NOR    13,607    139,200 
Frontline    1,100    43,912 
Norsk Hydro    2,955    295,934 
Norske Skogindustrier    3,480    49,653 
Orkla    4,058    142,332 
Petroleum Geo-Services    1,110 a    28,175 
ProSafe    850    29,421 
Schibsted    1,100    31,729 

30

Common Stocks (continued)    Shares    Value ($) 
Norway (continued)         
Smedvig, Cl. A    800    16,983 
Statoil    13,840    309,782 
Stolt Offshore    3,591 a    37,565 
Stolt-Nielsen    950    33,467 
Storebrand    5,350    49,175 
Tandberg    3,000    29,536 
Tandberg Television    1,700 a    21,183 
Telenor    15,722    153,581 
Tomra Systems    3,950    27,040 
Yara International    3,974    65,566 
        1,504,234 
Portugal—.3%         
Banco BPI    5,214    22,170 
Banco Comercial Portugues    41,949    106,016 
Banco Espirito Santo    1,834    28,996 
Brisa-Auto Estradas de Portugal    6,721    53,131 
Cimpor Cimentos de Portugal    4,095    22,072 
Energias de Portugal    39,284    111,044 
Jeronimo Martins    525    7,558 
Portugal Telecom    15,588    140,776 
PT Multimedia Servicos de Telecomunicacoes e Multimedia    1,560    16,667 
Sonae    20,060    32,436 
        540,866 
Singapore—.8%         
Allgreen Properties    6,000    4,636 
Ascendas Real Estate Investment Trust    15,700    18,612 
CapitaLand    19,000    35,634 
CapitaMall Trust    14,000    19,073 
Chartered Semiconductor Manufacturing    24,000 a    14,862 
City Developments    9,000    46,711 
ComfortDelgro    39,700    34,653 
Cosco Corp Singapore    11,000    14,273 
Creative Technology    750    5,441 
Datacraft Asia    3,000    2,490 
DBS Group Holdings    23,059    208,076 
Fraser and Neave    3,430    33,985 
Haw Par    1,658    4,987 

The Fund 31

STATEMENT OF INVESTMENTS (continued)

Common Stocks (continued)    Shares    Value ($) 
Singapore (continued)         
Jardine Cycle & Carriage    2,422    14,999 
Keppel    10,500    71,835 
Keppel Land    5,000    11,265 
Neptune Orient Lines    8,000    14,343 
Noble Group    16,000    14,532 
Olam International    13,000    9,814 
Oversea-Chinese Banking    52,942    196,712 
Overseas Union Enterprise    1,000    5,839 
Parkway Holdings    14,000    16,349 
SembCorp Industries    17,254    27,374 
SembCorp Logistics    3,356    3,385 
SembCorp Marine    11,000    17,776 
Singapore Airlines    12,000    79,266 
Singapore Exchange    15,000    23,886 
Singapore Land    2,000    6,075 
Singapore Petroleum    3,000    8,528 
Singapore Post    31,000    20,843 
Singapore Press Holdings    32,075    84,749 
Singapore Technologies Engineering    25,000    37,598 
Singapore Telecommunications    136,265    187,253 
SMRT    8,000    4,860 
STATS ChipPAC    26,000 a    14,261 
Suntec Real Estate Investment Trust    19,000    11,766 
United Overseas Bank    22,112    179,969 
United Overseas Land    7,111    9,814 
Venture    5,000    36,861 
Want Want Holdings    7,000    6,755 
Wing Tai Holdings    6,000    4,883 
        1,565,023 
Spain—3.9%         
Abertis Infraestructuras    4,292    117,209 
Acciona    578    63,172 
Acerinox    3,720    48,700 
ACS    5,259    150,230 
Altadis    5,751    243,844 
Antena 3 de Television    1,673    32,502 
Banco Bilbao Vizcaya Argentaria    70,487    1,241,904 

32

Common Stocks (continued)    Shares    Value ($) 
Spain (continued)         
Banco Popular Espanol    17,330    210,268 
Banco Santander Central Hispano    123,412    1,572,770 
Cintra Concesiones de Infraestructuras de Transporte    4,002    47,407 
Corp Mapfre    2,307    40,370 
Ebro Puleva    1,751    29,173 
Endesa    19,898    494,531 
Fomento de Construcciones y Contratas    941    51,587 
Gamesa Corp Tecnologica    2,113    29,307 
Gas Natural SDG    3,716    101,346 
Grupo Ferrovial    1,274    93,998 
Iberdrola    16,957    453,731 
Iberia Lineas Aereas de Espana    8,017    20,069 
Inditex    4,495    132,928 
Indra Sistemas    2,670    54,654 
Inmobiliaria Colonial    634    36,814 
Metrovacesa    1,172    81,208 
NH Hoteles    1,765    26,425 
Promotora de Informaciones    1,710    31,337 
Repsol YPF    19,039    566,450 
Sacyr Vallehermoso    2,427    64,243 
Sociedad General de Aguas de Barcelona, Cl. A    1,172    27,008 
Sogecable    728 a    27,650 
Telefonica    92,654    1,477,095 
Telefonica Publicidad e Informacion    3,115    24,998 
Union Fenosa    4,275    141,323 
Zeltia    2,944    20,804 
        7,755,055 
Sweden—2.3%         
Alfa Laval    1,700    32,234 
Assa Abloy, Cl. B    6,392    91,502 
Atlas Copco, Cl. A    6,595    120,494 
Atlas Copco, Cl. B    4,000    65,297 
Axfood    420    10,495 
Billerud    800    9,167 
Capio    1,820 a    31,424 
Castellum    800    27,726 
D Carnegie    870    10,597 

The Fund 33

STATEMENT OF INVESTMENTS (continued)

Common Stocks (continued)    Shares    Value ($) 
Sweden (continued)         
Electrolux, Cl. B    5,707    132,935 
Elekta, Cl. B    1,800    27,462 
Eniro    2,873    31,386 
Fabege    1,323    22,344 
Gambro, Cl. A    3,742    52,862 
Gambro, Cl. B    2,300    32,347 
Getinge, Cl. B    3,400    42,481 
Hennes & Mauritz, Cl. B    9,934    322,458 
Hoganas, Cl. B    400    8,363 
Holmen, Cl. B    900    26,219 
Lundin Petroleum    3,300 a    33,358 
Modern Times Group, Cl. B    1,200 a    45,883 
Nordea Bank    44,258    433,485 
OMX    1,650 a    20,149 
Sandvik    4,166    200,358 
SAS    2,050 a    22,460 
Scania, Cl. B    1,872    62,998 
Securitas, Cl. B    6,604    100,341 
Skandia Forsakrings    20,360    101,498 
Skandinaviska Enskilda Banken, Cl. A    9,929    185,148 
Skanska, Cl. B    7,499    104,994 
SKF, Cl. B    8,388    105,855 
SSAB Svenskt Stal, Ser. A    900    26,841 
SSAB Svenskt Stal, Ser. B    400    11,301 
Svenska Cellulosa, Cl. B    4,102    138,302 
Svenska Handelsbanken, Cl. A    10,588    241,312 
Swedish Match    6,364    72,321 
Telefonaktiebolaget LM Ericsson, Cl. B    308,381    1,006,813 
Telelogic    4,000 a    8,489 
Tele2, Cl. B    6,045    57,310 
TeliaSonera    38,234    186,761 
Trelleborg, Cl. B    1,840    28,188 
Volvo, Cl. A    1,822    72,298 
Volvo, Cl. B    4,653    191,352 

  34
Common Stocks (continued)    Shares    Value ($) 
Sweden (continued)         
Wihlborgs Fastigheter    264 a    5,669 
WM-data, Cl. B    5,000    13,750 
        4,575,027 
Switzerland—6.9%         
ABB    39,862 a    304,422 
Adecco    2,706    115,274 
Ciba Specialty Chemicals    1,462    83,852 
Clariant    4,761    63,426 
Compagnie Financiere Richemont, Cl. A    10,382    394,421 
Credit Suisse Group    25,244    1,113,505 
Geberit    74    51,183 
Givaudan    144    92,684 
Holcim    3,874    240,643 
Kudelski    651    23,043 
Kuoni Reisen Holding    70    26,295 
Logitech International    1,582 a    59,856 
Lonza Group    801    46,096 
Micronas Semiconductor    647 a    21,874 
Nestle    8,374    2,482,754 
Nobel Biocare Holding    480    110,510 
Novartis    48,985    2,631,175 
Phonak Holding    822    34,221 
PSP Swiss Property    771    33,501 
Rieter Holding    106    30,213 
Roche Holding    14,584    2,175,570 
Schindler Holding    103    39,210 
Serono, Cl. B    115    74,285 
SGS    86    63,279 
SIG Holding    130    32,019 
Straumann Holding    143    33,283 
Sulzer    77    36,976 
Swatch Group    1,198    34,007 
Swatch Group, Cl. B    672    93,063 
Swiss Reinsurance    6,732    453,892 

The Fund 35

STATEMENT OF INVESTMENTS (continued)

Common Stocks (continued)    Shares    Value ($) 
Switzerland (continued)         
Swisscom    436    143,352 
Syngenta    2,176    232,920 
Synthes    953    100,755 
UBS    22,228    1,884,327 
Unaxis Holding    99    13,265 
Valora Holding    61    10,862 
Zurich Financial Services    3,007    512,152 
        13,892,165 
United Kingdom—24.7%         
Aegis Group    23,287    51,324 
Aggreko    4,440    18,785 
Alliance Unichem    5,123    69,877 
Amec    7,079    42,733 
Amvescap    14,682    92,397 
Anglo American    29,547    873,503 
ARM Holdings    27,141    52,250 
Arriva    4,204    42,904 
Associated British Ports Holdings    6,491    62,940 
AstraZeneca    33,771    1,514,306 
Aviva    49,216    581,121 
BAA    21,883    237,660 
BAE Systems    67,203    393,183 
Balfour Beatty    7,805    42,107 
Barclays    134,259    1,330,963 
Barratt Developments    4,762    63,772 
BBA Group    9,005    46,389 
Bellway    2,066    31,801 
Berkeley Group Holdings    2,063    31,773 
BG Group    73,794    647,944 
BHP Billiton    51,416    755,914 
BOC Group    10,577    208,397 
Boots Group    15,324    167,104 
Bovis Homes Group    2,453    26,055 
BP    436,774    4,824,763 
BPB    10,668    138,050 
Brambles Industries    14,453    83,536 
British Airways    11,969 a    63,988 

36

Common Stocks (continued)    Shares    Value ($) 
United Kingdom (continued)         
British American Tobacco    33,218    730,936 
British Land    10,989    173,134 
British Sky Broadcasting    25,726    232,261 
Brixton    5,235    34,752 
BT Group    177,130    667,892 
Bunzl    7,102    71,034 
Cable & Wireless    49,429    101,064 
Cadbury Schweppes    43,526    428,409 
Capita Group    13,360    92,237 
Carnival    3,614    183,550 
Cattles    6,970    33,746 
Centrica    77,783    328,748 
Close Brothers Group    2,795    37,925 
Cobham    24,690    67,310 
Compass Group    45,839    154,178 
Cookson Group    3,674 a    20,666 
Corus Group    86,960    73,507 
Daily Mail & General Trust    6,155    68,208 
Davis Service Group    2,976    24,023 
De La Rue    3,606    24,897 
Diageo    61,874    914,596 
DSG International    37,475    95,530 
Electrocomponents    8,351    33,706 
Emap    5,217    75,546 
EMI Group    16,125    61,087 
Enterprise Inns    6,935    95,697 
Exel    5,916    126,303 
First Choice Holidays    9,363    32,362 
Firstgroup    7,518    43,653 
FKI    13,710    24,756 
Friends Provident    37,249    116,219 
Gallaher Group    13,834    214,897 
GKN    15,682    77,245 
GlaxoSmithKline    121,343    3,155,521 
Great Portland Estates    3,574    23,726 
Group 4 Securicor    21,182    56,434 
GUS    20,957    312,560 

The Fund 37

STATEMENT OF INVESTMENTS (continued)

Common Stocks (continued)    Shares    Value ($) 
United Kingdom (continued)         
Hammerson    5,561    87,812 
Hanson    15,519    157,280 
Hays    36,019    73,008 
HBOS    81,117    1,198,321 
Hilton Group    33,825    203,139 
HMV Group    8,660    28,821 
HSBC Holdings    232,710    3,660,219 
ICAP    9,463    57,878 
IMI    7,151    53,611 
Imperial Chemical Industries    24,549    124,941 
Imperial Tobacco Group    15,147    434,386 
Inchcape    1,538    56,086 
Intercontinental Hotels Group    8,851    110,619 
International Power    31,512    129,419 
Intertek Group    3,312    41,774 
Invensys    97,963 a    22,544 
iSOFT Group    3,796    26,795 
Johnson Matthey    4,576    94,778 
Kelda Group    7,430    91,545 
Kesa Electricals    9,865    41,912 
Kingfisher    49,721    186,599 
Land Securities Group    9,504    233,692 
Legal & General Group    132,030    250,671 
Liberty International    4,822    79,429 
Lloyds TSB Group    116,462    952,491 
LogicaCMG    14,819    37,251 
London Stock Exchange    5,308    53,231 
Man Group    6,183    168,560 
Marconi    3,397    22,400 
Marks & Spencer Group    33,689    248,988 
Meggitt    9,062    48,527 
MFI Furniture    9,710    14,095 
Misys    9,747    35,372 
Mitchells & Butlers    10,256    65,860 
National Express Group    2,980    43,363 
National Grid    56,618    517,678 
Next    5,332    125,916 

38

Common Stocks (continued)    Shares    Value ($) 
United Kingdom (continued)         
Pearson    16,978    188,747 
Peninsular and Oriental Steam Navigation    14,925    106,741 
Persimmon    5,575    85,072 
Pilkington    21,842    59,255 
Premier Farnell    8,240    20,276 
Provident Financial    5,072    53,872 
Prudential    49,853    418,316 
Punch Taverns    5,333    69,012 
Rank Group    12,919    67,695 
Reckitt Benckiser    13,017    393,350 
Reed Elsevier    25,919    236,757 
Rentokil Initial    35,386    96,156 
Resolution    4,310    45,245 
Reuters Group    30,384    193,231 
Rexam    10,988    93,659 
Rio Tinto    22,257    848,686 
Rolls-Royce Group    31,844    205,757 
Royal & Sun Alliance Insurance Group    62,790    106,986 
Royal Bank of Scotland Group    66,073    1,829,344 
Royal Dutch Shell, Cl. A    85,891    2,648,972 
Royal Dutch Shell, Cl. B    57,299    1,869,420 
SABMiller    18,821    355,169 
Sage Group    25,515    96,885 
Schroders    2,417    36,754 
Sainsbury (J)    27,108    133,886 
Scottish & Newcastle    16,224    134,269 
Scottish & Southern Energy    18,022    312,654 
Scottish Power    39,057    382,348 
Serco Group    9,800    46,017 
Severn Trent    7,142    120,995 
Signet Group    35,867    64,605 
Slough Estates    8,490    76,199 
Smith & Nephew    19,243    162,830 
Smiths Group    11,909    192,372 
SSL International    3,900    18,192 
Stagecoach Group    15,251    28,955 
Tate & Lyle    9,627    78,991 

The Fund 39

STATEMENT OF INVESTMENTS (continued)

Common Stocks (continued)    Shares    Value ($) 
United Kingdom (continued)         
Taylor Woodrow    11,425    63,305 
Tesco    162,041    862,711 
3i Group    11,538    154,823 
Tomkins    14,748    68,728 
Travis Perkins    2,197    54,060 
Trinity Mirror    6,192    65,220 
Unilever    57,693    585,211 
United Business Media    5,123    48,610 
United Utilities    18,337    202,395 
Vodafone Group    1,317,470    3,457,563 
Whitbread    5,158    85,831 
William Hill    8,274    78,288 
Wimpey (George)    8,127    58,842 
Wolseley    11,994    243,960 
WPP Group    24,223    237,988 
Yell Group    14,549    113,968 
        49,542,038 
Total Common Stocks         
(cost $156,882,851)        196,724,436 
 
Preferred Stocks—.2%         
Germany—.2%         
Fresenius Medical Care    530    40,672 
Henkel    1,230    105,454 
Porsche    163    117,790 
ProSieben Sat.1 Media    1,533    26,385 
RWE    815    45,197 
Volkswagen    2,117    85,831 
Total Preferred Stocks         
(cost $336,427)        421,329 

    Principal     
Short-Term Investments—.2%    Amount ($)    Value ($) 
U.S. Treasury Bill;         
3.43%, 12/8/2005         
(cost $448,411)    450,000 d    448,340 
Total Unaffiliated         
(cost $157,667,689)        197,594,105 

40

Other Investments—1.1%    Shares    Value ($) 
Registered Investment Company;         
Dreyfus Institutional Preferred Plus Money Market Fund     
(cost $2,224,000)    2,224,000 c    2,224,000 
 
Investment of Cash Collateral         
for Securities Loaned—.0%         
Registered Investment Company;         
Dreyfus Institutional Cash Advantage Fund         
(cost $9,070)    9,070 c    9,070 
Total Affiliated         
(cost $2,233,070)        2,233,070 
 
Total Investments (cost $159,900,759)    99.6%    199,827,175 
Cash and Receivables (Net)    .4%    846,899 
Net Assets    100.0%    200,674,074 

a Non-income producing. 
b All or a portion of these securities are on loan. At October 31, 2005, the total market value of the portfolio's 
securities on loan is $8,945 and the total market value of the collateral held by the portfolio is $9,070. 
c Investments in affiliated money market mutual funds. 
d Wholly held by the broker in a segregated account as collateral for open financial futures positions. 

Portfolio Summary †             
 
    Value (%)        Value (%) 
Banks    15.8    Diversified Financials    5.1 
Energy    8.7    Insurance    4.4 
Materials    7.6    Automobiles & Components    4.0 
Pharmaceuticals & Biotechnology    7.4    Technology Hardware     
Capital Goods    6.8    & Equipment    3.6 
Telecommunication Services    6.4    Consumer Durables & Apparel    3.1 
Food, Beverage & Tobacco    5.4    Other    16.1 
Utilities    5.2        99.6 

† Based on net assets
See notes to financial statements.

The Fund 41

STATEMENT OF FINANCIAL FUTURES
October 31, 2005
        Market Value        Unrealized 
        Covered by        Appreciation 
    Contracts    Contracts ($)    Expiration    at 10/31/2005 ($) 
Financial Futures Long                 
DJ Euro STOXX 50    30    1,191,162    December 2005    1,583 
Financial Times 100    12    1,130,659    December 2005    12,867 
TOPIX    6    747,391    December 2005    28,943 
                43,393 

42
STATEMENT OF ASSETS AND LIABILITIES
October 31, 2005
    Cost    Value 
Assets ($):         
Investments in securities—         
See Statement of Investments (including securities     
on loan, valued at $8,945)—Note 1(c):         
Unaffiliated issuers    157,667,689    197,594,105 
Affiliated issuers    2,233,070    2,233,070 
Cash        279,454 
Cash denominated in foreign currencies    227,397    223,849 
Receivable for shares of Common Stock subscribed    450,609 
Dividends and interest receivable        295,864 
Receivable for investment securities sold        88,509 
Receivable for futures variation margin—Note 4    49,470 
Unrealized appreciation on forward         
currency exchange contracts—Note 4        3,466 
        201,218,396 
Liabilities ($):         
Due to The Dreyfus Corporation and affiliates—Note 3(b)    100,814 
Payable for investment securities purchased    323,957 
Payable for shares of Common Stock redeemed    103,463 
Liability for securities on loan—Note 1(c)        9,070 
Unrealized depreciation on forward         
currency exchange contracts —Note 4        7,018 
        544,322 
Net Assets ($)        200,674,074 
Composition of Net Assets ($):         
Paid-in capital        177,248,059 
Accumulated undistributed investment income—net    2,650,601 
Accumulated net realized gain (loss) on investments    (19,177,983) 
Accumulated net unrealized appreciation (depreciation)     
on investments and foreign currency transactions (including     
$43,393 net unrealized appreciation on financial futures)    39,953,397 
Net Assets ($)        200,674,074 
Shares Outstanding         
(200 million shares of $.001 par value Common Stock authorized)    13,866,269 
Net Asset Value, offering and redemption price per share—Note 3 (c) ($)    14.47 

See notes to financial statements.

The Fund 43

STATEMENT OF OPERATIONS
Year Ended October 31, 2005
Investment Income ($):     
Income:     
Cash dividends (net of $348,753 foreign taxes withheld at source):     
Unaffiliated issuers    4,166,862 
Affiliated issuers    112,131 
Interest    10,909 
Income on securities lending    1,455 
Total Income    4,291,357 
Expenses:     
Management fee—Note 3(a)    562,138 
Shareholder servicing costs—Note 3(b)    401,528 
Loan commitment fees—Note 2    407 
Total Expenses    964,073 
Investment Income—Net    3,327,284 
Realized and Unrealized Gain (Loss) on Investments—Note 4 ($): 
Net realized gain (loss) on investments and foreign currency transactions    1,089,476 
Net realized gain (loss) on forward currency exchange contracts    (8,544) 
Net realized gain (loss) on financial futures    733,406 
Net Realized Gain (Loss)    1,814,338 
Net change in unrealized appreciation (depreciation)     
on investments, foreign currency transactions and     
forward currency exchange contracts (including $49,790     
net change in unrealized appreciation on financial futures)    18,357,619 
Net Realized and Unrealized Gain (Loss) on Investments    20,171,957 
Net Increase in Net Assets Resulting from Operations    23,499,241 

See notes to financial statements.

44

STATEMENT OF CHANGES IN NET ASSETS

See notes to financial statements.

The Fund 45

FINANCIAL HIGHLIGHTS

The following table describes the performance for the fiscal periods indicated. Total return shows how much your investment in the fund would have increased (or decreased) during each period, assuming you had reinvested all dividends and distributions.These figures have been derived from the fund's financial statements.

a    Based on average shares outstanding at each month end. 
b    Amount represents less than $.01 per share. 
See notes to financial statements. 

46

NOTES TO FINANCIAL STATEMENTS

NOTE 1—Significant Accounting Policies:

Dreyfus International Stock Index Fund (the "fund") is a separate non-diversified series of Dreyfus Index Funds, Inc. (the "Company") which is registered under the Investment Company Act of 1940, as amended (the "Act"), as an open-end management investment company and operates as a series company currently offering three series including the fund. The fund's investment objective is to provide investment results that correspond to the net dividend and total return performance of equity securities of international issuers in the aggregate, as represented by the Morgan Stanley Capital International Europe, Australasia, Far East (Free) Index. The Dreyfus Corporation (the "Manager") serves as the fund's investment adviser. The Manager is a wholly-owned subsidiary of Mellon Financial Corporation ("Mellon Financial"). Dreyfus Service Corporation (the "Distributor"), a wholly-owned subsidiary of the Manager, is the distributor of the fund's shares, which are sold to the public without a sales charge.

The fund's financial statements are prepared in accordance with U.S. generally accepted accounting principles, which require the use of management estimates and assumptions. Actual results could differ from those estimates.

In the normal course of business, the fund may enter into contracts and agreements that contain a variety of representations and warranties, which provide general indemnifications.The maximum exposure to the fund under these arrangements is unknown, as this would involve future claims that may be made against the fund that have not yet occurred. However, based on experience, the fund expects the risks of loss to be remote.

(a) Portfolio valuation: Investments in securities are valued at the last sales price on the securities exchange or national securities market on which such securities are primarily traded. Securities listed on the National Market System for which market quotations are available are valued at the official closing price or, if there is no official closing price that day, at the last sales price. Securities not listed on an exchange or the national securities market, or securities for which there were no transac-

The Fund 47

NOTES TO FINANCIAL STATEMENTS (continued)

tions, are valued at the average of the most recent bid and asked prices where the asked price is used for valuation purposes. Bid price is used when no asked price is available. Investments in registered investment companies are valued at their net asset value.When market quotations or official closing prices are not readily available, or are determined not to reflect accurately fair value, such as when the value of a security has been significantly affected by events after the close of the exchange or market on which the security is principally traded (for example, a foreign exchange or market), but before the fund calculates its net asset value, the fund may value these investments at fair value as determined in accordance with the procedures approved by the fund's Board of Directors. Fair valuing of securities may be determined with the assistance of a pricing service using calculations based on indices of domestic securities and other appropriate indicators, such as prices of relevant ADR's and futures contracts. For other securities that are fair valued by the funds Board of Directors, certain factors may be considered such as: fundamental analytical data, the nature and duration of restrictions on disposition, an evaluation of the forces that influence the market in which the securities are purchased and sold, and public trading in similar securities of the issuer or comparable issuers. Investments denominated in foreign currencies are translated to U.S. dollars at the prevailing rates of exchange. Forward currency exchange contracts are valued at the forward rate. Financial futures are valued at the last sales price on the principle exchange.

(b) Foreign currency transactions: The fund does not isolate that portion of the results of operations resulting from changes in foreign exchange rates on investments from the fluctuations arising from changes in market prices of securities held. Such fluctuations are included with the net realized and unrealized gain or loss on investments.

Net realized foreign exchange gains or losses arise from sales and maturities of short-term securities, sales of foreign currencies, currency gains or losses realized on securities transactions and the difference between the amounts of dividends, interest and foreign withholding taxes recorded on the fund's books and the U.S. dollar equivalent of the amounts actually received or paid. Net unrealized foreign exchange

48

gains and losses arise from changes in the value of assets and liabilities other than investments in securities, resulting from changes in exchange rates. Such gains and losses are included with net realized and unrealized gain or loss on investments.

(c) Securities transactions and investment income: Securities transactions are recorded on a trade date basis. Realized gain and loss from securities transactions are recorded on the identified cost basis. Dividend income is recognized on the ex-dividend date and interest income, including, where applicable, accretion of discount and amortization of premium on investments, is accrued as earned.

Pursuant to a securities lending agreement with Mellon Bank, N.A, an affiliate of the Manager, the fund may lend securities to qualified institutions. It is the fund's policy, that at origination, all loans are secured by collateral of at least 102% of the value of U.S. securities loaned and 105% of the value of foreign securities loaned. Collateral equivalent to at least 100% of the market value of securities on loan is maintained at all times. Cash collateral is invested in certain money market mutual funds managed by the Manager. The fund is entitled to receive all income on securities loaned, in addition to income earned as a result of the lending transaction. Although each security loaned is fully collateralized, the fund bears the risk of delay in recovery of, or loss of rights in, the securities loaned should a borrower fail to return the securities in a timely manner. During the period ended October 31, 2005, pursuant to the security lending agreement, Mellon Bank, N.A. earned revenues of $624 from the fund.

(d) Affiliated issuers: Investments in other investment companies advised by the Manager are defined as "affiliated" in the Act.

(e) Dividends to shareholders: Dividends are recorded on the ex-dividend date. Dividends from investment income-net and dividends from net realized capital gain, if any, are normally declared and paid annually, but the fund may make distributions on a more frequent basis to comply with the distribution requirements of the Internal Revenue Code of 1986, as amended (the "Code"). To the extent that net realized capital gain can be offset by capital loss carryovers, it is the policy of the fund not to distribute such gains. Income and capital gain distributions are determined in accordance with income tax regulations, which may differ from U.S. generally accepted accounting principles.

The Fund 49

NOTES TO FINANCIAL STATEMENTS (continued)

(f) Federal income taxes: It is the policy of the fund to continue to qualify as a regulated investment company, if such qualification is in the best interests of its shareholders, by complying with the applicable provisions of the Code, and to make distributions of taxable income sufficient to relieve it from substantially all federal income and excise taxes.

At October 31, 2005, the components of accumulated earnings on a tax basis were as follows: undistributed ordinary income $3,285,557, accumulated capital losses $12,224,271 and unrealized appreciation $32,364,729.

The accumulated capital loss carryover is available to be applied against future net securities profits, if any, realized subsequent to October 31, 2005. If not applied, $1,262,185 of the carryover expires in fiscal 2009, $5,891,135 expires in fiscal 2010, $4,292,311 expires in fiscal 2011 and $778,640 expires in fiscal 2012.

The tax character of distributions paid to shareholders during the fiscal periods ended October 31, 2005 and October 31, 2004, were as follows: ordinary income $2,772,459 and $2,598,401, respectively.

During the period ended October 31, 2005, as a result of permanent book to tax differences primarily due to the tax treatment for the passive foreign investment companies and foreign currency exchange gains and losses, the fund increased accumulated undistributed investment income-net by $4,783, decreased accumulated net realized gain (loss) on investments by $4,778 and decreased paid-in capital by $5. Net assets were not affected by this reclassification.

NOTE 2—Bank Line Of Credit:

The fund participates with other Dreyfus-managed funds in a $350 million redemption credit facility (the "Facility") to be utilized for tem-

50

porary or emergency purposes, including the financing of redemptions. In connection therewith, the fund has agreed to pay commitment fees on its pro rata portion of the Facility. Interest is charged to the fund based on prevailing market rates in effect at the time of borrowings. During the period ended October 31, 2005, the fund did not borrow under the Facility.

NOTE 3—Management Fee and Other Transactions With Affiliates:

(a) Pursuant to an Investment Management Agreement ("Agreement") with the Manager, the management fee is computed at the annual rate of .35% of the value of the fund's average daily net assets, and is payable monthly. Under the terms of the Agreement, the Manager has agreed to pay all the expenses of the fund, except management fees, brokerage commissions, taxes, commitment fees, interest, Shareholder Services Plan fees, fees and expenses of non-interested Board Members (including counsel fees) and extraordinary expenses. In addition, the Manager is required to reduce its fee in an amount equal to the fund's allocable portion of fees and expenses of the non-interested Board Members (including counsel fees). Each Board member also serves as a Board Member of other funds within the Dreyfus complex (collectively, the "Fund Group"). Effective September 27, 2005, each Board member receives an annual fee of $40,000, an attendance fee of $5,000 for each in-person meeting and $500 for telephone meetings. Prior to September 27, 20005, each Board member received an annual fee of $25,000, an attendance fee of $4,000 for each in-person meeting and $500 for telephone meetings. The chairman of the Board receives an additional 25% of such compensation (with the exception of reimbursable amounts). Subject to the Company's Emeritus Program Guidelines, Emeritus Board members, if any, receive 50% of the Company's annual retainer fee and per meeting fee paid at the time the Board member achieves emeritus status. Amounts required to be paid by the Company directly to the non-interested Board members, that

The Fund 51

NOTES TO FINANCIAL STATEMENTS (continued)

were applied to offset a portion of the management fee payable to the Manager were in fact paid directly by the Manager to the non-interested Board members. All Board fees are allocated among the funds in the Fund Group in proportion to each fund's relative net assets.

(b) Under the Shareholder Services Plan, the fund pays the Distributor for the provision of certain services, a fee at the annual rate of .25% of the value of the fund's average daily net assets. The services provided may include personal services relating to shareholder accounts, such as answering shareholder inquiries regarding the fund and providing reports and other information, and services related to the maintenance of shareholder accounts. The Distributor may make payments to Service Agents (a securities dealer, financial institution or other industry professional) in respect of these services. The Distributor determines the amounts to be paid to Service Agents. During the period ended October 31, 2005, the fund was charged $401,528 pursuant to the Shareholder Services Plan.

The components of Due to The Dreyfus Corporation and affiliates in the Statement of Assets and Liabilities consist of: management fees $58,808 and shareholder services plan fees $42,006.

(c) A 1% redemption fee is charged and retained by the fund on certain shares redeemed within six months following the date of issuance,includ-ing redemptions made through the use of the fund's exchange privilege.

(d) Pursuant to an exemptive order from the Securities and Exchange Commission, the fund invests its available cash balances in affiliated money market mutual funds. Management fees of the underlying money market mutual funds have been waived by the Manager.

NOTE 4—Securities Transactions:

The aggregate amount of purchases and sales of investment securities, excluding short-term securities, forward currency exchange contracts and financial futures, during the period ended October 31, 2005, amounted to $69,342,804 and $5,383,673, respectively.

52

The fund may enter into forward currency exchange contracts in order to hedge its exposure to changes in foreign currency exchange rates on its foreign portfolio holdings and to settle foreign currency transactions. When executing forward currency exchange contracts, the fund is obligated to buy or sell a foreign currency at a specified rate on a certain date in the future. With respect to sales of forward currency exchange contracts, the fund would incur a loss if the value of the contract increased between the date the forward contract was opened and the date the forward contract is closed. The fund realizes a gain if the value of the contract decreased between those dates. With respect to purchases of forward currency exchange contracts, the fund would incur a loss if the value of the contract decreased between the date the forward contract was opened and the date the forward contract was closed.The fund realizes a gain if the value of the contract increased between those dates. The fund is also exposed to credit risk associated with counter party nonperformance on these forward currency exchange contracts which is typically limited to the unrealized gain on each open contract.

The following summarizes open forward currency exchange contracts at October 31, 2005:

The fund may invest in financial futures contracts in order to gain exposure to or protect against changes in the market. The fund is exposed to market risk as a result of changes in the value of the under-

The Fund 53

NOTES TO FINANCIAL STATEMENTS (continued)

lying financial instruments. Investments in financial futures require the fund to "mark to market" on a daily basis, which reflects the change in the market value of the contract at the close of each day's trading. Typically, variation margin payments are received or made to reflect daily unrealized gains or losses.When the contracts are closed, the fund recognizes a realized gain or loss.These investments require initial margin deposits with a broker, which consist of cash or cash equivalents. The amount of these deposits is determined by the exchange or Board of Trade on which the contract is traded and is subject to change. Contracts open as of October 31, 2005, are set forth in the Statement of Financial Futures.

At October 31, 2005, the cost of investments for federal income tax purposes was $167,492,979; accordingly, accumulated net unrealized appreciation on investments was $32,334,196, consisting of $44,242,594 gross unrealized appreciation and $11,908,398 gross unrealized depreciation.

54

REPORT OF INDEPENDENT REGISTERED
PUBLIC ACCOUNTING FIRM

To the Board of Directors and Shareholders of Dreyfus International Stock Index Fund

In our opinion, the accompanying statement of assets and liabilities, including the statements of investments and of financial futures, and the related statements of operations and of changes in net assets and the financial highlights present fairly, in all material respects, the financial position of Dreyfus International Stock Index Fund (the "Fund") (one of the series constituting Dreyfus Index Funds, Inc.) as of October 31, 2005, the results of its operations for the year then ended, the changes in its net assets for each of the two years in the period then ended, and the financial highlights for each of the five years in the period then ended, in conformity with accounting principles generally accepted in the United States of America. These financial statements and financial highlights (hereafter referred to as "financial statements") are the responsibility of the Fund's management. Our responsibility is to express an opinion on these financial statements based on our audits.We conducted our audits of these financial statements in accordance with the standards of the Public Company Accounting Oversight Board (United States).Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement. An audit includes examining, on a test basis, evidence supporting the amounts and disclosures in the financial statements, assessing the accounting principles used and significant estimates made by management, and evaluating the overall financial statement presentation.We believe that our audits, which included confirmation of securities at October 31, 2005 by correspondence with the custodian and brokers, provide a reasonable basis for our opinion.

  PricewaterhouseCoopers LLP
New York, New York
December 16, 2005

The Fund 55

IMPORTANT TAX INFORMATION (Unaudited)

In accordance with federal tax law, the fund elects to provide each shareholder with their portion of the fund's foreign taxes paid and the income sourced from foreign countries. Accordingly, the fund hereby makes the following designations regarding its fiscal year ended October 31, 2005:

—the total amount of taxes paid to foreign countries was $336,611.

—the total amount of income sourced from foreign countries was $3,618,285.

As required by Federal tax law rules, shareholders will receive notification of their proportionate share of foreign taxes paid and foreign sourced income for the 2005 calendar year with Form 1099-DIV which will be mailed by January 31, 2006.

For the fiscal year ended October 31, 2005, certain dividends paid by the fund may be subject to a maximum tax rate of 15%, as provided for by the Jobs and Growth Tax Relief Reconciliation Act of 2003. Of the distributions paid during the fiscal year, $776,011 represents the maximum amount that may be considered qualified dividend income.

56

BOARD MEMBERS INFORMATION (Unaudited)

Joseph S. DiMartino (62) 
Chairman of the Board (1995) 
Principal Occupation During Past 5 Years: 
• Corporate Director and Trustee 
Other Board Memberships and Affiliations: 
• The Muscular Dystrophy Association, Director 
• Levcor International, Inc., an apparel fabric processor, Director 
• Century Business Services, Inc., a provider of outsourcing functions for small and medium size 
companies, Director 
• The Newark Group, a provider of a national market of paper recovery facilities, paperboard 
mills and paperboard converting plants, Director 
• Azimuth Trust, an institutional asset management firm, Member of Board of Managers and 
Advisory Board 
• Sunair Services Corporation, engages in the design, manufacture and sale of high frequency 
systems for long-range voice and data communications, as well as providing certain outdoor- 
related services to homes and businesses, Director 
No. of Portfolios for which Board Member Serves: 193 
——————— 
David P. Feldman (65) 
Board Member (1989) 
Principal Occupation During Past 5 Years: 
• Corporate Director & Trustee 
Other Board Memberships and Affiliations: 
• BBH Mutual Funds Group (11 funds), Director 
• The Jeffrey Company, a private investment company, Director 
• QMED, a medical device company, Director 
No. of Portfolios for which Board Member Serves: 58 
——————— 
Ehud Houminer (65) 
Board Member (1996) 
Principal Occupation During Past 5 Years: 
• Executive-in-Residence at the Columbia Business School, Columbia University 
• Principal of Lear,Yavitz and Associates, a management consulting firm (1996 to 2001) 
Other Board Memberships and Affiliations: 
• Avnet Inc., an electronics distributor, Director 
• International Advisory Board to the MBA Program School of 
Management, Ben Gurion University, Chairman 
• Explore Charter School, Brooklyn, NY, Chairman 
No. of Portfolios for which Board Member Serves: 36 

The Fund 57

BOARD MEMBERS INFORMATION (Unaudited) (continued)

Gloria Messinger (75) 
Board Member (1996) 
Principal Occupation During Past 5 Years: 
• Arbitrator for American Arbitration Association and National Association of Securities Dealers, Inc. 
• Consultant in Intellectual Property 
Other Board Memberships and Affiliations: 
• Yale Law School Fund, Director 
• Theater for a New Audience, Inc., Director 
• Brooklyn Philharmonic, Director 
• New York Women's Agenda Music Performance Trust Fund, Director 
No. of Portfolios for which Board Member Serves: 25 
——————— 
T. John Szarkowski (79) 
Board Member (1991) 
Principal Occupation During Past 5 Years: 
• Consultant in Photography 
Other Board Memberships and Affiliations: 
• Photography Department at The Museum of Modern Art, Director Emeritus 
No. of Portfolios for which Board Member Serves: 25 
——————— 
Anne Wexler (75) 
Board Member (1991) 
Principal Occupation During Past 5 Years: 
• Chairman of the Wexler & Walker Public Policy Associates, consultants specializing in 
government relations and public affairs 
Other Board Memberships and Affiliations: 
• Wilshire Mutual Funds (5 funds), Director 
• Methanex Corporation, a methanol producing company, Director 
• Member of the Council of Foreign Relations 
• Member of the National Park Foundation 
No. of Portfolios for which Board Member Serves: 36 
——————— 
Once elected all Board Members serve for an indefinite term.The address of the Board Members and Officers is in c/o 
The Dreyfus Corporation, 200 Park Avenue, New York, New York 10166. Additional information about the Board 
Members is available in the fund's Statement of Additional Information which can be obtained from Dreyfus free of 
charge by calling this toll free number: 1-800-554-4611. 
John M. Fraser, Jr., Emeritus Board Member 

58

OFFICERS OF THE FUND (Unaudited)

STEPHEN E. CANTER, President since March 2000.

Chairman of the Board, Chief Executive Officer and Chief Operating Officer of the Manager, and an officer of 90 investment companies (comprised of 184 portfolios) managed by the Manager. Mr. Canter also is a Board member and, where applicable, an Executive Committee Member of the other investment management subsidiaries of Mellon Financial Corporation, each of which is an affiliate of the Manager . He is 60 years old and has been an employee of the Manager since May 1995.

STEPHEN R. BYERS, Executive Vice President since November 2002.

Chief Investment Officer,Vice Chairman and a director of the Manager, and an officer of 90 investment companies (comprised of 184 portfolios) managed by the Manager. Mr. Byers also is an officer, director or an Executive Committee Member of certain other investment management subsidiaries of Mellon Financial Corporation, each of which is an affiliate of the Manager. He is 52 years old and has been an employee of the Manager since January 2000.

MARK N. JACOBS, Vice President since March 2000.

Executive Vice President, Secretary and General Counsel of the Manager, and an officer of 91 investment companies (comprised of 200 portfolios) managed by the Manager. He is 59 years old and has been an employee of the Manager since June 1977.

MICHAEL A. ROSENBERG, Vice President and Secretary since August 2005.

Associate General Counsel of the Manager, and an officer of 91 investment companies (comprised of 200 portfolios) managed by the Manager. He is 45 years old and has been an employee of the Manager since October 1991.

JAMES BITETTO, Vice President and Assistant Secretary since August 2005.

Assistant General Counsel and Assistant Secretary of the Manager, and an officer of 91 investment companies (comprised of 200 portfolios) managed by the Manager. He is 39 years old and has been an employee of the Manager since December 1996.

JONI LACKS CHARATAN, Vice President and Assistant Secretary since August 2005.

Associate General Counsel of the Manager, and an officer of 91 investment companies (comprised of 200 portfolios) managed by the Manager. She is 49 years old and has been an employee of the Manager since October 1988.

JOSEPH M. CHIOFFI, Vice President and Assistant Secretary since August 2005.

Assistant General Counsel of the Manager, and an officer of 91 investment companies (comprised of 200 portfolios) managed by the Manager. He is 43 years old and has been an employee of the Manager since June 2000.

JANETTE E. FARRAGHER, Vice President and Assistant Secretary since August 2005.

Associate General Counsel of the Manager and an officer of 91 investment companies (comprised of 200 portfolios) managed by the Manager. She is 42 years old and has been an employee of the Manager since February 1984.

JOHN B. HAMMALIAN, Vice President and Assistant Secretary since August 2005.

Associate General Counsel of the Manager, and an officer of 91 investment companies (comprised of 200 portfolios) managed by the Manager. He is 42 years old and has been an employee of the Manager since February 1991.

The Fund 59

OFFICERS OF THE FUND (Unaudited) (continued)

ROBERT R. MULLERY, Vice President and Assistant Secretary since August 2005.

Associate General Counsel of the Manager, and an officer of 91 investment companies (comprised of 200 portfolios) managed by the Manager. He is 53 years old and has been an employee of the Manager since May 1986.

JEFF PRUSNOFSKY, Vice President and Assistant Secretary since August 2005.

Associate General Counsel of the Manager, and an officer of 91 investment companies (comprised of 200 portfolios) managed by the Manager. He is 40 years old and has been an employee of the Manager October 1990.

JAMES WINDELS, Treasurer since November 2001.

Director – Mutual Fund Accounting of the Manager, and an officer of 91 investment companies (comprised of 200 portfolios) managed by the Manager. He is 47 years old and has been an employee of the Manager since April 1985.

ERIK D. NAVILOFF, Assistant Treasurer since August 2005.

Senior Accounting Manager – Taxable Fixed Income Funds of the Manager, and an officer of 91 investment companies (comprised of 200 portfolios) managed by the Manager. He is 37 years old and has been an employee of the Manager since November 1992.

ROBERT ROBOL, Assistant Treasurer since December 2002.

Senior Accounting Manager – Money Market Funds of the Manager, and an officer of 91 investment companies (comprised of 200 portfolios) managed by the Manager. He is 41 years old and has been an employee of the Manager since October 1988.

ROBERT SVAGNA, Assistant Treasurer since August 2005.

Senior Accounting Manager – Equity Funds of the Manager, and an officer of 91 investment companies (comprised of 200 portfolios) managed by the Manager. He is 38 years old and has been an employee of the Manager since November 1990.

GAVIN C. REILLY, Assistant Treasurer since December 2005.

Tax Manager of the Investment Accounting and Support Department of the Manager, and an officer of 91 investment companies (comprised of 200 portfolios) managed by the Manager. He is 37 years old and has been an employee of the Manager since April 1991.

JOSEPH W. CONNOLLY, Chief Compliance Officer since October 2004.

Chief Compliance Officer of the Manager and The Dreyfus Family of Funds (91 investment companies, comprised of 200 portfolios). From November 2001 through March 2004, Mr. Connolly was first Vice-President, Mutual Fund Servicing for Mellon Global Securities Services. In that capacity, Mr. Connolly was responsible for managing Mellon's Custody, Fund Accounting and Fund Administration services to third-party mutual fund clients. He is 48 years old and has served in various capacities with the Manager since 1980, including manager of the firm's Fund Accounting Department from 1997 through October 2001.

WILLIAM GERMENIS, Anti-Money Laundering Compliance Officer since October 2002.

Vice President and Anti-Money Laundering Compliance Officer of the Distributor, and the Anti-Money Laundering Compliance Officer of 87 investment companies (comprised of 196 portfolios) managed by the Manager. He is 35 years old and has been an employee of the Distributor since October 1998.

60

For More    Information 
 
Dreyfus International    Transfer Agent & 
Stock Index Fund    Dividend Disbursing Agent 
200 Park Avenue    Dreyfus Transfer, Inc. 
New York, NY 10166    200 Park Avenue 
Manager    New York, NY 10166 
The Dreyfus Corporation    Distributor 
200 Park Avenue    Dreyfus Service Corporation 
New York, NY 10166    200 Park Avenue 
Custodian    New York, NY 10166 
Boston Safe Deposit and     
Trust Company     
One Boston Place     
Boston, MA 02109     

Telephone 1-800-645-6561 
Mail The Dreyfus Family of Funds, 144 Glenn Curtiss Boulevard, Uniondale, NY 11556-0144 
E-mail Send your request to info@dreyfus.com 
Internet Information can be viewed online or downloaded at: http://www.dreyfus.com 

The fund files its complete schedule of portfolio holdings with the Securities and Exchange Commission ("SEC") for the first and third quarters of each fiscal year on Form N-Q. The fund's Forms N-Q are available on the SEC's website at http://www.sec.gov and may be reviewed and copied at the SEC's Public Reference Room in Washington, DC. Information on the operation of the Public Reference Room may be obtained by calling 1-800-SEC-0330.

A description of the policies and procedures that the fund uses to determine how to vote proxies relating to portfolio securities, and information regarding how the fund voted these proxies for the 12-month period ended June 30, 2005, is available at http://www.dreyfus.com and on the SEC's website at http://www.sec.gov. The description of the policies and procedures is also available without charge, upon request, by calling 1-800-645-6561.

© 2005 Dreyfus Service Corporation 0079AR1005

  Dreyfus
Smallcap
Stock Index Fund

ANNUAL REPORT October 31, 2005

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The views expressed in this report reflect those of the portfolio manager only through the end of the period covered and do not necessarily represent the views of Dreyfus or any other person in the Dreyfus organization. Any such views are subject to change at any time based upon market or other conditions and Dreyfus disclaims any responsibility to update such views.These views may not be relied on as investment advice and, because investment decisions for a Dreyfus fund are based on numerous factors, may not be relied on as an indication of trading intent on behalf of any Dreyfus fund.

Not FDIC-Insured • Not Bank-Guaranteed • May Lose Value

Contents
 
    THE FUND 
2    Letter from the Chairman 
3    Discussion of Fund Performance 
6    Fund Performance 
7    Understanding Your Fund's Expenses 
7    Comparing Your Fund's Expenses 
With Those of Other Funds
8    Statement of Investments 
29    Statement of Financial Futures 
30    Statement of Assets and Liabilities 
31    Statement of Operations 
32    Statement of Changes in Net Assets 
33    Financial Highlights 
34    Notes to Financial Statements 
41    Report of Independent Accountants 
42    Important Tax Information 
43    Board Members Information 
45    Officers of the Fund 
FOR MORE INFORMATION
    Back Cover 

  Dreyfus
Smallcap Stock Index Fund

The Fund

LETTER FROM THE CHAIRMAN

Dear Shareholder:

We are pleased to present this annual report for Dreyfus Smallcap Stock Index Fund, covering the 12-month period from November 1, 2004, through October 31, 2005. Inside, you'll find valuable information about how the fund was managed during the reporting period, including a discussion with the fund's portfolio manager,Tom Durante, CFA.

Over the past year, the U.S. economy once again demonstrated its fortitude, expanding at a steady pace despite the headwinds of soaring energy prices, higher short-term interest rates and the Gulf Coast hurricanes. However, after rallying in the final weeks of 2004, the U.S. stock market traded within a relatively narrow range for much of 2005, when investors responded cautiously to uncertainty regarding future business conditions.While small- and midcap stocks generally produced higher returns than large-cap equities for the reporting period, we recently have seen signs of renewed strength among larger companies compared to smaller ones, and higher-quality over lower-quality stocks.

As the end of 2005 approaches, some economists have suggested that the U.S. economy and financial markets may be reaching an inflection point. Investors' reactions to a change in leadership at the Federal Reserve Board, coupled with the potential effects of higher fuel prices on consumer spending, may set the tone for the financial markets in 2006. As always, we encourage you to talk to your financial advisor, who can discuss with you these issues and the potential benefits of a long-term investment perspective.

Thank you for your continued confidence and support.

Sincerely,

  Stephen E. Canter
Chairman and Chief Executive Officer
The Dreyfus Corporation
November 15, 2005

2

DISCUSSION OF FUND PERFORMANCE

Tom Durante, CFA, Portfolio Manager

How did Dreyfus Smallcap Stock Index Fund perform relative to its benchmark?

For the 12-month period ended October 31, 2005, Dreyfus Smallcap Stock Index Fund produced a total return of 14.88% .1 The Standard

& Poor's SmallCap 600 Index (the "S&P 600 Index") produced a 15.27% return for the same period.2,3

We attribute the market's performance to an expanding U.S. economy and rising corporate profits, which drove stock prices higher during the first half of the reporting period. Subsequently, however, the market's gains moderated due to concerns regarding rising short-term interest rates and soaring energy prices.The difference in returns between the fund and the S&P 600 Index was primarily due to the fund's sampling strategy, transaction costs and other fund operating expenses.

What is the fund's investment approach?

The fund seeks to match the total return of the S&P 600 Index. To reach this goal, the fund generally invests in a representative sample of the stocks listed in the S&P 600 Index.While the fund generally owns the vast majority of the stocks in the S&P 600 Index, some very small, less liquid stocks may be excluded from the portfolio. Often considered a barometer for the small-cap stock market in general, the S&P 600 Index is composed of 600 domestic stocks across 10 economic sectors. Each stock is weighted by its market capitalization; that is, larger companies have greater representation in the S&P 600 Index than smaller ones. The fund may also use stock index futures as a substitute for the sale or purchase of stocks.

As an index fund, the fund uses a passive management approach: all investment decisions are made based on the composition of the S&P 600 Index.The fund does not attempt to manage market volatility.

The Fund 3

DISCUSSION OF FUND PERFORMANCE (continued)

Small-cap stocks are often those of new and entrepreneurial companies and tend to grow faster than large-cap companies. They also typically use any profits for expansion rather than for paying dividends. Compared to larger, more established companies, small companies are subject to more erratic market movements and may carry additional risks because, among other things, their revenues and earnings also tend to be less predictable.As a result, their stocks tend to be less liquid and more volatile.

What other factors influenced the fund's performance?

When the reporting period began, U.S. economic growth was strong, fueled by low interest rates, strong consumer confidence and increased capital spending among businesses. By early 2005, however, investors became concerned that rising short-term interest rates and higher energy prices might constrain economic growth. In addition, inflation concerns intensified when energy prices soared during the second half of the reporting period, especially in the weeks following hurricanes Katrina and Rita. In its ongoing effort to forestall potential inflationary pressures, the Federal Reserve Board (the "Fed") raised short-term interest rates throughout the reporting period.

In this environment, energy stocks produced some of the market's stronger gains during the reporting period, and virtually all of the companies represented in the benchmark posted positive returns. Companies in the home construction, mining, industrial parts and heavy machinery industries also posted especially positive results, primarily due to strong global economic growth and rising demand for these companies' goods and services.

Within the health care sector, HMOs and medical service providers fared especially well. As more workers found employment in the recovering U.S. economy, HMO enrollment trends improved, boosting revenue for these companies.What's more, many HMOs benefited from industry-wide mergers-and-acquisitions activity as well as productivity gains from new technologies.A number of smaller, niche medical providers also performed well, largely due to favorable

4

demographics including efforts by aging members of the Baby Boomer generation to keep themselves physically fit.

On the other hand, a handful of consumer discretionary stocks reported negative absolute returns, including manufacturers of all-terrain vehicles (ATVs), snowmobiles and jet skis.These high-ticket items often are considered a luxury rather than a necessity, and with gas prices at record highs, sales have dropped considerably. Finally, in the financials sector, banks and thrifts were hurt by rising interest rates, which reduced their profit margins.

What is the fund's current strategy?

As an index fund, our strategy is to replicate the returns of the small-cap market as represented by the S&P 600 Index.Accordingly, as of the end of the reporting period, the percentage of the fund's assets invested in each market sector closely approximated its representation in the S&P 600 Index.While small-cap stocks may involve greater risk than larger-cap stocks, we believe that an investment in a broadly diversified small-cap index fund, such as Dreyfus Smallcap Stock Index Fund, may help investors in their efforts to manage the risks associated with small-cap investing by limiting the impact on the overall portfolio of unexpected losses in any single industry group or holding.

November 15, 2005

1    Total return includes reinvestment of dividends and any capital gains paid. Past performance is no 
    guarantee of future results. Share price and investment return fluctuate such that upon redemption, 
    fund shares may be worth more or less than their original cost. Return figure provided reflects the 
    absorption of certain fund expenses by The Dreyfus Corporation pursuant to an agreement in 
    effect that may be extended, terminated or modified. Had these expenses not been absorbed, the 
    fund's return would have been lower. 
2    SOURCE: LIPPER INC. — Reflects the reinvestment of dividends and, where applicable, 
    capital gain distributions.The Standard & Poor's SmallCap 600 Index is a broad-based index 
    and a widely accepted, unmanaged index of overall small-cap stock market performance. 
3    Standard & Poor's®,""S&P®," and "Standard & Poor's SmallCap 600 Index" are trademarks 
    of The McGraw-Hill Companies, Inc., and have been licensed for use by the fund.The fund is 
    not sponsored, endorsed, sold or promoted by Standard & Poor's and Standard & Poor's makes no 
    representation regarding the advisability of investing in the fund. 

The Fund 5

FUND PERFORMANCE

Comparison of change in value of $10,000 investment in Dreyfus Smallcap Stock Index Fund and the Standard & Poor's SmallCap 600 Index

Average Annual Total Returns    as of 10/31/05         
    Inception            From 
    Date    1 Year    5 Years    Inception 
Fund    6/30/97    14.88%    9.65%    9.78% 

† Source: Lipper Inc.

Past performance is not predictive of future performance.The fund's performance shown in the graph and table does not reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares. The above graph compares a $10,000 investment made in Dreyfus Smallcap Stock Index Fund on 6/30/97 (inception date) to a $10,000 investment made in the Standard & Poor's SmallCap 600 Index (the "Index") on that date. All dividends and capital gain distributions are reinvested.

The fund's performance shown in the line graph takes into account all applicable fees and expenses.The Index is a broad-based index and a widely accepted, unmanaged index of overall small-cap stock market performance and does not take into account charges, fees and other expenses. Further information relating to fund performance, including expense reimbursements, if applicable, is contained in the Financial Highlights section of the prospectus and elsewhere in this report.

  6

UNDERSTANDING YOUR FUND'S EXPENSES (Unaudited)

As a mutual fund investor, you pay ongoing expenses, such as management fees and other expenses. Using the information below, you can estimate how these expenses affect your investment and compare them with the expenses of other funds.You also may pay one-time transaction expenses, including sales charges (loads) and redemption fees, which are not shown in this section and would have resulted in higher total expenses. For more information, see your fund's prospectus or talk to your financial adviser.

Review your fund's expenses

The table below shows the expenses you would have paid on a $1,000 investment in Dreyfus Smallcap Stock Index Fund from May 1, 2005 to October 31, 2005. It also shows how much a $1,000 investment would be worth at the close of the period, assuming actual returns and expenses.

Expenses and Value of a $1,000 Investment 
assuming actual returns for the six months ended October 31, 2005 
 
Expenses paid per $1,000 †    $ 2.67 
Ending value (after expenses)    $1,122.00 

COMPARING YOUR FUND'S EXPENSES
WITH THOSE OF OTHER FUNDS (Unaudited)

Using the SEC's method to compare expenses

The Securities and Exchange Commission (SEC) has established guidelines to help investors assess fund expenses. Per these guidelines, the table below shows your fund's expenses based on a $1,000 investment, assuming a hypothetical 5% annualized return. You can use this information to compare the ongoing expenses (but not transaction expenses or total cost) of investing in the fund with those of other funds.All mutual fund shareholder reports will provide this information to help you make this comparison. Please note that you cannot use this information to estimate your actual ending account balance and expenses paid during the period.

Expenses and Value of a $1,000 Investment 
assuming a hypothetical 5% annualized return for the six months ended October 31, 2005 
 
Expenses paid per $1,000 †    $ 2.55 
Ending value (after expenses)    $1,022.68 

† Expenses are equal to the fund's annualized expense ratio of .50%, multiplied by the average account value over the period, multiplied by 184/365 (to reflect the one-half year period).

The Fund 7

  STATEMENT OF INVESTMENTS
October 31, 2005
Common Stocks—99.9%    Shares    Value ($) 
Aerospace & Defense—1.6%         
AAR    47,550 a    757,471 
Armor Holdings    42,000 a    1,877,820 
Cubic    20,700 b    339,687 
Curtiss-Wright    29,500    1,691,825 
DRS Technologies    37,300    1,837,398 
GenCorp    69,600 a    1,276,464 
Moog, Cl. A    51,975 a    1,541,059 
Teledyne Technologies    48,200 a    1,699,532 
Triumph Group    23,800 a    829,192 
        11,850,448 
Airlines—.5%         
Frontier Airlines    42,700 a    403,515 
Mesa Air Group    51,100 a,b    576,408 
Skywest    79,300    2,324,283 
        3,304,206 
Apparel—1.3%         
Albany International, Cl. A    44,800    1,730,624 
Ashworth    11,900 a    83,657 
Haggar    7,500    213,750 
K-Swiss, Cl. A    41,400    1,260,630 
Kellwood    37,200    815,052 
Oxford Industries    19,100    940,675 
Phillips-Van Heusen    49,900    1,419,655 
Quiksilver    164,300 a    1,894,379 
Russell    39,900    539,847 
Stride Rite    54,000    703,080 
        9,601,349 
Banking—5.7%         
Amegy Bancorp    90,200    2,086,326 
BankAtlantic Bancorp, Cl. A    75,000    1,041,750 
Boston Private Financial Holdings    45,600    1,320,120 
Central Pacific Financial    45,500    1,642,550 
Chittenden    64,537    1,856,729 
East West Bancorp    81,700    3,128,293 
First Bancorp/Puerto Rico    122,800    1,402,376 
First Midwest Bancorp/IL    60,974    2,318,231 

8

Common Stocks (continued)    Shares    Value ($) 
Banking (continued)         
First Republic Bank/San Francisco, CA    35,250    1,336,328 
Gold Banc    48,800    723,216 
Hudson United Bancorp    58,380    2,421,019 
Irwin Financial    30,700    640,709 
Nara Bancorp    34,300    618,429 
PrivateBancorp    29,600    1,005,512 
Prosperity Bancshares    25,100    765,299 
Provident Bankshares    43,424    1,513,761 
Republic Bancorp/MI    90,478    1,235,025 
South Financial Group    99,700    2,748,729 
Sterling Bancshares/TX    67,300    995,367 
Susquehanna Bancshares    65,000    1,500,850 
Trustco Bank NY    98,444    1,269,928 
UCBH Holdings    133,000    2,314,200 
Umpqua Holdings    56,800    1,510,880 
United Bankshares    50,900    1,857,850 
Whitney Holding    84,370    2,277,990 
Wintrust Financial    35,500    1,905,640 
        41,437,107 
Banking/Thrifts & Mortgage Finance—1.7%     
Anchor Bancorp Wisconsin    28,200    892,812 
BankUnited Financial, Cl. A    38,000    901,360 
Brookline Bancorp    77,800    1,093,090 
Commercial Federal    51,800    1,771,560 
Dime Community Bancshares    37,450    539,280 
Downey Financial    31,880    1,943,086 
FirstFed Financial    26,900 a    1,438,881 
Flagstar Bancorp    44,300 b    594,506 
Franklin Bank/Houston, TX    34,000 a    586,500 
MAF Bancorp    39,000    1,620,060 
Sterling Financial/WA    44,935    1,125,172 
        12,506,307 
Biotechnology—.6%         
Arqule    41,200 a    294,168 
Cambrex    40,000    763,200 
Enzo Biochem    42,317 a    577,204 

The Fund 9

STATEMENT OF INVESTMENTS (continued)

Common Stocks (continued)    Shares    Value ($) 
Biotechnology (continued)         
MGI Pharma    102,300 a    1,919,148 
Regeneron Pharmaceuticals    59,600 a    745,596 
Savient Pharmaceuticals    83,000 a    311,250 
        4,610,566 
Building & Construction—.1%         
Drew Industries    18,000 a    519,300 
Chemicals—1.9%         
Aptargroup    51,200    2,620,928 
Arch Chemicals    29,900    785,473 
Brady, Cl. A    73,700    2,120,349 
Georgia Gulf    48,000    1,396,800 
HB Fuller    44,700    1,339,659 
MacDermid    37,900    1,061,200 
Myers Industries    43,909    501,441 
OM Group    33,700 a    538,526 
Omnova Solutions    31,100 a    139,950 
Penford    14,400    187,776 
PolyOne    110,300 a    636,431 
Quaker Chemical    9,000    143,010 
Rogers    22,800 a    851,580 
Schulman (A.)    36,600    747,006 
Tredegar    44,600    561,514 
Wellman    22,300    145,842 
        13,777,485 
Clothing Stores—1.7%         
Burlington Coat Factory Warehouse    23,300    898,448 
Children's Place Retail Stores    32,300 a    1,386,639 
Christopher & Banks    48,275    645,437 
Dress Barn    29,800 a    791,786 
Finish Line, Cl. A    65,500    1,024,420 
Goody's Family Clothing    31,700    301,150 
Gymboree    41,500 a    734,550 
HOT Topic    57,600 a,b    857,664 
J Jill Group    20,600 a    261,620 
JOS A Bank Clothiers    16,800 a,b    685,608 
Men's Wearhouse    73,800 a    1,822,860 
Stage Stores    34,800    964,656 

10

Common Stocks (continued)    Shares    Value ($) 
Clothing Stores (continued)         
Stein Mart    42,300    776,205 
Too    48,000 a    1,363,680 
        12,514,723 
Computer Hardware—2.1%         
Adaptec    131,800 a    541,698 
Avid Technology    56,120 a    2,762,788 
Black Box    25,600    1,027,072 
Checkpoint Systems    52,100 a    1,250,400 
Coinstar    32,500 a,b    824,850 
Digi International    32,300 a    342,703 
Global Imaging Systems    33,800 a    1,203,618 
Hutchinson Technology    33,500 a    830,800 
Mercury Computer Systems    29,800 a    565,902 
Micros Systems    55,100 a    2,530,192 
Netgear    46,400 a    907,120 
Radisys    28,300 a    454,781 
SBS Technologies    23,300 a    227,408 
Scansource    18,600 a,b    1,053,504 
Synaptics    33,800 a    785,174 
        15,308,010 
Computer Software—3.2%         
Altiris    34,500 a    583,050 
Ansys    45,500 a    1,695,330 
Captaris    35,600 a    128,160 
Carreker    31,000 a    170,190 
Catapult Communications    19,300 a    352,997 
Dendrite International    59,100 a    1,037,205 
EPIQ Systems    24,800 a    472,440 
Filenet    57,300 a    1,612,995 
Hyperion Solutions    56,575 a    2,735,967 
JDA Software Group    33,300 a    538,461 
Manhattan Associates    40,700 a    903,947 
Mapinfo    27,800 a    341,662 
MRO Software    33,200 a    543,816 
Open Solutions    25,000 a    535,250 
PC-Tel    19,900 a    184,075 
Phoenix Technologies    31,000 a    184,140 

The Fund 11

STATEMENT OF INVESTMENTS (continued)

Common Stocks (continued)    Shares    Value ($) 
Computer Software (continued)         
Progress Software    59,000 a    1,837,260 
Serena Software    44,700 a    978,483 
Sonic Solutions    32,900 a,b    629,706 
SPSS    23,600 a    538,080 
SS&C Technologies    23,900    856,576 
Take-Two Interactive Software    94,500 a,b    1,951,425 
THQ    85,225 a,b    1,975,515 
Websense    36,000 a,b    2,126,880 
Zix    21,200 a,b    39,008 
        22,952,618 
Construction—5.3%         
Acuity Brands    61,500    1,710,315 
Apogee Enterprises    39,300    643,734 
Building Material Holding    21,500    1,827,715 
Champion Enterprises    102,399 a    1,421,298 
ElkCorp    26,900    850,847 
EMCOR Group    20,200 a    1,232,200 
Florida Rock Industries    67,337    3,831,475 
Griffon    40,600 a    893,200 
Headwaters    60,800 a,b    1,935,872 
Hughes Supply    91,800    3,070,710 
Insituform Technologies, Cl. A    27,000 a    484,920 
M/I Homes    13,800    619,620 
MDC Holdings    43,844    3,007,698 
Meritage Homes    33,400 a    2,079,818 
NCI Building Systems    27,300 a    1,122,849 
NVR    7,800 a    5,346,900 
Skyline    12,200    484,950 
Standard-Pacific    97,700    3,769,266 
Texas Industries    32,000    1,587,200 
URS    57,500 a    2,324,725 
        38,245,312 
Consumer Cyclical—.4%         
Cato, Cl. A    48,700    973,026 
Wolverine World Wide    83,250    1,744,087 
        2,717,113 

12

Common Stocks (continued)    Shares    Value ($) 
Consumer Durables—1.0%         
Audiovox, Cl. A    29,300 a    416,353 
Bassett Furniture Industries    16,800    314,496 
Department 56    23,500 a    256,150 
Ethan Allen Interiors    50,700    1,714,674 
Fedders    10,070 b    23,161 
Interface, Cl. A    54,600 a    421,512 
La-Z-Boy    64,000 b    757,760 
National Presto Industries    5,900    258,597 
Select Comfort    52,300 a,b    1,145,370 
Toro    62,200    2,270,922 
        7,578,995 
Consumer Staples—.2%         
Ralcorp Holdings    41,700    1,622,130 
Department Stores—.2%         
ShopKo Stores    42,000 a    1,204,140 
Drugs—1.2%         
Alpharma, Cl. A    65,000    1,617,850 
Biosite    24,000 a,b    1,325,520 
Bradley Pharmaceuticals    21,900 a,b    263,676 
Connetics    42,300 a,b    551,592 
Medicis Pharmaceutical, Cl. A    76,100 b    2,244,950 
Nature's Sunshine Products    18,400    356,040 
NBTY    75,600 a    1,512,756 
Noven Pharmaceuticals    32,400 a    456,516 
USANA Health Sciences    14,800 a,b    651,496 
        8,980,396 
Electronic Components—5.2%         
Aeroflex    94,200 a    853,452 
Agilysys    52,000    776,880 
Anixter International    47,800    1,772,424 
Applied Signal Technology    13,600    233,376 
Artesyn Technologies    47,500 a,b    417,525 
Bel Fuse, Cl. B    20,800    626,080 
Benchmark Electronics    56,900 a    1,598,321 
C-COR    53,700 a,b    286,221 
Ceradyne    32,100 a    1,258,320 

The Fund 13

STATEMENT OF INVESTMENTS (continued)

Common Stocks (continued)    Shares    Value ($) 
Electronic Components (continued)         
Cognex    65,400    1,869,132 
Coherent    43,700 a    1,293,957 
Comtech Telecommunications    29,600 a    1,135,456 
CTS    47,300    557,194 
Dionex    30,750 a    1,489,223 
Ditech Communications    45,000 a    286,650 
DSP Group    41,300 a    1,015,154 
Esterline Technologies    35,300 a    1,329,045 
FEI    35,200 a    665,280 
Flir Systems    93,200 a    1,953,472 
Gerber Scientific    40,300 a    318,773 
Harmonic    78,400 a    361,424 
Input/Output    75,800 a    582,144 
Inter-Tel    38,100    705,231 
Itron    34,300 a    1,490,678 
Keithley Instruments    22,000    353,100 
Littelfuse    30,700 a    752,457 
Meade Instruments    29,000 a    76,560 
Methode Electronics    57,000    584,820 
MTS Systems    32,400    1,294,704 
Network Equipment Technologies    22,800 a    113,772 
Park Electrochemical    30,650    769,315 
Photon Dynamics    14,900 a    259,409 
Planar Systems    28,000 a,b    249,760 
Roper Industries    119,400    4,501,380 
Rudolph Technologies    15,700 a    191,226 
Symmetricom    65,050 a    518,448 
Technitrol    54,400 b    915,008 
Tollgrade Communications    14,000 a    135,800 
Trimble Navigation    74,900 a    2,162,363 
Ultratech    22,200 a    305,916 
ViaSat    28,400 a    704,036 
Vicor    23,000    387,550 
X-Rite    29,300    301,497 
        37,452,533 

14

The Fund 15

STATEMENT OF INVESTMENTS (continued)

  16

The Fund 17

STATEMENT OF INVESTMENTS (continued)

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The Fund 19

STATEMENT OF INVESTMENTS (continued)

20

The Fund 21

STATEMENT OF INVESTMENTS (continued)

22

The Fund 23

STATEMENT OF INVESTMENTS (continued)

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The Fund 25

STATEMENT OF INVESTMENTS (continued)

  26
Common Stocks (continued)    Shares    Value ($) 
Utilities/Electric Power (continued)         
CH Energy Group    19,000    884,450 
Cleco    69,600    1,475,520 
El Paso Electric    66,900 a    1,448,385 
Green Mountain Power    5,300    173,310 
UIL Holdings    19,800    980,100 
Unisource Energy    47,900    1,531,363 
        9,774,474 
Utilities/Gas—3.1%         
American States Water    19,350    606,429 
Atmos Energy    118,000    3,103,400 
Cascade Natural Gas    13,400    276,040 
Energen    103,200    3,880,320 
Laclede Group    32,500    971,750 
New Jersey Resources    38,500    1,661,660 
Northwest Natural Gas    40,500    1,401,300 
Piedmont Natural Gas    106,700 b    2,524,522 
Southern Union    136,872 a    3,219,229 
Southwest Gas    54,400    1,482,944 
UGI    147,100    3,471,560 
        22,599,154 
Total Common Stocks         
(cost $577,815,970)        723,863,359 

    Principal     
Short-Term Investments—.0%    Amount ($)    Value ($) 
U.S. Treasury Bills:         
3.38%, 12/8/2005    75,000 c    74,723 
3.44%, 12/22/2005    25,000 c    24,873 
3.54%, 1/5/2006    50,000 c    49,672 
Total U.S. Treasury Bills         
(cost $149,300)        149,268 
Total Unaffiliated         
(cost $577,965,270)        724,012,627 

The Fund 27

STATEMENT OF INVESTMENTS (continued)

Investment of Cash Collateral         
for Securities Loaned—6.3%    Shares    Value ($) 
Registered Investment Company;         
Dreyfus Institutional Cash Advantage Plus Fund         
(cost $46,028,305)    46,028,305 d    46,028,305 
Total Investments (cost $623,993,575)    106.2%    770,040,932 
Liabilities, Less Cash and Receivables    (6.2%)    (45,132,198) 
Net Assets    100.0%    724,908,734 

a Non-income producing. 
b All or a portion of these securities are on loan. At October 31, 2005, the total market value of the fund's securities 
on loan is $45,038,361 and the total market value of the collateral held by the fund is $46,028,305. 
c Partially held by the broker in a segregated account as collateral for open financial futures positions. 
d Investment in affiliated money market mutual fund. 

Portfolio Summary †             
 
    Value (%)        Value (%) 
Medical Specialties    6.5    Real Estate Investment Trusts    3.6 
Short-Term/        Medical Services    3.4 
Money-Market Investments    6.3    Computer Software    3.2 
Banking    5.7    Specialty Retail Stores    3.2 
Construction    5.3    Utilities/Gas    3.1 
Electronic Components    5.2    Oil Services    2.8 
Energy Reserves    4.2    Restaurants    2.6 
Industrial Parts    3.8    Semiconductors    2.6 
Information Services    3.8    Other    37.3 
Mining & Metals    3.6        106.2 

  † Based on net assets.
See notes to financial statements.

28

  STATEMENT OF FINANCIAL FUTURES
October 31, 2005
        Market Value        Unrealized 
        Covered by        Appreciation 
    Contracts    Contracts ($)    Expiration    at 10/31/2005 ($) 
 
Financial Futures Long                 
Russell 2000 E-Mini    28    1,817,760    December 2005    8,410 

See notes to financial statements.

The Fund 29

STATEMENT OF ASSETS AND LIABILITIES
October 31, 2005
    Cost    Value 
Assets ($):         
Investments in securities-         
See Statement of Investments (including securities     
on loan, valued at $45,038,361)—Note 1(b):     
Unaffiliated issuers    577,965,270    724,012,627 
Affiliated issuers    46,028,305    46,028,305 
Cash        1,078,003 
Receivable for shares of Common Stock subscribed    4,551,619 
Dividends and interest receivable        399,511 
Receivable for investment securities sold    84,159 
Receivable for futures variation margin—Note 4    12,576 
        776,166,800 
Liabilities ($):         
Due to The Dreyfus Corporation and affiliates —Note 3(b)    301,411 
Liability for securities on loan—Note 1(b)    46,028,305 
Payable for investment securities purchased    2,043,479 
Bank loan payable —Note 2        1,900,000 
Payable for shares of Common Stock redeemed    984,643 
Interest payable—Note 2        228 
        51,258,066 
Net Assets ($)        724,908,734 
Composition of Net Assets ($):         
Paid-in capital        573,142,191 
Accumulated undistributed investment income—net    2,871,533 
Accumulated net realized gain (loss) on investments    2,839,243 
Accumulated net unrealized appreciation (depreciation)     
on investments (including $8,410 net unrealized     
appreciation on financial futures)        146,055,767 
Net Assets ($)        724,908,734 
Shares Outstanding         
(200 million shares of $.001 par value Common Stock authorized)    34,426,544 
Net Asset Value, offering and redemption price per share —Note 3 (c) ($)    21.06 

See notes to financial statements.

30
STATEMENT OF OPERATIONS
Year Ended October 31, 2005
Investment Income ($):     
Income:     
Cash dividends (net of $2,619 foreign taxes withheld at source)    6,206,814 
Income on securities lending    285,186 
Interest    76,710 
Total Income    6,568,710 
Expenses:     
Management fee—Note 3(a)    1,561,638 
Shareholder servicing costs—Note 3(b)    1,561,638 
Loan commitment fees—Note 2    3,573 
Interest expense—Note 2    2,370 
Total Expenses    3,129,219 
Investment Income—Net    3,439,491 
Realized and Unrealized Gain (Loss) on Investments—Note 4 ($): 
Net realized gain (loss) on investments    6,770,155 
Net realized gain (loss) on financial futures    140,684 
Net Realized Gain (Loss)    6,910,839 
Net change in unrealized appreciation (depreciation)     
on investments [including ($20,965) net change     
in unrealized (depreciation) on financial futures]    66,291,989 
Net Realized and Unrealized Gain (Loss) on Investments    73,202,828 
Net Increase in Net Assets Resulting from Operations    76,642,319 

See notes to financial statements.

The Fund 31

STATEMENT OF CHANGES IN NET ASSETS

See notes to financial statements.

  32

FINANCIAL HIGHLIGHTS

The following table describes the performance for the fiscal periods indicated. Total return shows how much your investment in the fund would have increased (or decreased) during each period, assuming you had reinvested all dividends and distributions.These figures have been derived from the fund's financial statements.

  a Based on average shares outstanding at each month end.
See notes to financial statements.

The Fund 33

NOTES TO FINANCIAL STATEMENTS

NOTE 1—Significant Accounting Policies:

Dreyfus Smallcap Stock Index Fund (the "fund") is a separate non-diversified series of Dreyfus Index Funds, Inc. (the "Company") which is registered under the Investment Company Act of 1940, as amended (the "Act"), as an open-end management investment company and operates as a series company currently offering three series including the fund.The fund's investment objective is to match the performance of the Standard & Poor's Small Cap 600 Index.The Dreyfus Corporation (the "Manager") serves as the fund's investment adviser. The Manager is a wholly-owned subsidiary of Mellon Financial Corporation ("Mellon Financial"). Dreyfus Service Corporation (the "Distributor"), a wholly-owned subsidiary of the Manager, is the distributor of the fund's shares, which are sold to the public without a sales charge.

The fund's financial statements are prepared in accordance with U.S. generally accepted accounting principles, which require the use of management estimates and assumptions. Actual results could differ from those estimates.

In the normal course of business, the fund may enter into contracts and agreements that contain a variety of representations and warranties, which provide general indemnifications.The maximum exposure to the fund under these arrangements is unknown, as this would involve future claims that may be made against the fund that have not yet occurred. However, based on experience, the fund expects the risks of loss to be remote.

(a) Portfolio valuation: Investments in securities are valued at the last sales price on the securities exchange or national securities market on which such securities are primarily traded. Securities listed on the National Market System for which market quotations are available are valued at the official closing price or, if there is no official closing price that day, at the last sales price. Securities not listed on an exchange or the national securities market, or securities for which there were no transactions, are valued at the average of the most recent bid and asked prices, where the asked price is used for valuation purposes. Bid price

34

is used when no asked price is available. Investments in registered investment companies are valued at their net asset value.When market quotations or official closing prices are not readily available, or are determined not to reflect accurately fair value, such as when the value of a security has been significantly affected by events after the close of the exchange or market on which the security is principally traded (for example, a foreign exchange or market), but before the fund calculates its net asset value, the fund may value these investments at fair value as determined in accordance with the procedures approved by the fund's Board of Directors. Fair valuing of securities may be determined with the assistance of a pricing service using calculations based on indices of domestic securities and other appropriate indicators, such as prices of relevant ADR's and futures contracts. For other securities that are fair valued by the funds Board of Directors, certain factors may be considered such as: fundamental analytical data, the nature and duration of restrictions on disposition, an evaluation of the forces that influence the market in which the securities are purchased and sold, and public trading in similar securities of the issuer or comparable issuers. Financial futures are valued at the last sales price on the principle exchange.

(b) Securities transactions and investment income: Securities transactions are recorded on a trade date basis. Realized gain and loss from securities transactions are recorded on the identified cost basis. Dividend income is recognized on the ex-dividend date and interest income, including, where applicable, accretion of discount and amortization of premium on investments, is accrued as earned.

Pursuant to a securities lending agreement with Mellon Bank, N.A, an affiliate of the Manager, the fund may lend securities to qualified institutions. It is the fund's policy, that at origination, all loans are secured by collateral of at least 102% of the value of U.S. securities loaned and 105% of the value of foreign securities loaned. Collateral equivalent to at least 100% of the market value of securities on loan is maintained at all times. Cash collateral is invested in certain money market mutual funds managed by the Manager. The fund is entitled to receive all

The Fund 35

NOTES TO FINANCIAL STATEMENTS (continued)

income on securities loaned, in addition to income earned as a result of the lending transaction. Although each security loaned is fully collateralized, the fund bears the risk of delay in recovery of, or loss of rights in, the securities loaned should a borrower fail to return the securities in a timely manner. During the period ended October 31, 2005, pursuant to the security lending agreement, Mellon Bank, N.A. earned revenues of $95,062 from the fund.

The fund may engage in repurchase agreement transactions. Under the terms of a typical repurchase agreement, the fund, through its custodian and sub-custodian, takes possession of an underlying debt obligation in exchange for cash subject to an obligation of the seller to repurchase, and the fund to resell, the obligation at an agreed-upon price and time, thereby determining the yield during the fund's holding period. This arrangement results in a fixed rate of return that is not subject to market fluctuations during the fund's holding period. It is the fund's policy that the value of the collateral (debt obligation) is at least equal, at all times, to the total amount of the repurchase obligation, including interest. In the event of a counter party default, the fund has the right to use the collateral to offset losses incurred.There is potential loss to the fund in the event the fund is delayed or prevented from exercising its rights to dispose of the collateral securities, including the risk of a possible decline in the value of the collateral securities during the period while the fund seeks to assert its rights.The Manager, acting under the supervision of the Board of Directors, reviews the value of the collateral and the creditworthiness of those banks and dealers with which the fund enters into repurchase agreements to evaluate potential risks.

(c) Affiliated issuers: Investments in other investment companies advised by the Manager are defined as "affiliated" in the Act.

(d) Dividends to shareholders: Dividends are recorded on the ex-dividend date. Dividends from investment income-net and dividends from net realized capital gain, if any, are normally declared and paid annually, but the fund may make distributions on a more frequent basis to com-

36

ply with the distribution requirements of the Internal Revenue Code of 1986, as amended (the "Code").To the extent that net realized capital gain can be offset by capital loss carryovers, if any, it is the policy of the fund not to distribute such gain. Income and capital gain distributions are determined in accordance with income tax regulations, which may differ from U.S. generally accepted accounting principles.

(e) Federal income taxes: It is the policy of the fund to continue to qualify as a regulated investment company, if such qualification is in the best interests of its shareholders, by complying with the applicable provisions of the Code, and to make distributions of taxable income sufficient to relieve it from substantially all federal income and excise taxes.

At October 31, 2005, the components of accumulated earnings on a tax basis were as follows: undistributed ordinary income $4,756,264, undistibuted capital gains $6,846,697 and unrealized appreciation $140,163,582.

The tax character of distributions paid to shareholders during the fiscal periods ended October 31, 2005 and October 31, 2004, were as follows: ordinary income $4,961,921 and $899,274 and long-term capital gain $12,258,126 and $0, respectively.

During the period ended October 31, 2005, as a result of permanent book to tax differences, primarily due to the tax treatments for real estate investment trusts, the fund decreased accumulated undistributed investment income-net by $63,338 and increased accumulated net realized gain (loss) on investments by the same amount. Net assets were not affected by this reclassification.

NOTE 2—Bank Line of Credit:

The fund participates with other Dreyfus-managed funds in a $350 million redemption credit facility (the "Facility") to be utilized for temporary or emergency purposes, including the financing of redemptions. In connection therewith, the fund has agreed to pay commitment fees

The Fund 37

NOTES TO FINANCIAL STATEMENTS (continued)

on its pro rata portion of the Facility. Interest is charged to the fund based on prevailing market rates in effect at the time of borrowings.

The average daily amount of borrowings outstanding under the Facility during the period ended October 31, 2005, was approximately $66,400 with a related weighted average annualized interest rate of 3.57% .

NOTE 3—Management Fee and Other Transactions With Affiliates:

(a) Pursuant to an Investment Management Agreement ("Agreement") with the Manager, the management fee is computed at the annual rate of .25% of the value of the fund's average daily net assets, and is payable monthly. Under the terms of the Agreement, the Manager has agreed to pay all the expenses of the fund, except management fees, brokerage commissions, taxes, interest, commitment fees, Shareholder Services Plan fees, fees and expenses of non-interested Board members (including counsel fees) and extraordinary expenses. In addition, the Manager is required to reduce its fee in an amount equal to the fund's allocable portion of fees and expenses of the non-interested Board members (including counsel fees). Each Board member also serves as a Board member of other funds within the Dreyfus complex (collectively, the "Fund Group"). Effective September 27, 2005, each Board member receives an annual fee of $40,000, an attendance fee of $5,000 for each in-person meeting and $500 for telephone meetings. Prior to September 27, 20005, each Board member received an annual fee of $25,000, an attendance fee of $4,000 for each in-person meeting and $500 for telephone meetings. The chairman of the Board receives an additional 25% of such compensation (with the exception of reimburseable amounts). Subject to the Company's Emeritus Program Guidelines, Emeritus Board Members, if any, receive 50% of the annual retainer fee and per meeting fee paid at the time the Board member achieves emeritus status.Amounts required to be paid by the Company directly to the non-interested Board members, that were applied to offset a portion of the management fee payable to the Manager, were in fact paid directly by the Manager to the non-interested Board mem-

38

bers. All Board fees are allocated among the funds in the Fund Group in proportion to each fund's relative net assets.

(b) Under the Shareholder Services Plan, the fund pays the Distributor for the provision of certain services at the annual rate of .25% of the value of the fund's average daily net assets.The services provided may include personal services relating to shareholder accounts, such as answering shareholder inquiries regarding the fund and providing reports and other information, and services related to the maintenance of shareholder accounts. The Distributor may make payments to Service Agents (a securities dealer, bank or other financial institution) in respect of these services.The Distributor determines the amounts to be paid to Service Agents. During the period ended October 31, 2005, the fund was charged an aggregate of $1,561,638 pursuant to the Shareholder Services Plan.

The components of Due to The Dreyfus Corporation and affiliates in the Statements of Assets and Liabilities consist of: management fees $150,706 and shareholders services plan fees $150,705.

(c) A 1% redemption fee is charged and retained by the fund on certain shares redeemed within six months following the date of issuance, including redemptions made through the use of the fund's exchange privilege. During the period ended October 31, 2005, redemption fees charged and received by the fund amounted to $16,896. Cost of shares redeemed in the Statement of Changes in Net Assets is reflected net of redemption fees.

NOTE 4—Securities Transactions:

The aggregate amount of purchases and sales of investment securities, excluding short-term securities and financial futures, during the period ended October 31, 2005, amounted to $260,272,638 and $84,910,266, respectively.

The fund may invest in financial futures contracts in order to gain exposure to or protect against changes in the market. The fund is

The Fund 39

NOTES TO FINANCIAL STATEMENTS (continued)

exposed to market risk as a result of changes in the value of the underlying financial instruments. Investments in financial futures require the fund to "mark to market" on a daily basis, which reflects the change in the market value of the contract at the close of each day's trading. Accordingly, variation margin payments are received or made to reflect daily unrealized gains or losses.When the contracts are closed, the fund recognizes a realized gain or loss.These investments require initial margin deposits with a broker, which consist of cash or cash equivalents. The amount of these deposits is determined by the exchange or Board of Trade on which the contract is traded and is subject to change. Contracts open at October 31, 2005, are set forth in the Statement of Financial Futures.

At October 31, 2005, the cost of investments for federal income tax purposes was $629,877,350; accordingly, accumulated net unrealized appreciation on investments was $140,163,582, consisting of $177,703,553 gross unrealized appreciation and $37,539,971 gross unrealized depreciation.

40

REPORT OF INDEPENDENT ACCOUNTANTS

To the Board of Directors and Shareholders of
Dreyfus Smallcap Stock Index Fund

In our opinion, the accompanying statement of assets and liabilities, including the statements of investments and of financial futures, and the related statements of operations and of changes in net assets and the financial highlights present fairly, in all material respects the financial position of Dreyfus Smallcap Stock Index Fund (the "Fund") (one of the Series constituting Dreyfus Index Funds, Inc.) at October 31, 2005, the results of its operations for the year then ended, the changes in its net assets for each of the two years in the period then ended and the financial highlights for each of the five years in the period then ended, in conformity with accounting principles generally accepted in the United States of America.These financial statements and financial highlights (hereafter referred to as "financial statements") are the responsibility of the Fund's management. Our responsibility is to express an opinion on these financial statements based on our audits. We conducted our audits of these financial statements in accordance with the standards of the Public Company Accounting Oversight Board (United States). Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement. An audit includes examining, on a test basis, evidence supporting the amounts and disclosures in the financial statements, assessing the accounting principles used and significant estimates made by management, and evaluating the overall financial statement presentation.We believe that our audits, which included confirmation of securities at October 31, 2005 by correspondence with the custodian and brokers, provide a reasonable basis for our opinion.

PricewaterhouseCoopers LLP

  New York, New York
December 16, 2005

The Fund 41

IMPORTANT TAX INFORMATION (Unaudited)

For Federal Tax purposes, the Fund designates $.4510 per share as a long-term capital gain distribution of the $.6348 per share paid on December 23, 2004 and also designates $.0027 per share as a long term-capital gain distribution paid on March 31, 2005. The Fund hereby designates 82.72% of ordinary dividends paid during the fiscal year ended October 31, 2005 as qualifying for the corporate dividends received deduction. For the fiscal year ended October 31, 2005 certain dividends paid by the Fund may be subject to a maximum tax rate of 15%, as provided for by the Jobs and Growth Tax Relief Reconciliation Act of 2003. Of the distributions paid during the fiscal year, $3,182,967 represents the maximum amount that may be considered qualified dividend income. Shareholders will receive notification in January 2006 of the percentage applicable to their 2005 income tax returns.

42

BOARD MEMBERS INFORMATION (Unaudited)

Joseph S. DiMartino (62) 
Chairman of the Board (1995) 
Principal Occupation During Past 5 Years: 
• Corporate Director and Trustee 
Other Board Memberships and Affiliations: 
• The Muscular Dystrophy Association, Director 
• Levcor International, Inc., an apparel fabric processor, Director 
• Century Business Services, Inc., a provider of outsourcing functions for small and medium 
companies, Director 
• The Newark Group, a provider of a national market of paper recovery facilities, paperboard 
mills and paperboard converting plants, Director 
• Azimuth Trust, an institutional asset management firm, Member of Board of Managers and 
Advisory Board 
• Sunair Services Corporation, engages in the design, manufacture and sale of high frequency 
systems for long-range voice and data communications, as well as providing certain outdoor 
related services to homes and businesses, Director 
No. of Portfolios for which Board Member Serves: 193 
——————— 
David P. Feldman (65) 
Board Member (1989) 
Principal Occupation During Past 5 Years: 
• Corporate Director & Trustee 
Other Board Memberships and Affiliations: 
• BBH Mutual Funds Group (11 funds), Director 
• The Jeffrey Company, a private investment company, Director 
• QMED, a medical device company, Director 
No. of Portfolios for which Board Member Serves: 58 
——————— 
Ehud Houminer (65) 
Board Member (1996) 
Principal Occupation During Past 5 Years: 
• Executive-in-Residence at the Columbia Business School, Columbia University 
• Principal of Lear,Yavitz and Associates, a management consulting firm (1996 to 2001) 
Other Board Memberships and Affiliations: 
• Avnet Inc., an electronics distributor, Director 
• International Advisory Board to the MBA Program School of Management, Ben Gurion 
University, Chairman 
• Explore Charter School, Brooklyn, NY, Chairman 
No. of Portfolios for which Board Member Serves: 36 

The Fund 43

BOARD MEMBERS INFORMATION (Unaudited) (continued)

Gloria Messinger (75) 
Board Member (1996) 
Principal Occupation During Past 5 Years: 
• Arbitrator for American Arbitration Association and National Association of Securities Dealers, Inc. 
• Consultant in Intellectual Property 
Other Board Memberships and Affiliations: 
• Yale Law School Fund, Director 
• Theater for a New Audience, Inc., Director 
• Brooklyn Philharmonic, Director 
• New York Women's Agenda Music Performance Trust Fund, Director 
No. of Portfolios for which Board Member Serves: 25 
——————— 
T. John Szarkowski (79) 
Board Member (1991) 
Principal Occupation During Past 5 Years: 
• Consultant in Photography 
Other Board Memberships and Affiliations: 
• Photography Department at The Museum of Modern Art, Director Emeritus 
No. of Portfolios for which Board Member Serves: 25 
——————— 
Anne Wexler (75) 
Board Member (1991) 
Principal Occupation During Past 5 Years: 
• Chairman of the Wexler & Walker Public Policy Associates, consultants specializing in govern- 
ment relations and public affairs 
Other Board Memberships and Affiliations: 
• Wilshire Mutual Funds (5 funds), Director 
• Methanex Corporation, a methanol producing company, Director 
• Member of the Council of Foreign Relations 
• Member of the National Park Foundation 
No. of Portfolios for which Board Member Serves: 36 
——————— 
Once elected all Board Members serve for an indefinite term.The address of the Board Members and Officers is in c/o 
The Dreyfus Corporation, 200 Park Avenue, New York, New York 10166. Additional information about the Board 
Members is available in the fund's Statement of Additional Information which can be obtained from Dreyfus free of 
charge by calling this toll free number: 1-800-554-4611. 
John M. Fraser, Jr., Emeritus Board Member 

44

OFFICERS OF THE FUND (Unaudited)

STEPHEN E. CANTER, President since March 2000.

Chairman of the Board, Chief Executive Officer and Chief Operating Officer of the Manager, and an officer of 90 investment companies (comprised of 184 portfolios) managed by the Manager. Mr. Canter also is a Board member and, where applicable, an Executive Committee Member of the other investment management subsidiaries of Mellon Financial Corporation, each of which is an affiliate of the Manager . He is 60 years old and has been an employee of the Manager since May 1995.

STEPHEN R. BYERS, Executive Vice President since November 2002.

Chief Investment Officer,Vice Chairman and a director of the Manager, and an officer of 90 investment companies (comprised of 184 portfolios) managed by the Manager. Mr. Byers also is an officer, director or an Executive Committee Member of certain other investment management subsidiaries of Mellon Financial Corporation, each of which is an affiliate of the Manager. He is 52 years old and has been an employee of the Manager since January 2000.

MARK N. JACOBS, Vice President since March 2000.

Executive Vice President, Secretary and General Counsel of the Manager, and an officer of 91 investment companies (comprised of 200 portfolios) managed by the Manager. He is 59 years old and has been an employee of the Manager since June 1977.

MICHAEL A. ROSENBERG, Vice President and Secretary since August 2005.

Associate General Counsel of the Manager, and an officer of 91 investment companies (comprised of 200 portfolios) managed by the Manager. He is 45 years old and has been an employee of the Manager since October 1991.

JAMES BITETTO, Vice President and Assistant Secretary since August 2005.

Assistant General Counsel and Assistant Secretary of the Manager, and an officer of 91 investment companies (comprised of 200 portfolios) managed by the Manager. He is 39 years old and has been an employee of the Manager since December 1996.

JONI LACKS CHARATAN, Vice President and Assistant Secretary since August 2005.

Associate General Counsel of the Manager, and an officer of 91 investment companies (comprised of 200 portfolios) managed by the Manager. She is 49 years old and has been an employee of the Manager since October 1988.

JOSEPH M. CHIOFFI, Vice President and Assistant Secretary since August 2005.

Assistant General Counsel of the Manager, and an officer of 91 investment companies (comprised of 200 portfolios) managed by the Manager. He is 43 years old and has been an employee of the Manager since June 2000.

JANETTE E. FARRAGHER, Vice President and Assistant Secretary since August 2005.

Associate General Counsel of the Manager and an officer of 91 investment companies (comprised of 200 portfolios) managed by the Manager. She is 42 years old and has been an employee of the Manager since February 1984.

JOHN B. HAMMALIAN, Vice President and Assistant Secretary since August 2005.

Associate General Counsel of the Manager, and an officer of 91 investment companies (comprised of 200 portfolios) managed by the Manager. He is 42 years old and has been an employee of the Manager since February 1991.

The Fund 45

OFFICERS OF THE FUND (Unaudited) (continued)

ROBERT R. MULLERY, Vice President and Assistant Secretary since August 2005.

Associate General Counsel of the Manager, and an officer of 91 investment companies (comprised of 200 portfolios) managed by the Manager. He is 53 years old and has been an employee of the Manager since May 1986.

JEFF PRUSNOFSKY, Vice President and Assistant Secretary since August 2005.

Associate General Counsel of the Manager, and an officer of 91 investment companies (comprised of 200 portfolios) managed by the Manager. He is 40 years old and has been an employee of the Manager October 1990.

JAMES WINDELS, Treasurer since November 2001.

Director – Mutual Fund Accounting of the Manager, and an officer of 91 investment companies (comprised of 200 portfolios) managed by the Manager. He is 47 years old and has been an employee of the Manager since April 1985.

ERIK D. NAVILOFF, Assistant Treasurer since August 2005.

Senior Accounting Manager – Taxable Fixed Income Funds of the Manager, and an officer of 91 investment companies (comprised of 200 portfolios) managed by the Manager. He is 37 years old and has been an employee of the Manager since November 1992.

ROBERT ROBOL, Assistant Treasurer since August 2005.

Senior Accounting Manager – Money Market Funds of the Manager, and an officer of 91 investment companies (comprised of 200 portfolios) managed by the Manager. He is 41 years old and has been an employee of the Manager since October 1988.

ROBERT SVAGNA, Assistant Treasurer since December 2002.

Senior Accounting Manager – Equity Funds of the Manager, and an officer of 91 investment companies (comprised of 200 portfolios) managed by the Manager. He is 38 years old and has been an employee of the Manager since November 1990.

GAVIN C. REILLY, Assistant Treasurer since December 2005.

Tax Manager of the Investment Accounting and Support Department of the Manager, and an officer of 91 investment companies (comprised of 200 portfolios) managed by the Manager. He is 37 years old and has been an employee of the Manager since April 1991.

JOSEPH W. CONNOLLY, Chief Compliance Officer since October 2004.

Chief Compliance Officer of the Manager and The Dreyfus Family of Funds (91 investment companies, comprised of 200 portfolios). From November 2001 through March 2004, Mr. Connolly was first Vice-President, Mutual Fund Servicing for Mellon Global Securities Services. In that capacity, Mr. Connolly was responsible for managing Mellon's Custody, Fund Accounting and Fund Administration services to third-party mutual fund clients. He is 48 years old and has served in various capacities with the Manager since 1980, including manager of the firm's Fund Accounting Department from 1997 through October 2001.

WILLIAM GERMENIS, Anti-Money Laundering Compliance Officer since October 2002.

Vice President and Anti-Money Laundering Compliance Officer of the Distributor, and the Anti-Money Laundering Compliance Officer of 87 investment companies (comprised of 196 portfolios) managed by the Manager. He is 35 years old and has been an employee of the Distributor since October 1998.

46

NOTES

For More    Information 
 
Dreyfus    Transfer Agent & 
Smallcap Stock    Dividend Disbursing Agent 
Index Fund    Dreyfus Transfer, Inc. 
200 Park Avenue    200 Park Avenue 
New York, NY 10166    New York, NY 10166 
 
Manager    Distributor 
The Dreyfus Corporation    Dreyfus Service Corporation 
200 Park Avenue    200 Park Avenue 
New York, NY 10166    New York, NY 10166 
Custodian     
Boston Safe Deposit and     
Trust Company     
One Boston Place     
Boston, MA 02109     

Telephone 1-800-645-6561 
Mail The Dreyfus Family of Funds, 144 Glenn Curtiss Boulevard, Uniondale, NY 11556-0144 
E-mail Send your request to info@dreyfus.com 
Internet Information can be viewed online or downloaded at: http://www.dreyfus.com 

The fund files its complete schedule of portfolio holdings with the Securities and Exchange Commission ("SEC") for the first and third quarters of each fiscal year on Form N-Q. The fund's Forms N-Q are available on the SEC's website at http://www.sec.gov and may be reviewed and copied at the SEC's Public Reference Room in Washington, DC. Information on the operation of the Public Reference Room may be obtained by calling 1-800-SEC-0330.

A description of the policies and procedures that the fund uses to determine how to vote proxies relating to portfolio securities, and information regarding how the fund voted these proxies for the 12-month period ended June 30, 2005, is available at http://www.dreyfus.com and on the SEC's website at http://www.sec.gov. The description of the policies and procedures is also available without charge, upon request, by calling 1-800-645-6561.

© 2005 Dreyfus Service Corporation 0077AR1005

  Dreyfus
S&P 500
Index Fund

ANNUAL REPORT October 31, 2005

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The views expressed in this report reflect those of the portfolio manager only through the end of the period covered and do not necessarily represent the views of Dreyfus or any other person in the Dreyfus organization. Any such views are subject to change at any time based upon market or other conditions and Dreyfus disclaims any responsibility to update such views.These views may not be relied on as investment advice and, because investment decisions for a Dreyfus fund are based on numerous factors, may not be relied on as an indication of trading intent on behalf of any Dreyfus fund.

Not FDIC-Insured • Not Bank-Guaranteed • May Lose Value

Contents
 
    THE FUND 
2    Letter from the Chairman 
3    Discussion of Fund Performance 
6    Fund Performance 
7    Understanding Your Fund's Expenses 
7    Comparing Your Fund's Expenses 
With Those of Other Funds
8    Statement of Investments 
24    Statement of Financial Futures 
25    Statement of Assets and Liabilities 
26    Statement of Operations 
27    Statement of Changes in Net Assets 
28    Financial Highlights 
29    Notes to Financial Statements 
36    Report of Independent Registered 
    Public Accounting Firm 
37    Important Tax Information 
38    Board Members Information 
40    Officers of the Fund 
FOR MORE INFORMATION
    Back Cover 

  Dreyfus
S&P 500 Index Fund

The Fund

LETTER FROM THE CHAIRMAN

Dear Shareholder:

We are pleased to present this annual report for Dreyfus S&P 500 Index Fund, covering the 12-month period from November 1, 2004, through October 31, 2005. Inside, you'll find valuable information about how the fund was managed during the reporting period, including a discussion with the fund's portfolio manager,Tom Durante, CFA.

Over the past year, the U.S. economy once again demonstrated its fortitude, expanding at a steady pace despite the headwinds of soaring energy prices, higher short-term interest rates and the Gulf Coast hurricanes. However, after rallying in the final weeks of 2004, the U.S. stock market traded within a relatively narrow range for much of 2005, when investors responded cautiously to uncertainty regarding future business conditions.While small- and midcap stocks generally produced higher returns than large-cap equities for the reporting period, we recently have seen signs of renewed strength among larger companies compared to smaller ones, and higher-quality over lower-quality stocks.

As the end of 2005 approaches, some economists have suggested that the U.S. economy and financial markets may be reaching an inflection point. Investors' reactions to a change in leadership at the Federal Reserve Board, coupled with the potential effects of higher fuel prices on consumer spending, may set the tone for the financial markets in 2006. As always, we encourage you to talk to your financial advisor, who can discuss with you these issues and the potential benefits of a long-term investment perspective.

Thank you for your continued confidence and support.

Sincerely,

Stephen E. Canter
Chairman and Chief Executive Officer
The Dreyfus Corporation
November 15, 2005

2

DISCUSSION OF FUND PERFORMANCE

Tom Durante, CFA, Portfolio Manager

How did Dreyfus S&P 500 Index Fund perform relative to its benchmark?

For the 12-month period ended October 31, 2005, the fund produced a total return of 8.20% .1 The Standard & Poor's 500 Composite Stock Price Index (the "S&P 500 Index"), the fund's benchmark, produced an 8.72% return for the same period.2,3

We attribute the market's performance to an expanding U.S. economy and higher corporate profits, which bolstered stock prices during the first half of the reporting period. Subsequently, however, the market's gains were tempered due to concerns regarding rising short-term interest rates and soaring energy prices. The difference in returns between the fund and the S&P 500 Index was primarily the result of transaction costs and other operating expenses that are not reflected by the S&P 500 Index.

What is the fund's investment approach?

The fund seeks to match the total return of the S&P 500 Index. To pursue this goal, the fund generally invests in all 500 stocks in the S&P 500 Index in proportion to their weighting in the S&P 500 Index. Often considered a barometer for the stock market in general, the S&P 500 Index is made up of 500 widely held common stocks across 10 economic sectors.The S&P 500 Index is dominated by large-cap, blue-chip stocks that comprise nearly 75% of total U.S. market capitalization.

However, it is important to note that the S&P 500 Index is not composed of the 500 largest companies; rather, it is designed to reflect the industries of the U.S. economy. Each stock is weighted by its market capitalization; that is, larger companies have greater representation in the S&P 500 Index than smaller ones.The fund may also use stock index futures as a substitute for the sale or purchase of stocks.

The Fund 3

DISCUSSION OF FUND PERFORMANCE (continued)

As an index fund, the fund uses a passive management approach; all investment decisions are made based on the composition of the S&P 500 Index.The fund does not attempt to manage market volatility.

What other factors influenced the fund's performance?

When the reporting period began, U.S. economic growth was strong, fueled by low interest rates, strong consumer confidence and increased capital spending among businesses. By early 2005, however, investors became concerned that rising short-term interest rates and higher energy prices might constrain economic growth. In addition, worries grew regarding a potential resurgence of inflation when energy prices soared during the second half of the reporting period, especially in the weeks following hurricanes Katrina and Rita. In an effort to forestall inflationary pressures, the Federal Reserve Board (the "Fed") continued to raise short-term interest rates throughout the reporting period.

Not surprisingly, energy stocks posted some of the S&P 500 Index's stronger gains for the reporting period as rising demand for crude oil from China and other emerging markets drove energy-related commodity prices to record levels. As a result, virtually all industries within the energy sector gained value during the reporting period, including integrated energy producers, oil refiners, oil services providers and exploration and production companies.

The S&P 500 Index also received strong contributions from the health care sector, where HMOs fared especially well.As more workers found employment in the recovering U.S. economy, HMO enrollment trends improved, boosting revenues. What's more, many HMOs benefited from productivity gains as a result of new technologies and administrative improvements.

Other positive contributors to the S&P 500 Index's performance included utilities stocks, which benefited from greater demand for electric power in a growing economy as well as mergers-and-acquisitions activity within the industry.Within the interest-sensitive group, brokerage and asset management firms performed well due to a healthy economy and a strong U.S. stock market. Some insurance firms also gained value later in the reporting period when they were able to raise their rates following catastrophic hurricane losses.

4

On the other hand, automobile manufacturers within the consumer cyclicals area produced disappointing results. In addition to offering the wrong product mix — light trucks and SUVs at a time when consumers preferred smaller cars and hybrids — the major U.S. automakers have been saddled with high labor costs, steep health care expenditures and generous pension plans. Finally, cable television companies were hurt by higher costs for broadcasting rights as well as increased competition from telephone companies for broadband Internet service customers.

What is the fund's current strategy?

As an index fund, our strategy is to attempt to replicate the returns of the S&P 500 Index.Accordingly, as of October 31, 2005, the percentage of the fund's assets invested in each industry group closely approximated its representation in the S&P 500 Index. In our view, an investment in a broadly diversified index fund, such as Dreyfus S&P 500 Index Fund, may help investors in their efforts to manage stock market risk by limiting the impact on the overall portfolio of unexpected losses in any single industry group or holding.

November 15, 2005

1    Total return includes reinvestment of dividends and any capital gains paid. Past performance is no 
    guarantee of future results. Share price and investment return fluctuate such that upon redemption, 
    fund shares may be worth more or less than their original cost. Return figure provided reflects the 
    absorption of certain fund expenses by The Dreyfus Corporation pursuant to an agreement in 
    effect that may be extended, terminated or modified. Had these expenses not been absorbed, the 
    fund's return would have been lower. 
2    SOURCE: LIPPER INC. — Reflects reinvestment of dividends daily and, where applicable, 
    capital gain distributions.The Standard & Poor's 500 Composite Stock Price Index is a widely 
    accepted, unmanaged index of U.S. stock market performance. 
3    "Standard & Poor's®,""S&P®,""Standard & Poor's 500" and "S&P 500®" are trademarks of 
    The McGraw-Hill Companies, Inc., and have been licensed for use by the fund.The fund is not 
    sponsored, endorsed, sold or promoted by Standard & Poor's and Standard & Poor's makes no 
    representation regarding the advisability of investing in the fund. 

The Fund 5

FUND PERFORMANCE

Comparison of change in value of $10,000 investment in Dreyfus S&P 500 Index Fund and the Standard & Poor's 500 Composite Stock Price Index

Average Annual Total Returns as of 10/31/05         
    1 Year    5 Years    10 Years 
Fund    8.20%    (2.22)%    8.78% 

† Source: Lipper Inc.
Past performance is not predictive of future performance.The fund's performance shown in the graph and table does not
reflect the deduction of taxes that a shareholder would pay on fund distributions or the redemption of fund shares.
The above graph compares a $10,000 investment made in Dreyfus S&P 500 Index Fund on 10/31/95 to a
$10,000 investment made in the Standard & Poor's 500 Composite Stock Price Index (the "Index") on that date. All
dividends and capital gain distributions are reinvested.
The fund's performance shown in the line graph takes into account all applicable fees and expenses.The Index is a widely
accepted, unmanaged index of U.S. stock market performance and reflects the reinvestment of dividends daily.The Index does
not take into account charges, fees and other expenses. Further information relating to fund performance, including expense
reimbursements, if applicable, is contained in the Financial Highlights section of the prospectus and elsewhere in this report.
  6

UNDERSTANDING YOUR FUND'S EXPENSES (Unaudited)

As a mutual fund investor, you pay ongoing expenses, such as management fees and other expenses. Using the information below, you can estimate how these expenses affect your investment and compare them with the expenses of other funds.You also may pay one-time transaction expenses, including sales charges (loads) and redemption fees, which are not shown in this section and would have resulted in higher total expenses. For more information, see your fund's prospectus or talk to your financial adviser.

Review your fund's expenses

The table below shows the expenses you would have paid on a $1,000 investment in Dreyfus S&P 500 Index Fund from May 1, 2005 to October 31, 2005. It also shows how much a $1,000 investment would be worth at the close of the period, assuming actual returns and expenses.

Expenses and Value of a $1,000 Investment 
assuming actual returns for the six months ended October 31, 2005 
 
Expenses paid per $1,000 †    $ 2.58 
Ending value (after expenses)    $1,050.00 

COMPARING YOUR FUND'S EXPENSES WITH THOSE OF OTHER FUNDS (Unaudited)

Using the SEC's method to compare expenses

The Securities and Exchange Commission (SEC) has established guidelines to help investors assess fund expenses. Per these guidelines, the table below shows your fund's expenses based on a $1,000 investment, assuming a hypothetical 5% annualized return. You can use this information to compare the ongoing expenses (but not transaction expenses or total cost) of investing in the fund with those of other funds.All mutual fund shareholder reports will provide this information to help you make this comparison. Please note that you cannot use this information to estimate your actual ending account balance and expenses paid during the period.

Expenses and Value of a $1,000 Investment 
assuming a hypothetical 5% annualized return for the six months ended October 31, 2005 
 
Expenses paid per $1,000 †    $ 2.55 
Ending value (after expenses)    $1,022.68 

† Expenses are equal to the fund's annualized expense ratio of .50%; multiplied by the average account value over the period, multiplied by 184/365 (to reflect the one-half year period).

The Fund 7

  STATEMENT OF INVESTMENTS
October 31, 2005
Common Stocks—98.9%    Shares    Value ($) 
Consumer Cyclical—8.3%         
Albertson's    110,672 a    2,778,974 
Autonation    54,200 b    1,077,496 
Autozone    16,700 b    1,351,030 
Bed Bath & Beyond    88,800 a,b    3,598,176 
Best Buy    121,525    5,378,697 
Big Lots    34,200 a,b    395,694 
Brunswick    29,200    1,113,396 
Circuit City Stores    49,400    878,826 
Coach    114,200 b    3,674,956 
Cooper Tire & Rubber    18,400 a    251,344 
Costco Wholesale    143,900    6,959,004 
CVS    244,100    5,958,481 
Dana    45,159 a    339,144 
Darden Restaurants    40,350    1,308,147 
Dillard's, Cl. A    19,300    399,703 
Dollar General    96,408 a    1,874,172 
Eastman Kodak    86,200 a    1,887,780 
Family Dollar Stores    46,500    1,029,510 
Federated Department Stores    79,650    4,888,120 
Ford Motor    556,492 a    4,630,013 
Gap    174,025    3,007,152 
General Motors    169,800 a    4,652,520 
Genuine Parts    52,300    2,320,551 
Goodyear Tire & Rubber    52,900 a,b    827,356 
Harley-Davidson    82,400 a    4,081,272 
Harrah's Entertainment    55,100    3,332,448 
Hasbro    53,800 a    1,013,592 
Hilton Hotels    98,400    1,913,880 
Home Depot    642,803    26,380,635 
International Game Technology    102,400    2,712,576 
JC Penney    75,200    3,850,240 
Johnson Controls    57,800    3,933,290 
Jones Apparel Group    35,600    971,168 
Kohl's    103,500 b    4,981,455 
Kroger    217,400 b    4,326,260 
Limited Brands    104,900    2,099,049 

8

Common Stocks (continued)    Shares    Value ($) 
Consumer Cyclical (continued)         
Liz Claiborne    32,200    1,133,440 
Lowe's Cos.    234,100 a    14,226,257 
Marriott International, Cl. A    51,400    3,064,468 
Mattel    121,200 a    1,787,700 
Maytag    24,000    413,280 
McDonald's    375,400    11,862,640 
Navistar International    18,500 b    509,120 
Nike, Cl. B    57,400    4,824,470 
Nordstrom    66,500    2,304,225 
Office Depot    95,000 b    2,615,350 
OfficeMax    21,200    594,024 
Paccar    51,450 a    3,602,529 
RadioShack    40,300 a    890,630 
Reebok International    15,800    901,390 
Safeway    134,700    3,133,122 
Sears Holdings    30,662 b    3,687,105 
Southwest Airlines    208,018    3,330,368 
Staples    220,675    5,015,943 
Starbucks    230,800 a,b    6,527,024 
Starwood Hotels & Resorts Worldwide    65,400 a    3,821,322 
Supervalu    40,800    1,282,344 
Target    265,700    14,796,833 
Tiffany & Co.    42,800 a    1,686,320 
TJX Cos.    139,900    3,012,047 
VF    26,800    1,400,300 
Visteon    38,615    321,663 
Walgreen    307,000    13,947,010 
Wal-Mart Stores    750,100    35,487,231 
Wendy's International    34,700    1,621,184 
Whirlpool    20,100    1,577,850 
Yum! Brands    85,720 a    4,360,576 
        273,913,872 
Consumer Staples—7.6%         
Alberto-Culver    22,600    981,066 
Altria Group    623,300    46,778,665 
Anheuser-Busch Cos.    233,300    9,625,958 

The Fund 9

STATEMENT OF INVESTMENTS (continued)

Common Stocks (continued)    Shares    Value ($) 
Consumer Staples (continued)         
Archer-Daniels-Midland    195,360 a    4,760,923 
Avon Products    141,372 a    3,815,630 
Brown-Forman, Cl. B    24,900    1,577,166 
Campbell Soup    55,500    1,615,050 
Clorox    45,600 a    2,467,872 
Coca-Cola    623,600    26,677,608 
Coca-Cola Enterprises    90,500    1,710,450 
Colgate-Palmolive    156,000    8,261,760 
ConAgra Foods    155,500 a    3,618,485 
Constellation Brands, Cl. A    58,900 b    1,386,506 
Fortune Brands    43,800    3,327,486 
General Mills    109,900 a    5,303,774 
Hershey    55,100    3,131,333 
HJ Heinz    102,400    3,635,200 
Kellogg    76,900    3,396,673 
Kimberly-Clark    143,000    8,128,120 
McCormick & Co.    40,200    1,217,658 
Molson Coors Brewing, Cl. B    17,200    1,061,240 
Newell Rubbermaid    82,662 a    1,900,399 
Pactiv    45,000 b    886,500 
Pepsi Bottling Group    41,700 a    1,185,531 
PepsiCo    501,500    29,628,620 
Procter & Gamble    1,031,665    57,762,923 
Reynolds American    25,700 a    2,184,500 
Sara Lee    235,600    4,205,460 
Sysco    190,100    6,066,091 
Tyson Foods, Cl. A    75,500 a    1,343,900 
UST    49,400    2,044,666 
WM Wrigley Jr.    54,000    3,753,000 
        253,440,213 
Energy—9.6%         
Amerada Hess    24,000 a    3,002,400 
Anadarko Petroleum    70,932    6,434,242 
Apache    98,750    6,303,212 
Baker Hughes    102,290 a    5,621,858 
BJ Services    96,800    3,363,800 
Burlington Resources    114,390    8,261,246 

10

Common Stocks (continued)    Shares    Value ($) 
Energy (continued)         
CenterPoint Energy    92,966 a    1,230,870 
Chevron    676,326    38,597,925 
ConocoPhillips    418,040    27,331,455 
Devon Energy    136,100    8,217,718 
El Paso    197,975 a    2,347,983 
EOG Resources    72,100    4,886,938 
Exxon Mobil    1,893,476    106,299,743 
Halliburton    152,600 a    9,018,660 
Kerr-McGee    34,665    2,947,912 
KeySpan    52,300 a    1,808,011 
Kinder Morgan    28,700 a    2,608,830 
Marathon Oil    109,875    6,610,080 
Murphy Oil    49,300    2,309,705 
Nabors Industries    47,300 b    3,246,199 
National Oilwell Varco    52,100 a,b    3,254,687 
Nicor    13,300 a    521,360 
NiSource    81,800    1,934,570 
Noble    41,100    2,646,018 
Occidental Petroleum    120,100    9,473,488 
Peoples Energy    11,500    427,800 
Rowan Cos.    32,700    1,078,773 
Schlumberger    176,700    16,039,059 
Sempra Energy    76,966    3,409,594 
Sunoco    41,000    3,054,500 
Transocean    98,700 a,b    5,674,263 
Valero Energy    91,800    9,661,032 
Weatherford International    41,600 b    2,604,160 
Williams Cos.    171,800    3,831,140 
XTO Energy    108,500    4,715,410 
        318,774,641 
Health Care—12.9%         
Abbott Laboratories    466,800    20,095,740 
Aetna    87,058    7,709,856 
Allergan    39,300 a    3,509,490 
AmerisourceBergen    31,200    2,379,624 
Amgen    370,512 b    28,069,989 
Applera—Applied Biosystems Group    58,700    1,424,649 

The Fund 11

STATEMENT OF INVESTMENTS (continued)

Common Stocks (continued)    Shares    Value ($) 
Health Care (continued)         
Bausch & Lomb    16,100    1,194,459 
Baxter International    186,900 a    7,145,187 
Becton, Dickinson & Co.    75,100    3,811,325 
Biogen Idec    101,585 b    4,127,399 
Biomet    74,975 a    2,611,379 
Boston Scientific    177,300 b    4,453,776 
Bristol-Myers Squibb    587,400    12,435,258 
Cardinal Health    128,225    8,015,345 
Caremark Rx    135,100 b    7,079,240 
Chiron    32,700 a,b    1,443,378 
Cigna    38,600    4,472,582 
Coventry Health Care    48,300 b    2,607,717 
CR Bard    31,600    1,971,208 
Eli Lilly & Co.    340,500    16,953,495 
Express Scripts    44,600 a,b    3,363,286 
Fisher Scientific International    36,600 a,b    2,067,900 
Forest Laboratories    102,100 b    3,870,611 
Genzyme    77,100 b    5,574,330 
Gilead Sciences    136,900 b    6,468,525 
Guidant    99,100    6,243,300 
HCA    135,750    6,541,793 
Health Management Associates, Cl. A    74,200    1,588,622 
Hospira    47,970 b    1,911,604 
Humana    48,800 b    2,166,232 
Johnson & Johnson    893,318    55,939,573 
King Pharmaceuticals    72,566 b    1,119,693 
Laboratory Corp. of America Holdings    40,600 b    1,958,950 
Manor Care    23,800 a    886,550 
McKesson    92,577 a    4,205,773 
Medco Health Solutions    91,391 b    5,163,591 
Medimmune    74,000 b    2,588,520 
Medtronic    363,700 a    20,607,242 
Merck & Co.    659,400    18,608,268 
Millipore    15,500 b    948,910 
Mylan Laboratories    65,600 a    1,260,176 
Patterson Cos.    41,400 a,b    1,713,132 

12

Common Stocks (continued)    Shares    Value ($) 
Health Care (continued)         
PerkinElmer    39,100    862,937 
Pfizer    2,213,409    48,119,512 
Quest Diagnostics    50,000    2,335,500 
Schering-Plough    443,400 a    9,018,756 
St. Jude Medical    109,500 b    5,263,665 
Stryker    87,200 a    3,581,304 
Tenet Healthcare    140,750 a,b    1,185,115 
Thermo Electron    48,500 b    1,464,215 
UnitedHealth Group    379,300    21,957,677 
Waters    34,500 b    1,248,900 
Watson Pharmaceuticals    31,300 a,b    1,081,728 
WellPoint    184,300 b    13,763,524 
Wyeth    402,800    17,948,768 
Zimmer Holdings    74,320 b    4,739,386 
        428,878,664 
Interest Sensitive—24.0%         
ACE    95,200    4,959,920 
Aflac    150,700    7,200,446 
Allstate    197,200    10,410,188 
AMBAC Financial Group    32,150 a    2,279,113 
American Express    372,700    18,549,279 
American International Group    779,379    50,503,759 
Ameriprise Financial    74,560    2,775,123 
AmSouth Bancorporation    105,200    2,654,196 
AON    95,675 a    3,238,599 
Apartment Investment & Management, Cl. A    28,700    1,102,080 
Archstone-Smith Trust    63,600    2,580,252 
Bank of America    1,206,608    52,777,034 
Bank of New York    233,800    7,315,602 
BB&T    164,400    6,960,696 
Bear Stearns Cos.    33,772    3,573,078 
Capital One Financial    86,700    6,619,545 
Charles Schwab    312,100    4,743,920 
Chubb    59,600 a    5,541,012 
Cincinnati Financial    52,485 a    2,233,237 
CIT Group    60,600    2,771,238 

The Fund 13

STATEMENT OF INVESTMENTS (continued)

Common Stocks (continued)    Shares    Value ($) 
Interest Sensitive (continued)         
Citigroup    1,552,617    71,078,806 
Comerica    50,200    2,900,556 
Compass Bancshares    37,300    1,818,748 
Countrywide Financial    178,600    5,674,122 
E*Trade Financial    111,300 b    2,064,615 
Equity Office Properties Trust    123,300    3,797,640 
Equity Residential    86,200    3,383,350 
Fannie Mae    290,700    13,814,064 
Federated Investors, Cl. B    25,400    889,254 
Fifth Third Bancorp    166,967    6,707,064 
First Horizon National    37,600    1,454,368 
Franklin Resources    44,600    3,941,302 
Freddie Mac    207,500    12,730,125 
General Electric    3,183,500    107,952,485 
Golden West Financial    76,700    4,504,591 
Goldman Sachs Group    139,600 a    17,641,252 
H&R Block    97,500 a    2,423,850 
Hartford Financial Services Group    89,900    7,169,525 
Huntington Bancshares/OH    69,274    1,611,313 
Janus Capital Group    66,900 a    1,174,095 
Jefferson-Pilot    40,425    2,218,524 
JPMorgan Chase & Co.    1,054,941    38,631,939 
Keycorp    122,900    3,962,296 
Lehman Brothers Holdings    81,700    9,777,039 
Lincoln National    51,800    2,621,598 
Loews    40,700    3,784,286 
M&T Bank    24,300    2,614,194 
Marsh & McLennan Cos.    160,700    4,684,405 
Marshall & Ilsley    62,200    2,672,112 
MBIA    40,300 a    2,347,072 
MBNA    377,737    9,658,735 
Mellon Financial    125,600    3,980,264 
Merrill Lynch & Co.    278,200    18,010,668 
Metlife    227,200 a    11,225,952 
MGIC Investment    27,900    1,652,796 
Morgan Stanley    326,160    17,746,366 

14

Common Stocks (continued)    Shares    Value ($) 
Interest Sensitive (continued)         
National City    170,800    5,504,884 
North Fork Bancorporation    143,650    3,640,091 
Northern Trust    55,700    2,985,520 
Plum Creek Timber    55,200    2,147,280 
PNC Financial Services Group    87,300    5,299,983 
Principal Financial Group    84,000 a    4,168,920 
Progressive    59,200 a    6,855,952 
Prologis    74,200    3,190,600 
Prudential Financial    154,100    11,216,939 
Public Storage    24,800 a    1,641,760 
Regions Financial    138,290 a    4,501,340 
Safeco    37,600    2,094,320 
Simon Property Group    55,000 a    3,939,100 
SLM    125,400 a    6,963,462 
Sovereign Bancorp    108,600    2,342,502 
St. Paul Travelers Cos.    202,812    9,132,624 
State Street    99,400    5,489,862 
SunTrust Banks    108,900    7,893,072 
Synovus Financial    93,650    2,572,565 
T Rowe Price Group    39,000    2,555,280 
Torchmark    31,300    1,653,579 
UnumProvident    89,495 a    1,815,854 
US Bancorp    548,853    16,235,072 
Vornado Realty Trust    35,400    2,867,400 
Wachovia    473,676    23,930,112 
Washington Mutual    299,574 a    11,863,130 
Wells Fargo & Co.    506,900    30,515,380 
XL Capital, Cl. A    42,200    2,703,332 
Zions Bancorporation    27,100 a    1,991,037 
        794,818,640 
Producer Goods—10.2%         
Air Products & Chemicals    66,600    3,812,184 
Alcoa    261,948    6,362,717 
Allegheny Technologies    25,277 a    725,703 
American Power Conversion    51,400    1,099,446 
American Standard Cos.    55,100    2,096,004 

The Fund 15

STATEMENT OF INVESTMENTS (continued)

Common Stocks (continued)    Shares    Value ($) 
Producer Goods (continued)         
Ashland    22,300    1,193,273 
Avery Dennison    33,200    1,880,780 
Ball    32,800    1,291,336 
Bemis    32,100    848,082 
Black & Decker    24,200    1,987,546 
Boeing    246,398    15,927,167 
Burlington Northern Santa Fe    112,100    6,956,926 
Caterpillar    203,200    10,686,288 
Centex    38,500    2,477,475 
Cooper Industries, Cl. A    27,800    1,970,742 
CSX    65,200    2,986,812 
Cummins    14,000 a    1,195,180 
Deere & Co.    72,400    4,393,232 
Dover    60,800    2,369,984 
Dow Chemical    289,663    13,283,945 
DR Horton    81,700    2,507,373 
E I Du Pont de Nemours & Co.    298,712    12,453,303 
Eastman Chemical    24,500    1,292,620 
Eaton    44,300    2,606,169 
Ecolab    55,300    1,829,324 
Emerson Electric    124,100    8,631,155 
Engelhard    36,100    981,920 
FedEx    90,920 a    8,358,276 
Fluor    26,000    1,653,600 
Freeport-McMoRan Copper & Gold, Cl. B    53,300 a    2,634,086 
General Dynamics    60,400    7,024,520 
Georgia-Pacific    78,167    2,542,773 
Goodrich    36,500 a    1,316,555 
Hercules    33,900 b    377,646 
Honeywell International    256,825    8,783,415 
Illinois Tool Works    62,700    5,314,452 
Ingersoll-Rand, Cl. A    101,300    3,828,127 
International Flavors & Fragrances    24,500    808,255 
International Paper    147,253    4,296,843 
ITT Industries    27,800    2,824,480 
KB Home    23,300 a    1,522,655 

16

Common Stocks (continued)    Shares    Value ($) 
Producer Goods (continued)         
L-3 Communications Holdings    35,600    2,770,392 
Leggett & Platt    56,600 a    1,134,264 
Lennar, Cl. A    40,200 a    2,234,316 
Lockheed Martin    109,300    6,619,208 
Louisiana-Pacific    33,300    830,169 
Masco    129,300 a    3,685,050 
MeadWestvaco    55,211    1,447,632 
Molex    43,500    1,100,985 
Monsanto    80,664    5,082,639 
Newmont Mining    134,025 a    5,709,465 
Norfolk Southern    121,500    4,884,300 
Northrop Grumman    107,190    5,750,744 
Nucor    46,900    2,806,965 
Pall    37,400    978,384 
Parker Hannifin    35,950    2,253,346 
Phelps Dodge    29,095    3,505,075 
PPG Industries    51,000 a    3,058,470 
Praxair    97,100    4,797,711 
Pulte Homes    64,400    2,433,676 
Raytheon    135,500    5,006,725 
Rockwell Automation    54,500 a    2,896,675 
Rockwell Collins    53,100    2,433,042 
Rohm & Haas    43,615    1,898,561 
Sealed Air    24,932 b    1,254,329 
Sherwin-Williams    34,200    1,455,210 
Sigma-Aldrich    20,300 a    1,293,110 
Snap-On    17,400 a    626,748 
Stanley Works    21,813    1,045,497 
Temple-Inland    33,900    1,248,537 
Textron    40,200    2,896,008 
3M    229,800    17,460,204 
Tyco International    607,771    16,039,077 
Union Pacific    79,200    5,479,056 
United Parcel Service, Cl. B    332,500    24,252,550 
United States Steel    34,300 a    1,252,979 
United Technologies    307,700    15,778,856 

The Fund 17

STATEMENT OF INVESTMENTS (continued)

Common Stocks (continued)    Shares        Value ($) 
Producer Goods (continued)             
Vulcan Materials    30,700        1,995,500 
Weyerhaeuser    73,600        4,661,824 
WW Grainger    22,700    a    1,520,446 
            336,710,094 
Services—6.3%             
Affiliated Computer Services, Cl. A    37,700    b    2,039,947 
Allied Waste Industries    65,500    a,b    533,170 
Alltel    114,700        7,095,342 
Apollo Group, Cl. A    43,900    b    2,766,578 
Automatic Data Processing    174,200        8,128,172 
Carnival    129,600        6,437,232 
Cendant    314,270        5,474,583 
Cintas    41,500    a    1,683,655 
Clear Channel Communications    163,000        4,958,460 
Comcast, Cl. A    659,518    b    18,354,386 
Computer Sciences    55,500    a,b    2,844,375 
Convergys    42,100    b    684,125 
Dow Jones & Co.    17,700    a    600,207 
Electronic Data Systems    155,800    a    3,631,698 
Equifax    39,100        1,347,777 
First Data    231,746        9,374,126 
Fiserv    56,450    b    2,465,736 
Gannett    73,300        4,592,978 
IMS Health    67,800        1,574,994 
Interpublic Group of Cos.    127,000    a,b    1,311,910 
Knight-Ridder    20,800    a    1,110,304 
McGraw-Hill Cos.    112,300        5,495,962 
Meredith    12,600        628,740 
Monster Worldwide    36,600    a,b    1,200,846 
Moody's    75,900    a    4,042,434 
New York Times, Cl. A    43,600    a    1,187,664 
News, Cl. A    735,700        10,483,725 
Omnicom Group    54,700        4,537,912 
Paychex    99,975    a    3,875,031 
Robert Half International    50,800        1,873,504 
RR Donnelley & Sons    64,500    a    2,258,790 

18

Common Stocks (continued)    Shares    Value ($) 
Services (continued)         
Ryder System    19,300 a    765,631 
Sabre Holdings, Cl. A    39,421    769,892 
Sprint Nextel    880,845    20,532,497 
Time Warner    1,409,750    25,135,843 
Tribune    79,600 a    2,508,196 
Unisys    102,300 b    522,753 
Univision Communications, Cl. A    69,100 a,b    1,806,274 
Viacom, Cl. B    476,124    14,745,560 
Walt Disney    603,700    14,712,169 
Waste Management    168,800    4,981,288 
        209,074,466 
Technology—14.6%         
ADC Telecommunications    34,971 a,b    610,244 
Adobe Systems    147,600 a    4,760,100 
Advanced Micro Devices    119,600 a,b    2,777,112 
Agilent Technologies    148,416 b    4,750,796 
Altera    111,900 b    1,863,135 
Analog Devices    111,800 a    3,888,404 
Andrew    48,750 a,b    517,725 
Apple Computer    249,200 b    14,351,428 
Applied Materials    487,300    7,981,974 
Applied Micro Circuits    91,700 b    223,748 
Autodesk    68,600 a    3,095,918 
Avaya    127,380 a,b    1,467,418 
BMC Software    65,500 a,b    1,283,145 
Broadcom, Cl. A    84,900 b    3,604,854 
Ciena    173,600 b    411,432 
Cisco Systems    1,919,200 b    33,490,040 
Citrix Systems    51,200 b    1,411,584 
Computer Associates International    139,129    3,891,438 
Compuware    116,500 b    942,485 
Comverse Technology    60,500 a,b    1,518,550 
Corning    442,100 b    8,881,789 
Danaher    71,400 a    3,719,940 
Dell    720,000 b    22,953,600 
eBay    333,400 b    13,202,640 

The Fund 19

STATEMENT OF INVESTMENTS (continued)

Common Stocks (continued)    Shares    Value ($) 
Technology (continued)         
Electronic Arts    91,100 b    5,181,768 
EMC/Massachusetts    723,900 b    10,105,644 
Freescale Semiconductor, Cl. B    121,649 b    2,904,978 
Gateway    79,100 a,b    225,435 
Hewlett-Packard    860,366    24,124,663 
Intel    1,829,800    43,000,300 
International Business Machines    479,200    39,236,896 
Intuit    54,400 b    2,498,592 
Jabil Circuit    51,600 b    1,540,260 
JDS Uniphase    495,000 a,b    1,039,500 
Kla-Tencor    59,300 a    2,744,997 
Lexmark International, Cl. A    35,700 a,b    1,482,264 
Linear Technology    92,100 a    3,058,641 
LSI Logic    117,300 a,b    951,303 
Lucent Technologies    1,334,870 a,b    3,804,379 
Maxim Integrated Products    98,500    3,415,980 
Mercury Interactive    26,000 a,b    904,540 
Micron Technology    185,000 b    2,403,150 
Microsoft    2,766,700    71,104,190 
Motorola    741,495    16,431,529 
National Semiconductor    103,100 a    2,333,153 
NCR    55,800 b    1,686,276 
Network Appliance    110,500 b    3,023,280 
Novell    114,700 a,b    874,014 
Novellus Systems    41,600 a,b    909,376 
Nvidia    50,700 a,b    1,700,985 
Oracle    1,132,600 b    14,361,368 
Parametric Technology    81,800 a,b    532,518 
Pitney Bowes    68,700    2,890,896 
PMC-Sierra    54,700 a,b    388,370 
QLogic    27,200 a,b    820,352 
Qualcomm    489,600    19,466,496 
Sanmina-SCI    157,800 b    575,970 
Scientific-Atlanta    46,000    1,630,240 

  20
Common Stocks (continued)    Shares    Value ($) 
Technology (continued)         
Siebel Systems    156,900    1,623,915 
Solectron    292,000 b    1,030,760 
Sun Microsystems    1,024,100 b    4,096,400 
Symantec    359,739 b    8,579,775 
Symbol Technologies    70,459 a    584,810 
Tektronix    25,400    583,692 
Tellabs    134,400 a,b    1,284,864 
Teradyne    59,100 b    800,214 
Texas Instruments    487,400    13,915,270 
Xerox    288,100 a,b    3,909,517 
Xilinx    105,000 a    2,514,750 
Yahoo!    376,600 a,b    13,922,902 
        481,798,671 
Utilities—5.4%         
AES    196,200 b    3,117,618 
Allegheny Energy    48,900 a,b    1,381,914 
Ameren    61,200 a    3,219,120 
American Electric Power    118,060    4,481,558 
AT&T    240,840    4,763,815 
BellSouth    550,300    14,318,806 
Calpine    170,600 a,b    406,028 
CenturyTel    39,000    1,276,470 
Cinergy    59,700 a    2,382,030 
Citizens Communications    103,100    1,261,944 
CMS Energy    65,800 b    981,078 
Consolidated Edison    73,400 a    3,339,700 
Constellation Energy Group    53,400    2,926,320 
Dominion Resources/VA    102,308    7,783,593 
DTE Energy    53,400 a    2,306,880 
Duke Energy    278,188 a    7,366,418 
Dynegy, Cl. A    86,000 b    381,840 
Edison International    97,800    4,279,728 
Entergy    62,300    4,405,856 
Exelon    201,350    10,476,241 

The Fund 21

STATEMENT OF INVESTMENTS (continued)

Common Stocks (continued)    Shares    Value ($) 
Utilities (continued)         
FirstEnergy    99,102    4,707,345 
FPL Group    118,300    5,093,998 
PG & E    112,000    4,074,560 
Pinnacle West Capital    29,700    1,240,272 
PPL    114,000    3,572,760 
Progress Energy    75,469 a    3,289,694 
Public Service Enterprise Group    71,800    4,515,502 
Qwest Communications International    458,000 a,b    1,996,880 
SBC Communications    992,198 a    23,663,922 
Southern    224,300    7,848,257 
TECO Energy    62,400    1,079,520 
TXU    72,097    7,263,773 
Verizon Communications    830,456    26,167,669 
Xcel Energy    120,910 a    2,216,280 
        177,587,389 
Total Common Stocks         
(cost $2,426,617,874)        3,274,996,650 

    Principal     
Short-Term Investments—1.1%    Amount ($)    Value ($) 
Repurchase Agreement—1.0%         
Greenwich Capital Markets,         
3.92%, dated 10/31/2005, due 11/1/2005     
in the amount of $32,803,572         
(fully collateralized by $32,225,000 of     
Federal Home Loan Mortgage Corp., Notes,     
4.875%-5.625%, due 3/15/2007-3/15/2011,     
value $33,456,712)    32,800,000    32,800,000 
U.S. Treasury Bills—.1%         
3.43%, 11/10/2005    2,100,000 c    2,098,257 
3.74%, 1/19/2006    868,000 c    860,891 
        2,959,148 
Total Short-Term Investments         
(cost $35,759,075)        35,759,148 
Total Unaffiliated         
(cost $2,462,376,949)        3,310,755,798 

  22
Investment of Cash Collateral         
for Securities Loaned—4.1%    Shares    Value ($) 
Registered Investment Company;         
Dreyfus Institutional Cash Advantage Plus Fund         
(cost $135,175,839)    135,175,839 d    135,175,839 
Total Investments (cost $2,597,552,788)    104.1%    3,445,931,637 
Liabilities, Less Cash and Receivables    (4.1%)    (134,970,539) 
Net Assets    100.0%    3,310,961,098 

a All or a portion of these securities are on loan. At October 31, 2005, the total market value of the fund's securities 
on loan is $138,057,543, and the total market value of the collateral held by the fund is $141,964,159, consisting 
of cash collateral of $135,175,839 and U.S. Government and agency securities valued at $6,788,320. 
b Non-income producing. 
c Partially held by the broker in a segregated account as collateral for open financial futures positions. 
d Investment in affiliated money market mutual fund. 

Portfolio Summary †             
 
    Value (%)        Value (%) 
Interest Sensitive    24.0    Consumer Staples    7.6 
Technology    14.6    Services    6.3 
Health Care    12.9    Utilities    5.4 
Producer Goods    10.2    Short-Term/     
Energy    9.6    Money Market Investments    5.2 
Consumer Cyclical    8.3        104.1 

  † Based on net assets.
See notes to financial statements.

The Fund 23

STATEMENT OF FINANCIAL FUTURES
October 31, 2005
        Market Value        Unrealized 
        Covered by        Appreciation 
    Contracts    Contracts ($)    Expiration    at 10/31/2005 ($) 
 
Financial Futures Long                 
Standard & Poor's 500    134    40,528,300    December 2005    914,900 

See notes to financial statements.

  24
STATEMENT OF ASSETS AND LIABILITIES
October 31, 2005
    Cost    Value 
Assets ($):         
Investments in securities—         
See Statement of Investments (including securities     
on loan, valued at $138,057,543—Note 1(b):     
Unaffiliated issuers    2,462,376,949    3,310,755,798 
Affiliated issuers    135,175,839    135,175,839 
Cash        2,011,383 
Dividends and interest receivable        3,046,900 
Receivable for shares of Common Stock subscribed    1,651,661 
Receivable for futures variation margin—Note 4    331,600 
        3,452,973,181 
Liabilities ($):         
Due to The Dreyfus Corporation and affiliates—Note 3(b)    1,394,420 
Liability for securities loaned—Note 1(b)    135,175,839 
Payable for shares of Common Stock redeemed    5,441,824 
        142,012,083 
Net Assets ($)        3,310,961,098 
Composition of Net Assets ($):         
Paid-in capital        2,551,866,113 
Accumulated undistributed investment income—net    33,086,159 
Accumulated net realized gain (loss) on investments    (123,284,923) 
Accumulated net unrealized appreciation (depreciation)     
on investments [including $914,900 net unrealized     
appreciation on financial futures]        849,293,749 
Net Assets ($)        3,310,961,098 
Shares Outstanding         
(200 million shares of $.001 par value Common Stock authorized)    93,262,017 
Net Asset Value, offering and redemption price per share—Note 3(c) ($)    35.50 

See notes to financial statements.

The Fund 25

  STATEMENT OF OPERATIONS
Year Ended October 31, 2005
Investment Income ($):     
Income:     
Cash dividends    68,554,437 
Interest    799,661 
Income on securities lending    244,374 
Total Income    69,598,472 
Expenses:     
Management fee—Note 3(a)    8,278,647 
Shareholder servicing costs—Note 3(b)    8,278,647 
Loan commitment fees—Note 2    20,382 
Interest expense—Note 2    8,785 
Total Expenses    16,586,461 
Investment Income—Net    53,012,011 
Realized and Unrealized Gain (Loss) on Investments—Note 4 ($): 
Net realized gain (loss) on investments    67,246,194 
Net realized gain (loss) on financial futures    3,220,923 
Net Realized Gain (Loss)    70,467,117 
Net change in unrealized appreciation (depreciation)     
on investments [including $605,725 net change     
in unrealized appreciation on financial futures]    133,060,815 
Net Realized and Unrealized Gain (Loss) on Investments    203,527,932 
Net Increase in Net Assets Resulting from Operations    256,539,943 

See notes to financial statements.

  26

STATEMENT OF CHANGES IN NET ASSETS

See notes to financial statements.

The Fund 27

FINANCIAL HIGHLIGHTS

The following table describes the performance for the fiscal periods indicated. Total return shows how much your investment in the fund would have increased (or decreased) during each period, assuming you had reinvested all dividends and distributions.These figures have been derived from the fund's financial statements.

            Year Ended October 31,     
    2005    2004    2003    2002    2001 
Per Share Data ($):                     
Net asset value,                     
beginning of period    33.30    30.91    26.01    31.08    41.95 
Investment Operations:                     
Investment income—net a    .56    .39    .35    .32    .32 
Net realized and unrealized                     
gain (loss) on investments    2.16    2.35    4.86    (5.08)    (10.88) 
Total from Investment Operations    2.72    2.74    5.21    (4.76)    (10.56) 
Distributions:                     
Dividends from                     
investment income—net    (.52)    (.35)    (.31)    (.31)    (.31) 
Net asset value, end of period    35.50    33.30    30.91    26.01    31.08 
Total Return (%)    8.20    8.93    20.22    (15.54)    (25.31) 
Ratios/Supplemental Data (%):                     
Ratio of total expenses                     
to average net assets    .50    .50    .52    .50    .50 
Ratio of net investment income                     
to average net assets    1.60    1.21    1.27    1.05    .88 
Portfolio Turnover Rate    7.24    1.87    2.17    4.42    1.89 
Net Assets, end of period                     
($ x 1,000)    3,310,961    3,116,177    2,803,280    2,185,380    2,514,308 

a Based on average shares outstanding at each month end.
See notes to financial statements.
28

NOTES TO FINANCIAL STATEMENTS

NOTE 1—Significant Accounting Policies:

Dreyfus S&P 500 Index Fund (the "fund") is a separate non-diversified series of Dreyfus Index Funds, Inc. (the "Company") which is registered under the Investment Company Act of 1940, as amended (the "Act"), as an open-end management investment company and operates as a series company currently offering three series including the fund.The fund's investment objective is to match the performance of the Standard & Poor's 500 Composite Stock Price Index. The Dreyfus Corporation ("the Manager") serves as the fund's investment adviser.The Manager is a wholly-owned subsidiary of Mellon Financial Corporation ("Mellon Financial"). Dreyfus Service Corporation (the "Distributor"), a wholly-owned subsidiary of the Manager, is the distributor of the fund's shares, which are sold to the public without a sales charge.

The fund's financial statements are prepared in accordance with U.S. generally accepted accounting principles, which require the use of management estimates and assumptions. Actual results could differ from those estimates.

In the normal course of business, the fund may enter into contracts and agreements that contain a variety of representations and warranties, which provide general indemnifications. The maximum exposure to the fund under these arrangements is unknown, as this would involve future claims that may be made against the fund that have not yet occurred. However, based on experience, the fund expects the risks of loss to be remote.

(a) Portfolio valuation: Investments in securities are valued at the last sales price on the securities exchange or national securities market on which such securities are primarily traded. Securities listed on the National Market System for which market quotations are available are valued at the official closing price or, if there is no official closing price that day, at the last sales price. Securities not listed on an exchange or the national securities market, or securities for which there were no transactions, are valued at the average of the most recent bid and asked prices where the asked price is used for valuation purposes. Bid price is used

The Fund 29

NOTES TO FINANCIAL STATEMENTS (continued)

when no asked price is available. Investments in registered investment companies are valued at their net asset value.When market quotations or official closing prices are not readily available, or are determined not to reflect accurately fair value, such as when the value of a security has been significantly affected by events after the close of the exchange or market on which the security is principally traded (for example, a foreign exchange or market), but before the fund calculates its net asset value, the fund may value these investments at fair value as determined in accordance with the procedures approved by the fund's Board of Directors. Fair valuing of securities may be determined with the assistance of a pricing service using calculations based on indices of domestic securities and other appropriate indicators, such as prices of relevant ADR's and futures contracts. For other securities that are fair valued by the funds Board of Directors, certain factors may be considered such as: fundamental analytical data, the nature and duration of restrictions on disposition, an evaluation of the forces that influence the market in which the securities are purchased and sold, and public trading in similar securities of the issuer or comparable issuers. Financial futures are valued at the last sales price on the principle exchange.

(b) Securities transactions and investment income: Securities transactions are recorded on a trade date basis. Realized gain and loss from securities transactions are recorded on the identified cost basis. Dividend income is recognized on the ex-dividend date and interest income, including, where applicable, accretion of discount and amortization of premium on investments, is accrued as earned.

Pursuant to a securities lending agreement with Mellon Bank N.A., an affiliate of the Manager, the fund may lend securities to qualified institutions. It is the fund's policy, that at origination, all loans are secured by collateral of at least 102% of the value of U.S. securities loaned and 105% of the value of foreign securities loaned. Collateral equivalent to at least 100% of the market value of securities on loan is maintained at all times. Cash collateral is invested in certain money market mutual funds managed by the Manager.The fund is entitled to

30

receive all income on securities loaned, in addition to income earned as a result of the lending transaction.Although each security loaned is fully collateralized, the fund bears the risk of delay in recovery of, or loss of rights in, the securities loaned should a borrower fail to return the securities in a timely manner. During the period ended October 31, 2005, pursuant to the security lending agreement, Mellon Bank, N.A. earned revenues of $104,732 from the fund.

The fund may engage in repurchase agreement transactions. Under the terms of a typical repurchase agreement, the fund, through its custodian and sub-custodian, takes possession of an underlying debt obligation in exchange for cash subject to an obligation of the seller to repurchase, and the fund to resell, the obligation at an agreed-upon price and time, thereby determining the yield during the fund's holding period. This arrangement results in a fixed rate of return that is not subject to market fluctuations during the fund's holding period. It is the fund's policy that the value of the collateral (debt obligation) is at least equal, at all times, to the total amount of the repurchase obligation, including interest. In the event of a counter party default, the fund has the right to use the collateral to offset losses incurred. There is potential loss to the fund in the event the fund is delayed or prevented from exercising its rights to dispose of the collateral securities, including the risk of a possible decline in the value of the collateral securities during the period while the fund seeks to assert its rights.The Manager, acting under the supervision of the Board of Directors, reviews the value of the collateral and the creditworthiness of those banks and dealers with which the fund enters into repurchase agreements to evaluate potential risks.

(c) Affiliated issuers: Investments in other investment companies advised by the Manager are defined as "affiliated" in the Act.

(d) Dividends to shareholders: Dividends are recorded on the ex-dividend date. Dividends from investment income-net and dividends from net realized capital gain, if any, are normally declared and paid annually,

The Fund 31

NOTES TO FINANCIAL STATEMENTS (continued)

but the fund may make distributions on a more frequent basis to comply with the distribution requirements of the Internal Revenue Code of 1986, as amended (the "Code").To the extent that net realized capital gain, if any, can be offset by capital loss carryovers, it is the policy of the fund not to distribute such gain. Income and capital gain distributions are determined in accordance with income tax regulations, which may differ from U.S. generally accepted accounting principles.

(e) Federal income taxes: It is the policy of the fund to continue to qualify as a regulated investment company, if such qualification is in the best interests of its shareholders, by complying with the applicable provisions of the Code, and to make distributions of taxable income sufficient to relieve it from substantially all federal income and excise taxes.

At October 31, 2005, the components of accumulated earnings on a tax basis were as follows: undistributed ordinary income $32,916,163, accumulated capital losses $68,985,526 and unrealized appreciation $795,164,348.

The accumulated capital loss carryover is available to be applied against future net securities profits, if any, realized subsequent to October 31, 2005. If not applied, $67,358,094 of the carryover expires in fiscal 2010 and $1,627,432 expires in fiscal 2011.

The tax character of distributions paid to shareholders during the fiscal periods ended October 31, 2005 and October 31, 2004, were as follows: ordinary income $48,499,041 and $31,500,224 respectively.

During the period ended October 31, 2005, as a result of permanent book to tax differences, primarily due to the tax treatment for real estate investment trusts, the fund decreased accumulated undistributed investment income-net by $212,535 and increased accumulated net realized gain (loss) on investments by the same amount. Net assets were not affected by this reclassification.

32

NOTE 2—Bank Line of Credit:

The fund participates with other Dreyfus-managed funds in a $350 million redemption credit facility (the "Facility") to be utilized for temporary or emergency purposes, including the financing of redemptions. In connection therewith, the fund has agreed to pay commitment fees on its pro rata portion of the Facility. Interest is charged to the fund based on prevailing market rates in effect at the time of borrowings.

The average daily amount of borrowings outstanding under the Facility during the period ended October 31, 2005, was approximately $255,000 with a related weighted average annualized interest rate of 3.44% .

NOTE 3—Management Fee and Other Transactions With Affiliates:

(a) Pursuant to an Investment Management Agreement ("Agreement") with the Manager, the management fee is computed at the annual rate of .25% of the value of the fund's average daily net assets, and is payable monthly. Under the terms of the Agreement, the Manager has agreed to pay all the expenses of the fund, except management fees, brokerage commissions, taxes, interest, commitment fees, Shareholder Services Plan fees, fees and expenses of non-interested Board members (including counsel fees) and extraordinary expenses. In addition, the Manager is required to reduce its fees in an amount equal to the fund's allocable portion of fees and expenses of the non-interested Board members (including counsel fees). Each Board member also serves as a Board member of other funds within the Dreyfus complex (collectively, the "Fund Group"). Effective September 27, 2005, each Board member receives an annual fee of $40,000, an attendance fee of $5,000 for each in-person meeting and $500 for telephone meetings. Prior to September 27, 2005, each Board member received an annual fee of $25,000, an attendance fee of $4,000 for each in-person meeting and

The Fund 33

NOTES TO FINANCIAL STATEMENTS (continued)

$500 for telephone meetings. The chairman of the Board receives an additional 25% of such compensation (with the exception of reimburseable amounts). Subject to the Company's Emeritus Program Guidelines, Emeritus Board Members, if any, receive 50% of the annual retainer fee and per meeting fee paid at the time the Board member achieves emeritus status. All Board fees are allocated among the funds in the Fund Group in proportion to each fund's relative net assets. Amounts required to be paid by the Company directly to the non-interested Board members, that were applied to offset a portion of the management fee payable to the Manager, were in fact paid directly by the Manager to the non-interested Board members. All Board fees are allocated among the funds in the Fund Group in proportion to each fund's relative net assets.

(b) Under the Shareholder Services Plan, the fund pays the Distributor for the provision of certain services a fee, at the annual rate of .25% of the value of the fund's average daily net assets. The services provided may include personal services relating to shareholder accounts, such as answering shareholder inquiries regarding the fund and providing reports and other information, and services related to the maintenance of shareholder accounts. The Distributor may make payments to Service Agents (a securities dealer, financial institution or other industry professional) in respect of these services. The Distributor determines the amounts to be paid to Service Agents. During the period ended October 31, 2005, the fund was charged $8,278,647 pursuant to the Shareholder Services Plan.

The components of Due to The Dreyfus Corporation and affiliates in the Statement of Assets and Liabilities consist of: management fees $697,210 and shareholder services plan fees $697,210.

(c) A 1% redemption fee is charged and retained by the fund on certain shares redeemed within six months following the date of issuance, including redemptions made through the use of the fund's exchange

34

privilege. During the period ended October 31, 2005, redemption fees charged and retained by the fund amounted to $25,034. Cost of shares redeemed in the Statement of Changes in Net Assets is reflected net of redemption fees.

NOTE 4—Securities Transactions:

The aggregate amount of purchases and sales of investment securities, excluding short-term securities and financial futures during the period ended October 31, 2005, amounted to $236,665,954 and $242,310,421, respectively.

The fund may invest in financial futures contracts in order to gain exposure to or protect against changes in the market.The fund is exposed to market risk as a result of changes in the value of the underlying financial instruments. Investments in financial futures require the fund to "mark to market" on a daily basis, which reflects the change in the market value of the contract at the close of each day's trading.Accordingly, variation margin payments are received or made to reflect daily unrealized gains or losses.When the contracts are closed, the fund recognizes a realized gain or loss.These investments require initial margin deposits with a broker, which consist of cash or cash equivalents.The amount of these deposits is determined by the exchange or Board of Trade on which the contract is traded and is subject to change. Contracts open as of October 31, 2005, are set forth in the Statement of Financial Futures.

At October 31, 2005, the cost of investments for federal income tax purposes was $2,650,767,289, accordingly, accumulated net unrealized appreciation on investments was $795,164,348, consisting of $1,108,449,859 gross unrealized appreciation and $313,285,511 gross unrealized depreciation.

The Fund 35

  REPORT OF INDEPENDENT REGISTERED
PUBLIC ACCOUNTING FIRM

To the Board of Directors and Shareholders of Dreyfus S&P 500 Index Fund

In our opinion, the accompanying statement of assets and liabilities, including the statements of investments and of financial futures, and the related statements of operations and of changes in net assets and the financial highlights present fairly, in all material respects the financial position of Dreyfus S&P 500 Index Fund (the "Fund") (one of the series constituting Dreyfus Index Funds, Inc.) at October 31, 2005, the results of its operations for the year then ended, the changes in its net assets for each of the two years in the period then ended, and the financial highlights for each of the five years in the period then ended, in conformity with accounting principles generally accepted in the United States of America. These financial statements and financial highlights (hereafter referred to as "financial statements") are the responsibility of the Fund's management. Our responsibility is to express an opinion on these financial statements based on our audits. We conducted our audits of these financial statements in accordance with the standards of the Public Company Accounting Oversight Board (United States).Those standards require that we plan and perform the audit to obtain reasonable assurance about whether the financial statements are free of material misstatement. An audit includes examining, on a test basis, evidence supporting the amounts and disclosures in the financial statements, assessing the accounting principles used and significant estimates made by management, and evaluating the overall financial statement presentation.We believe that our audits, which included confirmation of securities at October 31, 2005 by correspondence with the custodian and brokers, provide a reasonable basis for our opinion.

PricewaterhouseCoopers LLP

New York, New York
December 16, 2005

36

IMPORTANT TAX INFORMATION (Unaudited)

In accordance with federal tax law, the fund hereby designates 100% of the ordinary dividends paid during the fiscal year ended October 31, 2005 as qualifying for the corporate dividends received deduction. For the fiscal year ended October 31, 2005, certain dividends paid by the fund may be subject to a maximum tax rate of 15%, as provided for by the Jobs and Growth Tax Relief Reconciliation Act of 2003. Of the distributions paid during the fiscal year, $37,126,493 represents the maximum amount that may be considered qualified dividend income. Shareholders will receive notification in January 2006 of the percentage applicable to the preparation of their 2005 income tax returns.

The Fund 37

BOARD MEMBERS INFORMATION (Unaudited)

Joseph S. DiMartino (62) 
Chairman of the Board (1995) 
Principal Occupation During Past 5 Years: 
• Corporate Director and Trustee 
Other Board Memberships and Affiliations: 
• The Muscular Dystrophy Association, Director 
• Levcor International, Inc., an apparel fabric processor, Director 
• Century Business Services, Inc., a provider of outsourcing functions for small and medium size 
companies, Director 
• The Newark Group, a provider of a national market of paper recovery facilities, paperboard 
mills and paperboard converting plants, Director 
• Azimuth Trust, an institutional asset management firm, Member of Board of Managers and 
Advisory Board 
• Sunair Service Corporation, engages in the design, manufacture and sale of high frequency 
systems for long-range voice and data communications, as well as providing certain outdoor- 
related services to homes and businesses, Director 
No. of Portfolios for which Board Member Serves: 193 
——————— 
David P. Feldman (65) 
Board Member (1991) 
Principal Occupation During Past 5 Years: 
• Corporate Director & Trustee 
Other Board Memberships and Affiliations: 
• BBH Mutual Funds Group (11 funds), Director 
• The Jeffrey Company, a private investment company, Director 
• QMED, a medical device company, Director 
No. of Portfolios for which Board Member Serves: 58 
——————— 
Ehud Houminer (65) 
Board Member (1996) 
Principal Occupation During Past 5 Years: 
• Executive-in-Residence at the Columbia Business School, Columbia University 
• Principal of Lear,Yavitz and Associates, a management consulting firm (1996 to 2001) 
Other Board Memberships and Affiliations: 
• Avnet Inc., an electronics distributor, Director 
• International Advisory Board to the MBA Program School of 
Management, Ben Gurion University, Chairman 
• Explore Charter School, Brooklyn, NY, Chairman 
No. of Portfolios for which Board Member Serves: 36 

38

Gloria Messinger (75) 
Board Member (1996) 
Principal Occupation During Past 5 Years: 
• Arbitrator for American Arbitration Association and National Association of Securities Dealers, Inc. 
• Consultant in Intellectual Property 
Other Board Memberships and Affiliations: 
• Yale Law School Fund, Director 
• Theater for a New Audience, Inc., Director 
• Brooklyn Philharmonic, Director 
• New York Women's Agenda Music Performance Trust Fund, Director 
No. of Portfolios for which Board Member Serves: 25 
——————— 
T. John Szarkowski (79) 
Board Member (1991) 
Principal Occupation During Past 5 Years: 
• Consultant in Photography 
Other Board Memberships and Affiliations: 
• Photography Department at The Museum of Modern Art, Director Emeritus 
No. of Portfolios for which Board Member Serves: 25 
——————— 
Anne Wexler (75) 
Board Member (1991) 
Principal Occupation During Past 5 Years: 
• Chairman of the Wexler & Walker Public Policy Associates, consultants specializing in govern- 
ment relations and public affairs 
Other Board Memberships and Affiliations: 
• Wilshire Mutual Funds (5 funds), Director 
• Methanex Corporation, a methanol producing company, Director 
• Member of the Council of Foreign Relations 
• Member of the National Park Foundation 
No. of Portfolios for which Board Member Serves: 36 
——————— 
Once elected all Board Members serve for an indefinite term.The address of the Board Members and Officers is in c/o 
The Dreyfus Corporation, 200 Park Avenue, New York, New York 10166. Additional information about the Board 
Members is available in the fund's Statement of Additional Information which can be obtained from Dreyfus free of 
charge by calling this toll free number: 1-800-554-4611. 
John M. Fraser, Jr., Emeritus Board Member 

The Fund 39

OFFICERS OF THE FUND (Unaudited)

STEPHEN E. CANTER, President since March 2000.

Chairman of the Board, Chief Executive Officer and Chief Operating Officer of the Manager, and an officer of 90 investment companies (comprised of 184 portfolios) managed by the Manager. Mr. Canter also is a Board member and, where applicable, an Executive Committee Member of the other investment management subsidiaries of Mellon Financial Corporation, each of which is an affiliate of the Manager . He is 60 years old and has been an employee of the Manager since May 1995.

STEPHEN R. BYERS, Executive Vice President since November 2002.

Chief Investment Officer,Vice Chairman and a director of the Manager, and an officer of 90 investment companies (comprised of 184 portfolios) managed by the Manager. Mr. Byers also is an officer, director or an Executive Committee Member of certain other investment management subsidiaries of Mellon Financial Corporation, each of which is an affiliate of the Manager. He is 52 years old and has been an employee of the Manager since January 2000.

MARK N. JACOBS, Vice President since March 2000.

Executive Vice President, Secretary and General Counsel of the Manager, and an officer of 91 investment companies (comprised of 200 portfolios) managed by the Manager. He is 59 years old and has been an employee of the Manager since June 1977.

MICHAEL A. ROSENBERG, Vice President and Secretary since August 2005.

Associate General Counsel of the Manager, and an officer of 91 investment companies (comprised of 200 portfolios) managed by the Manager. He is 45 years old and has been an employee of the Manager since October 1991.

JAMES BITETTO, Vice President and Assistant Secretary since August 2005.

Assistant General Counsel and Assistant Secretary of the Manager, and an officer of 91 investment companies (comprised of 200 portfolios) managed by the Manager. He is 39 years old and has been an employee of the Manager since December 1996.

JONI LACKS CHARATAN, Vice President and Assistant Secretary since August 2005.

Associate General Counsel of the Manager, and an officer of 91 investment companies (comprised of 200 portfolios) managed by the Manager. She is 49 years old and has been an employee of the Manager since October 1988.

JOSEPH M. CHIOFFI, Vice President and Assistant Secretary since August 2005.

Assistant General Counsel of the Manager, and an officer of 91 investment companies (comprised of 200 portfolios) managed by the Manager. He is 43 years old and has been an employee of the Manager since June 2000.

JANETTE E. FARRAGHER, Vice President and Assistant Secretary since August 2005.

Associate General Counsel of the Manager and an officer of 91 investment companies (comprised of 200 portfolios) managed by the Manager. She is 42 years old and has been an employee of the Manager since February 1984.

JOHN B. HAMMALIAN, Vice President and Assistant Secretary since August 2005.

Associate General Counsel of the Manager, and an officer of 91 investment companies (comprised of 200 portfolios) managed by the Manager. He is 42 years old and has been an employee of the Manager since February 1991.

40

ROBERT R. MULLERY, Vice President and Assistant Secretary since August 2005.

Associate General Counsel of the Manager, and an officer of 91 investment companies (comprised of 200 portfolios) managed by the Manager. He is 53 years old and has been an employee of the Manager since May 1986.

JEFF PRUSNOFSKY, Vice President and Assistant Secretary since August 2005.

Associate General Counsel of the Manager, and an officer of 91 investment companies (comprised of 200 portfolios) managed by the Manager. He is 40 years old and has been an employee of the Manager October 1990.

JAMES WINDELS, Treasurer since November 2001.

Director – Mutual Fund Accounting of the Manager, and an officer of 91 investment companies (comprised of 200 portfolios) managed by the Manager. He is 47 years old and has been an employee of the Manager since April 1985.

ERIK D. NAVILOFF, Assistant Treasurer since August 2005.

Senior Accounting Manager – Taxable Fixed Income Funds of the Manager, and an officer of 91 investment companies (comprised of 200 portfolios) managed by the Manager. He is 37 years old and has been an employee of the Manager since November 1992.

ROBERT ROBOL, Assistant Treasurer since August 2005.

Senior Accounting Manager – Money Market Funds of the Manager, and an officer of 91 investment companies (comprised of 200 portfolios) managed by the Manager. He is 41 years old and has been an employee of the Manager since October 1988.

ROBERT SVAGNA, Assistant Treasurer since December 2002.

Senior Accounting Manager – Equity Funds of the Manager, and an officer of 91 investment companies (comprised of 200 portfolios) managed by the Manager. He is 38 years old and has been an employee of the Manager since November 1990.

GAVIN C. REILLY, Assistant Treasurer since December 2005.

Tax Manager of the Investment Accounting and Support Department of the Manager, and an officer of 91 investment companies (comprised of 200 portfolios) managed by the Manager. He is 37 years old and has been an employee of the Manager since April 1991.

JOSEPH W. CONNOLLY, Chief Compliance Officer since October 2004.

Chief Compliance Officer of the Manager and The Dreyfus Family of Funds (91 investment companies, comprised of 200 portfolios). From November 2001 through March 2004, Mr. Connolly was first Vice-President, Mutual Fund Servicing for Mellon Global Securities Services. In that capacity, Mr. Connolly was responsible for managing Mellon's Custody, Fund Accounting and Fund Administration services to third-party mutual fund clients. He is 48 years old and has served in various capacities with the Manager since 1980, including manager of the firm's Fund Accounting Department from 1997 through October 2001.

WILLIAM GERMENIS, Anti-Money Laundering Compliance Officer since October 2002.

Vice President and Anti-Money Laundering Compliance Officer of the Distributor, and the Anti-Money Laundering Compliance Officer of 87 investment companies (comprised of 196 portfolios) managed by the Manager. He is 35 years old and has been an employee of the Distributor since October 1998.

The Fund 41

For More    Information 
 
Dreyfus S&P 500    Transfer Agent & 
Index Fund    Dividend Disbursing Agent 
200 Park Avenue    Dreyfus Transfer, Inc. 
New York, NY 10166    200 Park Avenue 
Manager    New York, NY 10166 
The Dreyfus Corporation    Distributor 
200 Park Avenue    Dreyfus Service Corporation 
New York, NY 10166    200 Park Avenue 
Custodian    New York, NY 10166 
Boston Safe Deposit and     
Trust Company     
One Boston Place     
Boston, MA 02109     

Telephone 1-800-645-6561 
Mail The Dreyfus Family of Funds, 144 Glenn Curtiss Boulevard, Uniondale, NY 11556-0144 
E-mail Send your request to info@dreyfus.com 
Internet Information can be viewed online or downloaded at: http://www.dreyfus.com 

The fund files its complete schedule of portfolio holdings with the Securities and Exchange Commission ("SEC") for the first and third quarters of each fiscal year on Form N-Q. The fund's Forms N-Q are available on the SEC's website at http://www.sec.gov and may be reviewed and copied at the SEC's Public Reference Room in Washington, DC. Information on the operation of the Public Reference Room may be obtained by calling 1-800-SEC-0330.

A description of the policies and procedures that the fund uses to determine how to vote proxies relating to portfolio securities, and information regarding how the fund voted these proxies for the 12-month period ended June 30, 2005, is available at http://www.dreyfus.com and on the SEC's website at http://www.sec.gov. The description of the policies and procedures is also available without charge, upon request, by calling 1-800-645-6561.

© 2005 Dreyfus Service Corporation 0078AR1005

Item 2. Code of Ethics.

The Registrant has adopted a code of ethics that applies to the Registrant's principal executive officer, principal financial officer, principal accounting officer or controller, or persons performing similar functions There have been no amendments to, or waivers in connection with, the Code of Ethics during the period covered by this Report.

Item 3. Audit Committee Financial Expert.

The Registrant's Board has determined that David P. Feldman, a member of the Audit Committee of the Board, is an audit committee financial expert as defined by the Securities and Exchange Commission (the "SEC"). David P. Feldman is "independent" as defined by the SEC for purposes of audit committee financial expert determinations.

Item 4. Principal Accountant Fees and Services

(a) Audit Fees. The aggregate fees billed for each of the last two fiscal years (the "Reporting Periods") for professional services rendered by the Registrant's principal accountant (the "Auditor") for the audit of the Registrant's annual financial statements, or services that are normally provided by the Auditor in connection with the statutory and regulatory filings or engagements for the Reporting Periods, were $105,000 in 2004 and $114,000 in 2005.

(b) Audit-Related Fees. The aggregate fees billed in the Reporting Periods for assurance and related services by the Auditor that are reasonably related to the performance of the audit of the Registrant's financial statements and are not reported under paragraph (a) of this Item 4 were $0 in 2004 and $0 in 2005. These services consisted of security counts required by Rule 17f-2 under the Investment Company Act of 1940, as amended.

The aggregate fees billed in the Reporting Periods for non-audit assurance and related services by the Auditor to the Registrant's investment adviser (not including any sub-investment adviser whose role is primarily portfolio management and is subcontracted with or overseen by another investment adviser), and any entity controlling, controlled by or under common control with the investment adviser that provides ongoing services to the Registrant ("Service Affiliates"), that were reasonably related to the performance of the annual audit of the Service Affiliate, which required pre-approval by the Audit Committee were $0 in 2004 and $0 in 2005.

Note: For the second paragraph in each of (b) through (d) of this Item 4, certain of such services were not pre-approved prior to May 6, 2003, when such services were required to be pre-approved. On and after May 6, 2003, 100% of all services provided by the Auditor were pre-approved as required. For comparative purposes, the fees shown assume that all such services were pre-approved, including services that were not pre-approved prior to the compliance date of the pre-approval requirement.

(c) Tax Fees. The aggregate fees billed in the Reporting Periods for professional services rendered by the Auditor for tax compliance, tax advice and tax planning ("Tax Services") were $8,100 in 2004 and $9,000 in 2005. These services consisted of (i) review or preparation of U.S. federal, state, local and excise tax returns; (ii) U.S. federal, state and local tax planning, advice and assistance regarding statutory, regulatory or

administrative developments, (iii) tax advice regarding tax qualification matters and/or treatment of various financial instruments held or proposed to be acquired or held, and (iv) determination of Passive Foreign Investment Companies (as applicable).

The aggregate fees billed in the Reporting Periods for Tax Services by the Auditor to Service Affiliates which required pre-approval by the Audit Committee were $0 in 2004 and $0 in 2005.

(d) All Other Fees. The aggregate fees billed in the Reporting Periods for products and services provided by the Auditor, other than the services reported in paragraphs (a) through (c) of this Item, were $0 in 2004 and $0 in 2005. These services consisted of a review of the Registrant's anti-money laundering program.

The aggregate fees billed in the Reporting Periods for Non-Audit Services by the Auditor to Service Affiliates, other than the services reported in paragraphs (b) through (c) of this Item, which required pre-approval by the Audit Committee were $0 in 2004 and $0 in 2005.

Audit Committee Pre-Approval Policies and Procedures. The Registrant's Audit Committee has established policies and procedures (the "Policy") for pre-approval (within specified fee limits) of the Auditor's engagements for non-audit services to the Registrant and Service Affiliates without specific case-by-case consideration. Pre-approval considerations include whether the proposed services are compatible with maintaining the Auditor's independence. Pre-approvals pursuant to the Policy are considered annually.

Non-Audit Fees. The aggregate non-audit fees billed by the Auditor for services rendered to the Registrant, and rendered to Service Affiliates, for the Reporting Periods were $43,708 in 2004 and $75,000 in 2005.

Auditor Independence. The Registrant's Audit Committee has considered whether the provision of non-audit services that were rendered to Service Affiliates which were not pre-approved (not requiring pre-approval) is compatible with maintaining the Auditor's independence.

Item 5.    Audit Committee of Listed Registrants. 
    Not applicable. 
Item 6.    Schedule of Investments. 
    Not applicable. 
Item 7.    Disclosure of Proxy Voting Policies and Procedures for Closed-End Management 
    Investment Companies. 
    Not applicable. 
Item 8.    Portfolio Managers of Closed-End Management Investment Companies. 
    Not applicable. 
Item 9.    Purchases of Equity Securities by Closed-End Management Investment Companies and 
    Affiliated Purchasers. 
    Not applicable. 
Item 10.    Submission of Matters to a Vote of Security Holders. 

The Registrant has a Nominating Committee (the "Committee"), which is responsible for selecting and nominating persons for election or appointment by the Registrant's Board as Board members. The Committee has adopted a Nominating Committee Charter (the "Charter"). Pursuant to the Charter, the Committee will consider recommendations for nominees from shareholders submitted to the Secretary of the Registrant, c/o The Dreyfus Corporation Legal Department, 200 Park Avenue, 8th Floor East, New York, New York 10166. A nomination submission must include information regarding the recommended nominee as specified in the Charter. This information includes all information relating to a recommended nominee that is required to be disclosed in solicitations or proxy statements for the election of Board members, as well as information sufficient to evaluate the factors to be considered by the Committee, including character and integrity, business and professional experience, and whether the person has the ability to apply sound and independent business judgment and would act in the interests of the Registrant and its shareholders.

Nomination submissions are required to be accompanied by a written consent of the individual to stand for election if nominated by the Board and to serve if elected by the shareholders, and such additional information must be provided regarding the recommended nominee as reasonably requested by the Committee.

Item 11. Controls and Procedures.

(a) The Registrant's principal executive and principal financial officers have concluded, based on their evaluation of the Registrant's disclosure controls and procedures as of a date within 90 days of the filing date of this report, that the Registrant's disclosure controls and procedures are reasonably designed to ensure that information required to be disclosed by the Registrant on Form N-CSR is recorded, processed, summarized and reported within the required time periods and that information required to be disclosed by the Registrant in the reports that it files or submits on Form N-CSR is accumulated and communicated to the Registrant's management, including its principal executive and principal financial officers, as appropriate to allow timely decisions regarding required disclosure.

(b) There were no changes to the Registrant's internal control over financial reporting that occurred during the second fiscal quarter of the period covered by this report that have materially affected, or are reasonably likely to materially affect, the Registrant's internal control over financial reporting.

Item 12. Exhibits.

(a)(1)    Code of ethics referred to in Item 2. 
(a)(2)    Certifications of principal executive and principal financial officers as required by Rule 30a-2(a) 
under the Investment Company Act of 1940. 
(a)(3)    Not applicable. 
(b)    Certification of principal executive and principal financial officers as required by Rule 30a-2(b) 
under the Investment Company Act of 1940. 

SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the Registrant has duly caused this Report to be signed on its behalf by the undersigned, thereunto duly authorized.

Dreyfus Index Funds, Inc.

By:    /s/ Stephen E. Canter 
    Stephen E. Canter 
    President 
 
Date:    December 28, 2005 

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this Report has been signed below by the following persons on behalf of the Registrant and in the capacities and on the dates indicated.

By:    /s/ Stephen E. Canter 
    Stephen E. Canter 
    Chief Executive Officer 
Date:    December 28, 2005 
By:    /s/ James Windels 
    James Windels 
    Chief Financial Officer 
Date:    December 28, 2005 
EXHIBIT INDEX
    (a)(1)    Code of ethics referred to in Item 2. 
    (a)(2)    Certifications of principal executive and principal financial officers as required by Rule 30a- 
    2(a) under the Investment Company Act of 1940. (EX-99.CERT) 
    (b)    Certification of principal executive and principal financial officers as required by Rule 30a- 
    2(b) under the Investment Company Act of 1940. (EX-99.906CERT) 

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