-----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, NfL6TCIPmyramr31WXwDYaKapXGKn41GizLYgeGnZMcHm1K0szqNUD+QwUB0eOFp nhcAJfcXY/9mbMViChKBRQ== 0000857114-06-000013.txt : 20061229 0000857114-06-000013.hdr.sgml : 20061229 20061229113423 ACCESSION NUMBER: 0000857114-06-000013 CONFORMED SUBMISSION TYPE: N-CSR PUBLIC DOCUMENT COUNT: 23 CONFORMED PERIOD OF REPORT: 20061031 FILED AS OF DATE: 20061229 DATE AS OF CHANGE: 20061229 EFFECTIVENESS DATE: 20061229 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: 061304508 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 0000857114 S000000130 Dreyfus International Stock Index Fund C000000294 Dreyfus International Stock Index Fund DIISX 0000857114 S000000131 Dreyfus S&P 500 Index Fund C000000295 Dreyfus S&P 500 Index Fund PEOPX 0000857114 S000000132 Dreyfus Smallcap Stock Index Fund C000000296 Dreyfus Smallcap Stock Index Fund DISSX N-CSR 1 form.htm ANNUAL NCSR form
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:    10/31/06 

  FORM N-CSR
Item 1.    Reports to Stockholders. 

  Dreyfus
Smallcap
Stock Index Fund
  ANNUAL REPORT October 31, 2006
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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 dis-
claims 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 
26    Statement of Financial Futures 
27    Statement of Assets and Liabilities 
28    Statement of Operations 
29    Statement of Changes in Net Assets 
30    Financial Highlights 
31    Notes to Financial Statements 
38    Report of Independent Registered 
    Public Accounting Firm 
39    Important Tax Information 
39    Proxy Results 
40    Board Members Information 
43    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, 2005, through October 31, 2006.

Although reports of slower economic growth and declining housing prices recently have raised economic concerns, we believe that neither a domestic recession nor a major shortfall in global growth is likely. Stimulative monetary policies over the last several years have left a legacy of ample financial liquidity worldwide, which should continue to support global economic growth. Indeed, while U.S. monetary policy has tightened to the borderline between a neutral policy and a restrictive policy, most foreign monetary policies have tightened only from stimulative to neutral, leaving room for further expansion.

The financial markets seem to concur with our view that a gradual economic slowdown is more likely than a recession, as evidenced by upward pressure on the price-earnings multiples of high-quality, large-capitalization stocks. Investors expecting generally slower profit growth have begun to favor companies with the ability to sustain profitability in a slower economic environment.This pattern is consistent with previous midcycle slowdowns.As always, we encourage you to discuss the implications of these and other matters with your financial adviser.

For information about how the fund performed during the reporting period, as well as market perspectives, we have provided a Discussion of Fund Performance given by the fund’s portfolio manager.

Thank you for your continued confidence and support.

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, 2006, Dreyfus Smallcap Stock Index Fund produced a total return of 15.53% .1 The Standard

& Poor’s SmallCap 600 Index (the “S&P 600 Index”) produced a 16.10% return for the same period.2,3

Despite bouts of market weakness arising from investors’ economic, inflation and interest-rate concerns, a growing global economy and improved corporate earnings helped support small-cap stock prices during most of the reporting period.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 fund operating expenses.

What is the fund’s investment approach?

The fund seeks to match the total return of the S&P 600 Index by generally investing 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 stocks may be excluded from the portfolio.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.

What other factors influenced the fund’s performance?

During the first half of the reporting period, U.S. economic growth generally remained strong, bolstered by healthy corporate earnings, low unemployment and subdued inflation.As a result, stock prices rose despite occasional concerns that rising short-term interest rates and higher energy prices might erode consumer confidence and reduce the rate of economic growth. As they had for some time, small-cap

The Fund 3

DISCUSSION OF FUND PERFORMANCE (continued)

stocks posted higher returns than their large-cap counterparts through the spring of 2006, as investors remained comfortable with the risks that smaller companies typically entail.

However, stock prices generally fell sharply in May after hawkish comments from members of the Federal Reserve Board caused investors to revise upward their expectations for inflation and short-term interest rates. During the market downturn, large-cap stocks began to fare better than smaller stocks as investors turned toward well-established businesses with track records of consistent earnings under a variety of economic conditions. Housing markets softened and employment gains moderated over the remainder of the reporting period, marking the apparent start of a new phase of the economic cycle, and large-cap stocks continued to gain value at a faster rate than small-cap stocks.

Gains for the S&P 600 Index were particularly robust in the producer goods area, which was driven higher by intensifying global demand for heavy machinery, industrial parts, chemicals, metals, construction and freight services. In addition, stocks of steel producers advanced strongly due to industry consolidation and surging industrial demand from China and India.

Some of the small-cap market’s stronger gains were produced by stocks in the financials sector,where real estate investment trusts (REITs) posted especially attractive returns. During the reporting period, a growing base of investors added a REIT component to their portfolios in an attempt to hedge against the possibility of unanticipated inflation in the market-place.Among the different segments of the REIT market, the apartment sector produced especially attractive gains as some potential homebuyers chose to rent apartments until housing prices stabilize. In addition, regional malls fared well due to persistent strength in consumer spending and low unemployment rates. Finally, self-storage companies, which are considered a stand-alone area of the REIT sub-sector, benefited from higher demand from individuals and regional sales distributors needing to store excess inventories.

4

Specialty retailers within the consumer discretionary area also contributed positively to the S&P 600 Index’s performance.Top performers included children’s apparel stores and discount clothing firms whose stores generally are located in regional malls.

On the other hand, many of the S&P 600 Index’s homebuilders, already hurt by the housing slowdown and higher interest rates, fell sharply in May’s market correction and failed to rebound as housing prices declined. Companies that build more expensive, higher-end homes were particularly hard hit. Finally, temporary employment agencies detracted from the S&P 600 Index’s overall performance, due primarily to a strong labor market with little excess capacity.

What is the fund’s current strategy?

As an index fund, our strategy is to attempt to replicate the returns of the S&P 600 Index by investing in a representative sample of the stocks listed 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 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, 2006

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
Average Annual Total Returns    as of 10/31/06         
    Inception            From 
    Date    1 Year    5 Years    Inception 
Fund    6/30/97    15.53%    14.50%    10.38% 

† 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, 2006 to October 31, 2006. 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, 2006

Expenses paid per $1,000 †    $ 2.51 
Ending value (after expenses)    $991.30 

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, 2006

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, 2006
Common Stocks—99.2%    Shares    Value ($) 
Consumer Discretionary—15.8%         
4Kids Entertainment    16,900 a    307,073 
Aaron Rents    70,397    1,751,477 
ADVO    51,250    1,504,700 
Arbitron    46,000 b    1,932,000 
Arctic Cat    24,000    429,840 
Ashworth    11,300 a    79,326 
Audiovox, Cl. A    28,000 a    367,360 
Aztar    57,300 a    3,069,561 
Bassett Furniture Industries    15,300    252,756 
Bright Horizons Family Solutions    37,200 a    1,429,224 
Brown Shoe    50,050 b    1,949,948 
Building Materials Holding    47,300 b    1,232,638 
Cato, Cl. A    51,800 b    1,185,702 
CEC Entertainment    51,525 a    1,776,067 
Champion Enterprises    120,599 a,b    1,116,747 
Children’s Place Retail Stores    35,700 a,b    2,505,783 
Christopher & Banks    59,275    1,599,832 
Coachmen Industries    25,500    285,090 
Cost Plus    26,300 a    314,285 
CPI    9,300    439,053 
Crocs    45,900 a,b    1,818,558 
Deckers Outdoor    19,500 a    1,036,815 
Dress Barn    72,400 a,b    1,572,528 
Drew Industries    24,500 a    665,175 
Ethan Allen Interiors    51,500 b    1,834,430 
Finish Line, Cl. A    61,000 b    790,560 
Fleetwood Enterprises    93,800 a    669,732 
Fossil    72,025 a,b    1,573,026 
Fred’s    67,000 b    876,360 
Genesco    36,500 a    1,371,305 
Group 1 Automotive    38,200    2,189,242 
Guitar Center    42,000 a,b    1,821,540 
Gymboree    52,000 a    2,415,920 
Hancock Fabrics/DE    10,000    33,200 
Haverty Furniture Cos.    41,600 b    657,280 
Hibbett Sporting Goods    46,400 a    1,356,736 

8

Common Stocks (continued)    Shares        Value ($) 
Consumer Discretionary (continued)             
Hot Topic    55,800    a,b    564,138 
IHOP    25,500        1,330,335 
Interface, Cl. A    69,800    a    1,015,590 
Jack in the Box    58,100    a    3,259,991 
JAKKS Pacific    40,300    a,b    874,107 
Jo-Ann Stores    31,960    a,b    581,672 
JoS. A. Bank Clothiers    23,000    a,b    682,870 
K-Swiss, Cl. A    43,700        1,543,484 
K2    73,200    a    999,912 
Kellwood    41,200    b    1,260,720 
Keystone Automotive Industries    25,400    a    976,884 
La-Z-Boy    79,900    b    978,775 
Landry’s Restaurants    23,600        691,480 
Lenox Group    26,200    a    157,462 
Libbey    15,200    b    174,800 
Live Nation    102,000    a    2,168,520 
LKQ    69,500    a,b    1,608,230 
Lone Star Steakhouse & Saloon    27,200        742,560 
M/I Homes    15,300    b    549,576 
Marcus    34,400        859,656 
MarineMax    24,400    a,b    695,644 
Men’s Wearhouse    81,700        3,255,745 
Meritage Homes    32,400    a,b    1,483,272 
Midas    19,400    a    400,222 
Monaco Coach    42,750        510,435 
Multimedia Games    41,600    a,b    390,624 
National Presto Industries    5,200        318,396 
Nautilus    47,800    b    675,414 
NVR    7,700    a,b    4,323,550 
O’Charleys    38,500    a    765,765 
Oxford Industries    23,400        1,235,052 
P.F. Chang’s China Bistro    39,000    a,b    1,630,980 
Panera Bread, Cl. A    46,800    a,b    2,892,240 
Papa John’s International    41,200    a,b    1,512,040 
PEP Boys-Manny Moe & Jack    83,200        1,179,776 
PetMed Express    38,800    a,b    485,000 

The Fund 9

  STATEMENT OF INVESTMENTS (continued)
Common Stocks (continued)    Shares        Value ($) 
Consumer Discretionary (continued)             
Phillips-Van Heusen    88,800        4,063,488 
Pinnacle Entertainment    68,800    a    2,081,888 
Polaris Industries    63,000    b    2,697,660 
Pool    81,230    b    3,328,805 
Pre-Paid Legal Services    15,000    b    636,750 
Quiksilver    169,300    a,b    2,361,735 
Radio One, Cl. D    113,500    a    770,665 
Rare Hospitality International    52,250    a,b    1,646,397 
RC2    33,000    a,b    1,490,940 
Red Robin Gourmet Burgers    21,100    a    1,017,864 
Russ Berrie & Co.    15,100    a    228,916 
Ryan’s Restaurant Group    63,800    a,b    1,034,198 
Select Comfort    86,550    a,b    1,850,439 
Shuffle Master    51,073    a,b    1,429,023 
Skechers USA, Cl. A    40,800    a,b    1,219,512 
Skyline    12,600        497,574 
Sonic    109,317    a,b    2,486,962 
Sonic Automotive    49,000        1,288,700 
Stage Stores    39,300        1,273,713 
Stamps.com    29,000    a,b    465,450 
Standard Motor Products    18,500        204,980 
Standard Pacific    97,000    b    2,350,310 
Steak n Shake    40,078    a    745,050 
Stein Mart    43,100        705,547 
Stride Rite    58,000        855,500 
Sturm Ruger & Co.    31,200    a,b    259,896 
Superior Industries International    31,100    b    525,590 
Tractor Supply    51,600    a    2,498,472 
Triarc Cos., Cl. B    95,700        1,606,803 
Tuesday Morning    36,200    b    597,300 
Tween Brands    52,500    a    2,195,550 
Universal Technical Institute    32,600    a,b    651,348 
Vertrue    16,500    a    742,005 
Winnebago Industries    52,000    b    1,731,080 
WMS Industries    35,500    a    1,254,215 
Wolverine World Wide    92,250    b    2,616,210 

10

Common Stocks (continued)    Shares    Value ($) 
Consumer Discretionary (continued)         
Zale    75,900 a    2,188,956 
        140,585,277 
Consumer Staples—3.6%         
Alliance One International    125,500    604,910 
American Italian Pasta, Cl. A    33,400 a,b    250,166 
Casey’s General Stores    79,000 b    1,917,330 
Corn Products International    114,600    4,147,374 
Delta & Pine Land    56,333    2,282,050 
Flowers Foods    82,675 b    2,246,280 
Great Atlantic & Pacific Tea    26,000    719,420 
Hain Celestial Group    59,300 a    1,674,039 
J & J Snack Foods    23,900 b    798,499 
Lance    47,700    931,104 
Longs Drug Stores    46,100 b    1,984,144 
Nash Finch    21,600 b    560,520 
NBTY    88,300 a    2,456,506 
Peet’s Coffee & Tea    16,600 a,b    444,050 
Performance Food Group    55,500 a    1,613,385 
Playtex Products    86,000 a    1,198,840 
Ralcorp Holdings    40,200 a,b    1,987,890 
Sanderson Farms    24,000    636,720 
Spectrum Brands    48,300 a,b    469,476 
TreeHouse Foods    49,900 a    1,265,464 
United Natural Foods    61,500 a    2,146,350 
USANA Health Sciences    17,400 a,b    781,608 
WD-40    29,800    1,012,902 
        32,129,027 
Energy—7.5%         
Atwood Oceanics    37,600 a    1,737,120 
Bristow Group    36,400 a,b    1,208,480 
Cabot Oil & Gas    72,250 b    3,822,747 
CARBO Ceramics    27,100 b    913,270 
Cimarex Energy    130,300    4,693,406 
Dril-Quip    39,500 a    1,555,510 
Frontier Oil    178,600    5,250,840 

  The Fund 11
  STATEMENT OF INVESTMENTS (continued)
Common Stocks (continued)    Shares        Value ($) 
Energy (continued)             
Helix Energy Solutions Group    143,263    a,b    4,627,395 
Hydril    27,900    a    1,675,395 
Input/Output    112,800    a,b    1,264,488 
Lone Star Technologies    47,800    a    2,307,784 
Lufkin Industries    23,600        1,424,024 
Massey Energy    119,000        3,004,750 
NS Group    34,700    a    2,267,992 
Oceaneering International    85,500    a    3,077,145 
Penn Virginia    29,000    b    2,074,950 
Petroleum Development    24,900    a    1,149,135 
SEACOR Holdings    33,450    a    2,993,106 
St. Mary Land & Exploration    84,500        3,151,005 
Stone Energy    43,700    a    1,702,989 
Swift Energy    46,600    a    2,177,152 
Tetra Technologies    118,250    a    3,062,675 
Unit    73,300    a    3,400,387 
Veritas DGC    56,400    a,b    4,061,364 
W-H Energy Services    46,700    a    2,186,961 
World Fuel Services    43,000        1,849,860 
            66,639,930 
Financial—16.2%             
Acadia Realty Trust    44,800        1,144,640 
Anchor Bancorp Wisconsin    28,200    b    818,928 
Bank Mutual    89,000        1,078,680 
BankAtlantic Bancorp, Cl. A    68,100        892,110 
BankUnited Financial, Cl. A    55,600    b    1,499,532 
Boston Private Financial Holdings    56,200    b    1,553,368 
Brookline Bancorp    91,500        1,219,695 
Cash America International    49,800        2,058,234 
Central Pacific Financial    48,000    b    1,765,920 
Chittenden    72,037    b    2,124,371 
Colonial Properties Trust    70,200    b    3,537,378 
Community Bank System    45,200    b    1,123,220 
Delphi Financial Group, Cl. A    64,176        2,518,888 
Dime Community Bancshares    34,250        477,788 
Downey Financial    31,580    b    2,175,230 
East West Bancorp    94,800        3,461,148 

12

Common Stocks (continued)    Shares    Value ($) 
Financial (continued)         
EastGroup Properties    35,500    1,889,665 
Entertainment Properties Trust    45,300    2,491,500 
Essex Property Trust    36,000 b    4,798,080 
Fidelity Bankshares    30,200    1,198,336 
Financial Federal    41,850 b    1,151,712 
First BanCorp/Puerto Rico    132,000    1,306,800 
First Commonwealth Financial    88,700 b    1,185,919 
First Indiana    20,500    523,160 
First Midwest Bancorp/IL    75,274 b    2,862,670 
First Republic Bank/San Francisco, CA    43,250    1,684,155 
FirstFed Financial    29,200 a,b    1,803,684 
Flagstar Bancorp    50,000 b    751,500 
Franklin Bank/Houston, TX    34,800 a    703,308 
Fremont General    105,000 b    1,525,650 
Glacier Bancorp    44,700    1,560,924 
Glenborough Realty Trust    50,500    1,311,990 
Hanmi Financial    65,000    1,389,050 
Harbor Florida Bancshares    28,400 b    1,289,644 
Hilb, Rogal & Hobbs    53,300 b    2,127,736 
Independent Bank/MI    32,515 b    777,109 
Infinity Property & Casualty    32,000 b    1,376,640 
Inland Real Estate    104,100    1,945,629 
Investment Technology Group    67,000 a    3,128,900 
Irwin Financial    31,000    687,270 
Kilroy Realty    47,500    3,578,175 
LaBranche & Co.    71,400 a,b    633,318 
LandAmerica Financial Group    27,700 b    1,747,593 
Lexington Corporate Properties Trust    81,600 b    1,738,080 
LTC Properties    34,400    932,240 
MAF Bancorp    43,000    1,852,870 
Mid-America Apartment Communities    33,000 b    2,100,450 
Nara Bancorp    33,700    640,300 
National Retail Properties    93,000 b    2,089,710 
New Century Financial    74,250 b    2,923,965 
Parkway Properties/MD    22,100 b    1,090,414 
Philadelphia Consolidated Holding    85,000 a    3,325,200 
Piper Jaffray Cos.    32,900 a    2,275,035 

The Fund 13

  STATEMENT OF INVESTMENTS (continued)
Common Stocks (continued)    Shares    Value ($) 
Financial (continued)         
Portfolio Recovery Associates    26,200 a,b    1,221,444 
Presidential Life    37,000 b    873,200 
PrivateBancorp    28,100 b    1,154,067 
ProAssurance    51,800 a,b    2,522,660 
Prosperity Bancshares    39,000 b    1,352,910 
Provident Bankshares    50,624 b    1,829,551 
PS Business Parks    22,900    1,507,965 
Republic Bancorp/MI    118,025    1,579,175 
Rewards Network    44,200 a,b    250,172 
RLI    32,200    1,745,562 
Safety Insurance Group    27,200    1,360,272 
Selective Insurance Group    45,200 b    2,497,300 
Senior Housing Properties Trust    100,000 b    2,293,000 
South Financial Group    112,400    2,981,972 
Sovran Self Storage    28,000 b    1,651,440 
Sterling Bancorp/NY    27,900 b    543,492 
Sterling Bancshares/TX    76,200    1,395,222 
Sterling Financial/WA    58,035    1,930,244 
Stewart Information Services    30,000 b    1,111,800 
Susquehanna Bancshares    82,000    2,049,180 
SWS Group    30,971    860,684 
TradeStation Group    30,400 a    475,760 
Trustco Bank NY    112,544 b    1,243,611 
UCBH Holdings    140,700 b    2,411,598 
Umpqua Holdings    88,500    2,499,240 
United Bankshares    54,500 b    2,081,355 
United Fire & Casualty    25,300 b    895,114 
Whitney Holding    108,870    3,555,694 
Wilshire Bancorp    24,100 b    476,698 
Wintrust Financial    38,000 b    1,833,880 
World Acceptance    29,400 a,b    1,469,706 
Zenith National Insurance    58,200 b    2,707,464 
        144,208,943 
Health Care—11.4%         
Alpharma, Cl. A    73,700    1,626,559 
Amedisys    24,800 a,b    1,006,136 
American Medical Systems Holdings    105,600 a,b    1,880,736 

14

Common Stocks (continued)    Shares    Value ($) 
Health Care (continued)         
AMERIGROUP    83,700 a,b    2,507,652 
AMN Healthcare Services    49,100 a    1,241,739 
AmSurg    46,600 a    979,532 
Analogic    20,200    1,127,362 
ArQule    54,000 a    217,080 
ArthroCare    39,200 a    1,584,072 
BIOLASE Technology    18,900 a,b    122,850 
Biosite    26,900 a    1,235,517 
Bradley Pharmaceuticals    25,700 a,b    447,180 
Cambrex    44,200    1,034,280 
Centene    65,400 a,b    1,542,786 
Cerner    96,300 a,b    4,652,253 
Chemed    41,198    1,462,117 
CNS    25,900    959,595 
CONMED    42,700 a    947,513 
Connetics    41,200 a,b    702,048 
Cooper Cos.    66,200    3,815,106 
Cross Country Healthcare    30,000 a    580,800 
Cyberonics    27,300 a,b    492,219 
Datascope    22,000    789,140 
Dendrite International    71,300 a    745,085 
Dionex    31,150 a    1,694,560 
DJO    36,000 a    1,448,280 
Enzo Biochem    43,017 a,b    615,143 
Genesis HealthCare    29,500 a    1,428,685 
Gentiva Health Services    45,300 a    840,315 
Greatbatch    35,400 a    796,146 
Haemonetics/Mass    42,200 a    1,924,320 
Healthways    53,100 a,b    2,248,785 
Hologic    78,900 a,b    3,799,035 
Hooper Holmes    86,500    311,400 
ICU Medical    24,200 a    1,022,450 
IDEXX Laboratories    50,300 a    4,185,463 
Immucor    105,000 a    2,890,650 
Integra LifeSciences Holdings    31,500 a,b    1,163,295 
Intermagnetics General    53,962 a    1,475,861 
Invacare    50,000 b    1,091,500 

  The Fund 15
  STATEMENT OF INVESTMENTS (continued)
Common Stocks (continued)    Shares    Value ($) 
Health Care (continued)         
inVentiv Health    43,000 a    1,229,800 
Kendle International    17,800 a    616,236 
Kensey Nash    14,100 a,b    428,781 
LCA-Vision    32,200 b    1,131,186 
Matria Healthcare    31,200 a,b    879,840 
Mentor    67,400    3,154,320 
Meridian Bioscience    32,300    744,515 
Merit Medical Systems    36,700 a    580,227 
MGI Pharma    115,600 a,b    2,199,868 
Noven Pharmaceuticals    36,800 a    817,328 
Odyssey HealthCare    56,950 a    754,588 
Osteotech    27,500 a    143,550 
Owens & Minor    63,000 b    1,985,130 
Palomar Medical Technologies    28,100 a,b    1,323,229 
PAREXEL International    47,300 a    1,400,080 
Pediatrix Medical Group    78,000 a    3,504,540 
Per-Se Technologies    50,345 a,b    1,232,446 
PharmaNet Development Group    24,600 a    460,020 
PolyMedica    36,000 b    1,495,800 
Possis Medical    33,000 a    360,360 
Regeneron Pharmaceuticals    83,200 a,b    1,668,160 
RehabCare Group    28,400 a    365,224 
Respironics    111,000 a    3,920,520 
Savient Pharmaceuticals    100,000 a    761,000 
Sciele Pharma    43,900 a,b    957,459 
Sierra Health Services    89,600 a    3,067,904 
Sunrise Senior Living    68,400 a    2,134,764 
SurModics    26,700 a,b    931,830 
Theragenics    58,900 a    184,946 
United Surgical Partners International    67,700 a,b    1,680,314 
VIASYS Healthcare    49,000 a,b    1,403,850 
Vital Signs    13,100    738,316 
        100,891,376 
Industrial—17.5%         
A.O. Smith    36,050    1,267,518 
AAR    54,250 a    1,412,670 
ABM Industries    67,800 b    1,346,508 

16

Common Stocks (continued)    Shares    Value ($) 
Industrial (continued)         
Acuity Brands    69,600    3,447,984 
Administaff    40,100 b    1,381,445 
Albany International, Cl. A    45,600    1,532,616 
Angelica    15,100    316,194 
Apogee Enterprises    40,600    653,254 
Applied Industrial Technologies    60,725 b    1,745,236 
Applied Signal Technology    19,800    293,832 
Arkansas Best    43,400    1,778,532 
Armor Holdings    46,600 a,b    2,398,036 
Astec Industries    27,800 a,b    886,542 
ASV    23,000 a,b    336,030 
Baldor Electric    43,833    1,406,163 
Barnes Group    59,400    1,190,970 
Belden CDT    68,312 b    2,472,894 
Bowne & Co.    45,000    703,350 
Brady, Cl. A    79,000 b    2,923,000 
Briggs & Stratton    78,900    2,011,161 
C & D Technologies    22,500 b    111,600 
CDI    19,000 b    449,160 
Central Parking    28,310    485,516 
Ceradyne    44,000 a,b    1,815,000 
CLARCOR    77,400 b    2,521,692 
Coinstar    45,600 a    1,385,328 
Consolidated Graphics    17,700 a,b    1,100,409 
Cubic    25,200    526,932 
Curtiss-Wright    68,800 b    2,328,192 
EDO    24,500    585,795 
EGL    47,000 a,b    1,597,530 
ElkCorp    31,000 b    778,720 
EMCOR Group    52,500 a    3,105,375 
EnPro Industries    36,500 a    1,168,000 
Esterline Technologies    40,200 a    1,515,540 
Forward Air    45,250 b    1,469,268 
Frontier Airlines Holdings    41,600 a,b    334,464 
G & K Services, Cl. A    32,000 b    1,219,520 
Gardner Denver    81,700 a    2,776,983 
GenCorp    81,600 a,b    1,068,960 

The Fund 17

  STATEMENT OF INVESTMENTS (continued)
Common Stocks (continued)    Shares        Value ($) 
Industrial (continued)             
Griffon    41,200    a,b    1,013,108 
Healthcare Services Group    49,600        1,348,128 
Heartland Express    92,474        1,510,100 
Heidrick & Struggles International    32,900    a,b    1,344,623 
Hub Group, Cl. A    70,500    a    1,914,780 
IDEX    83,300        3,906,770 
Insituform Technologies, Cl. A    35,700    a    834,309 
JLG Industries    165,000        4,562,250 
John H. Harland    43,200    b    1,766,448 
Kaman    41,600        848,224 
Kansas City Southern    116,400    a    3,304,596 
Kaydon    44,200    b    1,847,560 
Kirby    79,800    a    2,795,394 
Knight Transportation    79,450    b    1,447,579 
Labor Ready    83,150    a    1,455,957 
Landstar System    86,600        4,021,704 
Lawson Products    7,100        343,711 
Lennox International    92,800    b    2,501,888 
Lindsay Manufacturing    17,500        575,575 
Lydall    29,200    a    264,844 
Magnetek    32,200    a    153,272 
Manitowoc    97,450        5,348,056 
Mesa Air Group    65,000    a    578,500 
Mobile Mini    50,600    a    1,627,802 
Moog, Cl. A    62,075    a    2,315,398 
Mueller Industries    58,300        2,137,861 
NCI Building Systems    31,900    a    1,909,215 
NCO Group    50,200    a    1,353,392 
Old Dominion Freight Line    44,000    a    1,217,040 
On Assignment    5,700    a    64,695 
Regal-Beloit    49,000    b    2,423,050 
Robbins & Myers    25,100        966,099 
School Specialty    30,200    a,b    1,182,632 
Shaw Group    119,100    a,b    3,163,296 
Simpson Manufacturing    54,100    b    1,535,899 
SkyWest    95,900        2,556,694 

18

Common Stocks (continued)    Shares    Value ($) 
Industrial (continued)         
Spherion    97,500 a    706,875 
Standard Register    18,700    253,011 
Standex International    19,800    576,576 
Teledyne Technologies    56,900 a    2,373,868 
Tetra Tech    90,456 a    1,644,490 
Toro    65,000 b    2,805,400 
Tredegar    42,600    742,944 
Triumph Group    25,800 b    1,242,270 
United Stationers    50,300 a    2,401,825 
Universal Forest Products    31,700    1,438,546 
URS    81,400 a    3,289,374 
Valmont Industries    27,200    1,517,760 
Viad    33,800    1,248,910 
Vicor    31,500    374,850 
Volt Information Sciences    16,700 a,b    659,650 
Wabash National    48,500 b    680,455 
Waste Connections    69,150 a    2,813,714 
Watsco    36,100    1,797,780 
Watson Wyatt Worldwide, Cl. A    70,600 b    3,187,590 
Watts Water Technologies, Cl. A    39,100    1,455,302 
Wolverine Tube    8,000 a,b    22,960 
Woodward Governor    46,600    1,664,086 
        154,886,604 
Information Technology—16.6%         
Actel    43,400 a    711,326 
Adaptec    181,200 a    820,836 
Advanced Energy Industries    52,100 a    819,012 
Aeroflex    122,000 a    1,317,600 
Agilysys    56,100 b    831,963 
Altiris    37,600 a    846,376 
Anixter International    50,200    2,999,952 
ANSYS    61,200 a    2,815,200 
ATMI    58,200 a    1,844,358 
Avid Technology    65,020 a,b    2,348,522 
Axcelis Technologies    146,600 a    1,011,540 
Bankrate    17,000 a,b    543,150 

  The Fund 19
  STATEMENT OF INVESTMENTS (continued)
Common Stocks (continued)    Shares    Value ($) 
Information Technology (continued)         
Bel Fuse, Cl. B    22,800    812,136 
Bell Microproducts    44,500 a    299,930 
Benchmark Electronics    99,700 a,b    2,647,035 
Black Box    26,000 b    1,159,340 
Blue Coat Systems    23,400 a,b    521,820 
Brightpoint    72,940 a,b    882,574 
Brooks Automation    108,548 a    1,541,381 
C-COR    53,000 a    529,470 
Cabot Microelectronics    38,600 a    1,102,030 
CACI International, Cl. A    46,500 a    2,675,610 
Captaris    45,800 a    269,762 
Carreker    32,500 a    237,900 
Catapult Communications    19,000 a    165,870 
Checkpoint Systems    60,200 a    1,096,242 
CIBER    73,700 a    504,845 
Cognex    71,500 b    1,646,645 
Coherent    49,200 a    1,585,716 
Cohu    40,600    803,068 
Comtech Telecommunications    35,200 a,b    1,254,880 
CTS    58,300    823,196 
Cymer    59,700 a    2,765,901 
Daktronics    45,900    1,088,289 
Digi International    36,600 a    513,132 
Digital Insight    52,800 a    1,625,184 
Digitas    137,000 a    1,446,720 
Diodes    31,000 a,b    1,365,240 
Ditech Networks    47,300 a    373,197 
DSP Group    47,400 a,b    1,029,528 
eFunds    68,700 a    1,703,760 
Electro Scientific Industries    43,500 a    867,825 
Epicor Software    86,000 a,b    1,206,580 
EPIQ Systems    24,100 a,b    368,248 
Exar    59,800 a    775,606 
FactSet Research Systems    62,500    3,181,250 
FEI    33,000 a    754,380 
FLIR Systems    108,000 a,b    3,449,520 
Gerber Scientific    32,500 a    474,825 

20

Common Stocks (continued)    Shares    Value ($) 
Information Technology (continued)         
Gevity HR    37,400 b    845,240 
Global Imaging Systems    80,200 a    1,745,954 
Global Payments    105,240    4,600,040 
Harmonic    105,900 a    858,849 
Hutchinson Technology    39,300 a,b    909,795 
Hyperion Solutions    91,362 a,b    3,416,939 
InfoSpace    47,200 a    953,912 
Insight Enterprises    77,800 a,b    1,671,922 
Inter-Tel    36,800    761,392 
Itron    39,200 a,b    2,134,048 
j2 Global Communications    82,100 a,b    2,252,824 
JDA Software Group    49,900 a    734,029 
Keane    67,900 a    786,961 
Keithley Instruments    26,800    364,480 
Komag    49,700 a,b    1,901,025 
Kopin    112,000 a,b    399,840 
Kronos/MA    48,950 a,b    1,659,405 
Kulicke & Soffa Industries    76,400 a,b    686,072 
Littelfuse    34,800 a    1,178,328 
LoJack    29,000 a    578,840 
Manhattan Associates    44,700 a    1,319,991 
ManTech International, Cl. A    26,600 a    905,996 
MapInfo    34,600 a    464,678 
MAXIMUS    28,200    787,062 
Mercury Computer Systems    27,200 a    335,104 
Methode Electronics    70,800    783,756 
Micros Systems    61,700 a,b    3,065,256 
Microsemi    106,100 a    2,079,560 
MIVA    17,000 a    54,230 
MTS Systems    34,200    1,138,518 
Napster    52,000 a    246,480 
Neoware    31,000 a,b    371,070 
NETGEAR    48,200 a,b    1,291,760 
Network Equipment Technologies    21,100 a    119,215 
Novatel Wireless    37,700 a,b    317,434 
Open Solutions    30,600 a    1,143,522 
Park Electrochemical    37,050    1,138,176 

The Fund 21

  STATEMENT OF INVESTMENTS (continued)
Common Stocks (continued)    Shares    Value ($) 
Information Technology (continued)         
Paxar    56,725 a    1,135,635 
PC-Tel    16,100 a    173,075 
Pericom Semiconductor    39,600 a    380,556 
Phoenix Technologies    24,600 a    107,994 
Photon Dynamics    16,200 a    192,294 
Photronics    70,900 a    991,891 
Planar Systems    38,700 a,b    466,335 
Progress Software    68,700 a,b    1,977,873 
Quality Systems    26,900 b    1,141,636 
Radiant Systems    35,400 a,b    389,754 
Radisys    32,300 a    592,059 
Rogers    26,500 a    1,854,205 
Rudolph Technologies    28,300 a,b    499,778 
ScanSource    43,500 a    1,365,465 
Secure Computing    100,000 a    718,000 
Skyworks Solutions    247,800 a    1,642,914 
Sonic Solutions    40,600 a,b    655,284 
SPSS    31,500 a    871,605 
Standard Microsystems    34,500 a    1,063,635 
StarTek    18,100    246,884 
Supertex    22,100 a,b    981,461 
Sykes Enterprises    45,100 a    915,079 
Symmetricom    67,650 a    572,996 
Synaptics    38,000 a,b    1,077,680 
Take-Two Interactive Software    100,400 a,b    1,404,596 
TALX    48,250 b    1,173,440 
Technitrol    61,200    1,543,464 
THQ    93,825 a,b    2,821,318 
Tollgrade Communications    25,200 a    206,892 
Trimble Navigation    85,300 a    3,942,566 
Ultratech    26,300 a    375,827 
United Online    98,900    1,337,128 
Varian Semiconductor Equipment Associates    85,500 a    3,119,895 
Veeco Instruments    41,700 a,b    779,373 
ViaSat    37,600 a    1,020,464 
WebEx Communications    61,300 a    2,356,985 

22

Common Stocks (continued)    Shares    Value ($) 
Information Technology (continued)         
Websense    81,900 a    2,241,603 
X-Rite    42,200 b    477,282 
        147,275,094 
Materials—5.4%         
A.M. Castle & Co.    15,400    514,976 
Aleris International    48,578 a,b    2,502,253 
AMCOL International    30,500 b    802,455 
AptarGroup    53,600 b    2,943,176 
Arch Chemicals    38,200    1,278,172 
Brush Engineered Materials    27,800 a    935,748 
Buckeye Technologies    45,700 a    474,823 
Caraustar Industries    34,400 a    372,552 
Carpenter Technology    40,000    4,279,600 
Century Aluminum    32,000 a,b    1,245,440 
Chaparral Steel    73,400 b    3,052,706 
Chesapeake    28,500    442,035 
Cleveland-Cliffs    68,000 b    2,875,720 
Deltic Timber    17,200 b    875,652 
Georgia Gulf    59,100    1,264,149 
H.B. Fuller    93,800 b    2,325,302 
Headwaters    62,600 a,b    1,549,350 
MacDermid    37,000 b    1,237,650 
Material Sciences    21,500 a    255,420 
Myers Industries    43,509    788,383 
Neenah Paper    23,100    850,773 
OM Group    49,200 a    2,804,400 
Omnova Solutions    63,800 a    279,444 
Penford    12,900    209,625 
PolyOne    151,800 a    1,244,760 
Pope & Talbot    16,400    89,380 
Quaker Chemical    15,500    294,965 
Quanex    59,675    1,999,709 
Rock-Tenn, Cl. A    50,300 b    1,038,192 
RTI International Metals    31,700 a,b    1,943,844 
Ryerson    42,500 b    1,024,250 
Schulman (A.)    40,000    968,400 

  The Fund 23
  STATEMENT OF INVESTMENTS (continued)
Common Stocks (continued)    Shares    Value ($) 
Materials (continued)         
Schweitzer-Mauduit International    24,100 b    555,746 
Steel Technologies    22,000    422,180 
Texas Industries    38,000 b    2,359,800 
Tronox, Cl. B    62,300 b    814,884 
Wausau Paper    63,300    858,348 
Wellman    17,500    65,975 
        47,840,237 
Telecommunication Services—.3%         
Commonwealth Telephone Enterprises    36,700    1,536,262 
General Communication, Cl. A    64,500 a    845,595 
        2,381,857 
Utilities—4.9%         
Allete    46,200 b    2,083,620 
American States Water    23,350 b    980,700 
Atmos Energy    128,900 b    3,961,097 
Avista    77,500    1,994,850 
Cascade Natural Gas    17,600    453,024 
Central Vermont Public Service    19,000    428,830 
CH Energy Group    21,200    1,102,824 
Cleco    87,500 b    2,248,750 
El Paso Electric    71,900 a,b    1,679,584 
Energen    112,300    4,808,686 
Green Mountain Power    5,100    171,513 
Laclede Group    36,700 b    1,307,621 
New Jersey Resources    45,000 b    2,333,700 
Northwest Natural Gas    43,500    1,799,595 
Piedmont Natural Gas    111,700 b    3,015,900 
South Jersey Industries    44,300 b    1,370,199 
Southern Union    148,772    4,118,009 
Southwest Gas    63,300 b    2,271,204 
UGI    165,500    4,385,750 
UIL Holdings    37,966    1,509,148 
UniSource Energy    52,000    1,850,160 
        43,874,764 
Total Common Stocks         
(cost $660,591,444)        880,713,109 

24

    Principal     
Short-Term Investment—.0%    Amount ($)    Value ($) 
U.S. Treasury Bills;         
4.65%, 11/9/06         
(cost $249,742)    250,000 c    249,727 
 
Investment of Cash Collateral         
for Securities Loaned—18.1%         
Registered Investment Company;         
Dreyfus Institutional Cash         
Advantage Plus Fund         
(cost $160,731,751)    160,731,751 d    160,731,751 
Total Investments (cost $821,572,937)    117.3%    1,041,694,587 
Liabilities, Less Cash and Receivables    (17.3%)    (153,340,770) 
Net Assets    100.0%    888,353,817 

a Non-income producing security. 
b All or a portion of these securities are on loan. At October 31, 2006, the total market value of the portfolio’s 
securities on loan is $154,376,380 and the total market value of the collateral held by the portfolio is 
$161,279,714, consisting of cash collateral of $160,731,751 and U.S. Government and agency securities valued 
at $547,963. 
c All or partially held by a broker as collateral for open financial futures positions. 
d Investment in affiliated money market mutual fund. 

Portfolio Summary    (Unaudited) †         
 
    Value (%)        Value (%) 
Short-Term/Money        Energy    7.5 
Market Investments    18.1    Materials    5.4 
Industrial    17.5    Utilities    4.9 
Information Technology    16.6    Consumer Staples    3.6 
Financial    16.2    Telecommunication Services    .3 
Consumer Discretionary    15.8    Futures    (.0) 
Health Care    11.4        117.3 

† Based on net assets.

See notes to financial statements.

The Fund 25

STATEMENT OF FINANCIAL FUTURES

October 31, 2006

        Market Value        Unrealized 
        Covered by        Depreciation 
    Contracts    Contracts ($)    Expiration    at 10/31/2006 ($) 
 
Financial Futures Long                 
Russell 2000 E-Mini    10    771,000    December 2006    (8,500) 

See notes to financial statements.
26

STATEMENT OF ASSETS AND LIABILITIES

October 31, 2006

    Cost    Value 
Assets ($):         
Investments in securities—See Statement         
of investments (including securities on loan,     
valued at $154,376,380)—Note 1 (b):         
Unaffiliated issuers    660,841,186    880,962,836 
Affiliated issuers    160,731,751    160,731,751 
Cash        1,069,888 
Receivable for shares of Common Stock subscribed    8,202,777 
Receivable for investment securities sold        1,026,942 
Dividends and interest receivable        449,332 
Receivable for futures variation margin—Note 4    928 
        1,052,444,454 
Liabilities ($):         
Due to The Dreyfus Corporation and affiliates—Note 3(b)    369,154 
Liability for securities on loan—Note 1(b)        160,731,751 
Bank loan payable—Note 2        1,655,000 
Payable for shares of Common Stock redeemed    1,334,081 
Interest payable—Note 2        651 
        164,090,637 
Net Assets ($)        888,353,817 
Composition of Net Assets ($):         
Paid-in capital        637,804,739 
Accumulated undistributed investment income—net    3,350,051 
Accumulated net realized gain (loss) on investments    27,085,877 
Accumulated net unrealized appreciation (depreciation)     
on investments [including ($8,500) net unrealized     
(depreciation) on financial futures]        220,113,150 
Net Assets ($)        888,353,817 
Shares Outstanding         
(200 million shares of $.001 par value Common Stock authorized)    37,122,256 
Net Asset Value, offering and redemption price per share—Note 3 (c) ($)    23.93 

See notes to financial statements.
  The Fund 27
STATEMENT OF OPERATIONS
Year Ended October 31, 2006
Investment Income ($):     
Income:     
Dividends (net of $3,642 foreign taxes withheld at source):     
Unaffiliated issuers    8,098,764 
Affiliated issuers    57,552 
Interest    48,018 
Income from securities lending    432,829 
Total Income    8,637,163 
Expenses:     
Management fee—Note 3(a)    2,117,857 
Shareholder servicing costs—Note 3(b)    2,117,857 
Interest expense—Note 2    10,706 
Loan commitment fees—Note 2    8,822 
Total Expenses    4,255,242 
Investment Income—Net    4,381,921 
Realized and Unrealized Gain (Loss) on Investments—Note 4 ($): 
Net realized gain (loss) on investments    32,833,310 
Net realized gain (loss) on financial futures    269,328 
Net Realized Gain (Loss)    33,102,638 
Net change in unrealized appreciation (depreciation) on investments [including 
($16,910) net change in unrealized (depreciation) on financial futures]    74,057,383 
Net Realized and Unrealized Gain (Loss) on Investments    107,160,021 
Net Increase in Net Assets Resulting from Operations    111,541,942 

See notes to financial statements.
28

STATEMENT OF CHANGES IN NET ASSETS

    Year Ended October 31, 
    2006    2005 
Operations ($):         
Investment income—net    4,381,921    3,439,491 
Net realized gain (loss) on investments    33,102,638    6,910,839 
Net unrealized appreciation         
(depreciation) on investments    74,057,383    66,291,989 
Net Increase (Decrease) in Net Assets         
Resulting from Operations    111,541,942    76,642,319 
Dividends to Shareholders from ($):         
Investment income—net    (3,905,126)    (2,599,745) 
Net realized gain on investments    (8,853,881)    (14,620,302) 
Total Dividends    (12,759,007)    (17,220,047) 
Capital Stock Transactions ($):         
Net proceeds from shares sold    389,973,269    374,861,897 
Dividends reinvested    11,751,630    15,943,127 
Cost of shares redeemed    (337,062,751)    (202,964,904) 
Increase (Decrease) in Net Assets         
from Capital Stock Transactions    64,662,148    187,840,120 
Total Increase (Decrease) in Net Assets    163,445,083    247,262,392 
Net Assets ($):         
Beginning of Period    724,908,734    477,646,342 
End of Period    888,353,817    724,908,734 
Undistributed investment income—net    3,350,051    2,871,533 
Capital Share Transactions (Shares):         
Shares sold    16,980,377    18,312,824 
Shares issued for dividends reinvested    544,126    788,162 
Shares redeemed    (14,828,791)    (9,932,246) 
Net Increase (Decrease) in Shares Outstanding    2,695,712    9,168,740 

See notes to financial statements.
  The Fund 29
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,     
    2006    2005    2004    2003    2002 
Per Share Data ($):                     
Net asset value, beginning of period    21.06    18.91    16.30    12.36    12.98 
Investment Operations:                     
Investment income—net a    .12    .11    .11    .06    .04 
Net realized and unrealized                     
gain (loss) on investments    3.11    2.68    2.55    3.95    (.53) 
Total from Investment Operations    3.23    2.79    2.66    4.01    (.49) 
Distributions:                     
Dividends from investment income—net    (.11)    (.10)    (.05)    (.04)    (.04) 
Dividends from net realized                     
gain on investments    (.25)    (.54)    —    (.03)    (.09) 
Total Distributions    (.36)    (.64)    (.05)    (.07)    (.13) 
Net asset value, end of period    23.93    21.06    18.91    16.30    12.36 
Total Return (%)    15.53    14.88    16.35    32.63    (3.92) 
Ratios/Supplemental Data (%):                     
Ratio of total expenses                     
to average net assets    .50    .50    .50    .50    .50 
Ratio of net investment income                     
to average net assets    .52    .55    .67    .44    .30 
Portfolio Turnover Rate    25.05    13.64    15.54    13.52    12.35 
Net Assets, end of period ($ x 1,000)    888,354    724,909    477,646    276,954    161,889 

a Based on average shares outstanding at each month end.
See notes to financial statements.
30

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” or “Dreyfus”) 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 requires 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

The Fund 31

NOTES TO FINANCIAL STATEMENTS (continued)

prices, except for open short positions, 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. Financial futures are valued at the last sales price on the principal exchange.

On September 20, 2006, the FASB released Statement of Financial Accounting Standards No. 157 “Fair Value Measurements” (“FAS 157”). FAS 157 establishes an authoritative definition of fair value, sets out a framework for measuring fair value, and requires additional disclosures about fair-value measurements.The application of FAS 157 is required for fiscal years beginning after November 15, 2007 and interim periods within those fiscal years. Management does not believe that the application of this standard will have a material impact on the financial statements of the fund.

(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 is

32

determined on the basis of coupon interest accrued, adjusted for accretion of discount and amortization of premium on debt securities.

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. It is the fund’s policy that 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 leading 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.

(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 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, 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. Accordingly, no provision for income tax is required.

The Fund 33

NOTES TO FINANCIAL STATEMENTS (continued)

In July 2006, the Financial Accounting Standards Board issued Interpretation No. 48,“Accounting for Uncertainty in Income Taxes -an Interpretation of FASB Statement No. 109” (the “Interpretation”). The Interpretation establishes for all entities, including pass-through entities such as the Fund, a minimum threshold for financial statement recognition of the benefit of positions taken in filing tax returns (including whether an entity is taxable in a particular jurisdiction), and requires certain expanded tax disclosures. Adoption of FIN 48 is required for fiscal years beginning after December 15, 2006 and is to be applied to all open tax years as of the effective date. Management does not believe that the application of this standard will have a material impact on the financial statements of the fund.

At October 31, 2006, the components of accumulated earnings on a tax basis were as follows: undistributed ordinary income $3,350,051, undistributed capital gains $35,876,722 and unrealized appreciation $211,322,305.

The tax character of distributions paid to shareholders during the fiscal years ended October 31, 2006 and October 31, 2005, were as follows: ordinary income $5,773,253 and $4,961,921 and long-term capital gains $6,985,754 and $12,258,126, respectively.

During the period ended October 31, 2006, as a result of permanent book to tax differences, the fund increased accumulated undistributed investment income-net by $1,723, decreased net realized gain (loss) on investments by $2,123 and increased paid-in capital by $400. 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 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.

34

The average daily amount of borrowings outstanding under the Facility during the period ended October 31,2006,was approximately $190,400 with a related weighted average annualized interest rate of 5.62% .

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”). 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. 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 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 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 at the annual rate of .25% of the

The Fund 35

NOTES TO FINANCIAL STATEMENTS (continued)

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, 2006, the fund was charged an aggregate of $2,117,857 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 $184,577 and shareholders services plan fees $184,577.

(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, 2006, redemption fees charged and received by the fund amounted to $27,547. Cost of shares redeemed in the Statement of Changes in Net Assets is reflected net of redemption fees.

(d) Pursuant to an exemptive order from the SEC, the fund invests it’s 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 and financial futures, during the period ended October 31, 2006, amounted to $262,214,658 and $211,481,510, respectively.

36

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 at October 31, 2006, are set forth in the Statement of Financial Futures.

At October 31, 2006, the cost of investments for federal income tax purposes was $830,372,282; accordingly, accumulated net unrealized appreciation on investments was $211,322,305, consisting of $247,232,145 gross unrealized appreciation and $35,909,840 gross unrealized depreciation.

NOTE 5—Subsequent Event:

On December 4, 2006, Mellon Financial and The Bank of New York Company, Inc. announced that they had entered into a definitive agreement to merge. The new company will be called The Bank of New York Mellon Corporation. As part of this transaction, Dreyfus would become a wholly-owned subsidiary of The Bank of New York Mellon Corporation.The transaction is subject to certain regulatory approvals and the approval of The Bank of New York Company, Inc.’s and Mellon Financial’s shareholders, as well as other customary conditions to closing. Subject to such approvals and the satisfaction of the other conditions, Mellon Financial and The Bank of New York Company, Inc. expect the transaction to be completed in the third quarter of 2007.

  The Fund 37

REPORT OF INDEPENDENT REGISTERED PUBLIC ACCOUNTING FIRM

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, 2006, 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, 2006 by correspondence with the custodian and brokers, provide a reasonable basis for our opinion.

PricewaterhouseCoopers LLP
New York, New York
December 14, 2006
38

IMPORTANT TAX INFORMATION (Unaudited)

For federal tax purposes, the fund hereby designates $.1901 per share as a long-term capital gain distribution paid on December 29, 2005 and also designates $.0080 per share as a long-term capital gain distribution paid on March 30, 2006. The fund also hereby designates 94.54% of ordinary dividends paid during the fiscal year ended October 31, 2006 as qualifying for the corporate dividends received deduction. For the fiscal year ended October 31, 2006, 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, $1,080,469 represents the maximum amount that may be considered qualified dividend income. Shareholders will receive notification in January 2007 of the percentage applicable to their 2006 income tax returns.

PROXY RESULTS (Unaudited)

Dreyfus Index Funds, Inc. held a special meeting of shareholders on June 29, 2006. The proposal considered at the meeting, and the results, are as follows:

        Shares     
    Votes For        Authority Withheld 
To elect additional Board Members:             
Peggy C. Davis †    66,234,566        1,790,517 
James F. Henry †    66,185,759        1,839,324 
Dr. Martin Peretz †    66,291,073        1,734,010 

† Each will serve as an Independent Board member of the fund commencing, subject to the discretion of the Board, on or about January 1, 2007.

In addition Joseph S. DiMartino, David P. Feldman, Ehud Houminer, Gloria Messinger and Anne Wexler continue as Board members of the fund.

BOARD MEMBERS INFORMATION (Unaudited)

Joseph S. DiMartino (63)
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
  • 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
  • Sunair Services Corporation, engaging 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: 189
———————

Peggy C. Davis (63)
Board Member (2006)

Principal Occupation During Past 5 Years:
  • Shad Professor of Law, New York University School of Law (1983-present)
  • Writer and teacher in the fields of evidence, constitutional theory, family law, social sciences and the law, legal process and professional methodology and training

No. of Portfolios for which Board Member Serves: 71
———————

David P. Feldman (66)
Board Member (1996)

Principal Occupation During Past 5 Years:
• Corporate Director and 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: 57
40
James F. Henry (75)
Board Member (2006)
Principal Occupation During Past 5 Years:
  • President,The International Institute for Conflict Prevention and Resolution, a non-profit organization principally engaged in the development of alternatives to business litigation (Retired 2003)
  • Advisor to The Elaw Forum, a consultant on managing corporate legal costs
  • Advisor to John Jay Homestead (the restored home of the first U.S. Chief Justice)
  • Individual Trustee of several trusts
Other Board Memberships and Affiliations:
  • Director, advisor and mediator involved in several non-profit organizations, primarily engaged in domestic and international dispute resolution, and historic preservation
No. of Portfolios for which Board Member Serves: 48

———————

Ehud Houminer (66)
Board Member (1996)

Principal Occupation During Past 5 Years:

• Executive-in-Residence at the Columbia Business School, Columbia University

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: 60
  ———————
Dr. Paul A. Marks (80)
Board Member (2006)
Principal Occupation During Past 5 Years:
  • President, Emeritus (2000-present) and President and Chief Executive Officer of Memorial Sloan-Kettering Cancer Center (Retired 1999)
Other Board Memberships and Affiliations:
  • Pfizer, Inc., Director-Emeritus
  • Lazard Freres & Company, LLC, Senior Adviser
  • Armgo-Start-Up Biotech; Board of Directors
  • Nanoviricide, Scientific Advisory Board
  • PTC, Scientific Advisory Board
  • IKONYSIS, Scientific Advisory Board
No. of Portfolios for which Board Member Serves: 48
  The Fund 41

BOARD MEMBERS INFORMATION (Unaudited) (continued)

Gloria Messinger (76)
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:
  • Theater for a New Audience, Inc., Director
  • Brooklyn Philharmonic, Director

No. of Portfolios for which Board Member Serves: 48
———————

Dr. Martin Peretz (67)
Board Member (2006)

Principal Occupation During Past 5 Years:
  • Editor-in-Chief of The New Republic Magazine
  • Lecturer in Social Studies at Harvard University (1965-2002)
  • Director of TheStreet.com, a financial information service on the web
Other Board Memberships and Affiliations:
  • American Council of Trustees and Alumni, Director
  • Pershing Square Capital Management, Adviser
  • Montefiore Ventures, General Partner
  • Harvard Center for Blood Research,Trustee
  • Bard College,Trustee
  • Board of Overseers of YIVO Institute for Jewish Research, Chairman

No. of Portfolios for which Board Member Serves: 48
———————

Anne Wexler (76)
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: 57
———————

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
T. John Szarkowski, Emeritus Board Member

42
  OFFICERS OF THE FUND (Unaudited)
STEPHEN E. CANTER, President since    JOSEPH M. CHIOFFI, Vice President and 
March 2000.    Assistant Secretary since August 2005. 
Chairman of the Board and Chief Executive    Associate General Counsel of the Manager, 
Officer of the Manager, and an officer of 90    and an officer of 91 investment companies 
investment companies (comprised of 189    (comprised of 205 portfolios) managed by the 
portfolios) managed by the Manager. Mr.    Manager. He is 44 years old and has been an 
Canter also is a Board member and, where    employee of the Manager since June 2000. 
 
applicable, an Executive Committee Member    JANETTE E. FARRAGHER, Vice President 
of the other investment management    and Assistant Secretary since 
subsidiaries of Mellon Financial Corporation,    August 2005. 
each of which is an affiliate of the Manager.     
He is 61 years old and has been an employee    Associate General Counsel of the Manager, 
of the Manager since May 1995.    and an officer of 91 investment companies 
    (comprised of 205 portfolios) managed by the 
MARK N. JACOBS, Vice President since    Manager. She is 43 years old and has been an 
March 2000.    employee of the Manager since February 1984. 
 
Executive Vice President, Secretary and    JOHN B. HAMMALIAN, Vice President and 
General Counsel of the Manager, and an    Assistant Secretary since August 2005. 
officer of 91 investment companies (comprised     
of 205 portfolios) managed by the Manager.    Associate General Counsel of the Manager, 
He is 60 years old and has been an employee    and an officer of 91 investment companies 
of the Manager since June 1977.    (comprised of 205 portfolios) managed by the 
    Manager. He is 43 years old and has been an 
MICHAEL A. ROSENBERG, Vice President    employee of the Manager since February 1991. 
and Secretary since August 2005.     
    ROBERT R. MULLERY, Vice President and 
Associate General Counsel of the Manager,    Assistant Secretary since August 2005. 
and an officer of 91 investment companies     
(comprised of 205 portfolios) managed by the    Associate General Counsel of the Manager, 
Manager. He is 46 years old and has been an    and an officer of 91 investment companies 
employee of the Manager since October 1991.    (comprised of 205 portfolios) managed by the 
    Manager. He is 54 years old and has been an 
JAMES BITETTO, Vice President and    employee of the Manager since May 1986. 
Assistant Secretary since August 2005.     
    JEFF PRUSNOFSKY, Vice President and 
Associate General Counsel and Assistant    Assistant Secretary since August 2005. 
Secretary of the Manager, and an officer of 91     
investment companies (comprised of 205    Associate General Counsel of the Manager, 
portfolios) managed by the Manager. He is 40    and an officer of 91 investment companies 
years old and has been an employee of the    (comprised of 205 portfolios) managed by the 
Manager since December 1996.    Manager. He is 41 years old and has been an 
    employee of the Manager since October 1990. 
JONI LACKS CHARATAN, Vice President     
and Assistant Secretary since    JAMES WINDELS, Treasurer since 
August 2005.    November 2001. 
Associate General Counsel of the Manager,    Director – Mutual Fund Accounting of the 
and an officer of 91 investment companies    Manager, and an officer of 91 investment 
(comprised of 205 portfolios) managed by the    companies (comprised of 205 portfolios) 
Manager. She is 50 years old and has been an    managed by the Manager. He is 48 years old 
employee of the Manager since October 1988.    and has been an employee of the Manager 
    since April 1985. 

The Fund 43

OFFICERS OF THE FUND (Unaudited) (continued)

ERIK D. NAVILOFF, Assistant Treasurer    JOSEPH W. CONNOLLY, Chief Compliance 
since August 2005.    Officer since October 2004. 
Senior Accounting Manager – Taxable Fixed    Chief Compliance Officer of the Manager and 
Income Funds of the Manager, and an officer    The Dreyfus Family of Funds (91 investment 
of 91 investment companies (comprised of 205    companies, comprised of 205 portfolios). From 
portfolios) managed by the Manager. He is 38    November 2001 through March 2004, Mr. 
years old and has been an employee of the    Connolly was first Vice-President, Mutual 
Manager since November 1992.    Fund Servicing for Mellon Global Securities 
 
ROBERT ROBOL, Assistant Treasurer    Services. In that capacity, Mr. Connolly was 
since August 2005.    responsible for managing Mellon’s Custody, 
    Fund Accounting and Fund Administration 
Senior Accounting Manager – Money Market    services to third-party mutual fund clients. He 
and Municipal Bond Funds of the Manager,    is 49 years old and has served in various 
and an officer of 91 investment companies    capacities with the Manager since 1980, 
(comprised of 205 portfolios) managed by the    including manager of the firm’s Fund 
Manager. He is 42 years old and has been an    Accounting Department from 1997 through 
employee of the Manager since October 1988.    October 2001. 
 
ROBERT SVAGNA, Assistant Treasurer    WILLIAM GERMENIS, Anti-Money 
since December 2002.    Laundering Compliance Officer since 
Senior Accounting Manager – Equity Funds of    October 2002. 
the Manager, and an officer of 91 investment    Vice President and Anti-Money Laundering 
companies (comprised of 205 portfolios)    Compliance Officer of the Distributor, and the 
managed by the Manager. He is 39 years old    Anti-Money Laundering Compliance Officer 
and has been an employee of the Manager    of 87 investment companies (comprised of 201 
since November 1990.    portfolios) managed by the Manager. He is 36 
GAVIN C. REILLY, Assistant Treasurer    years old and has been an employee of the 
since December 2005.    Distributor since October 1998. 
Tax Manager of the Investment Accounting     
and Support Department of the Manager, and     
an officer of 91 investment companies     
(comprised of 205 portfolios) managed by the     
Manager. He is 38 years old and has been an     
employee of the Manager since April 1991.     

44

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     
Mellon Trust of New England, N.A. 
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 1-202-551-8090.

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, 2006, 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.

© 2006 Dreyfus Service Corporation

  Dreyfus
S&P 500
Index Fund
  ANNUAL REPORT October 31, 2006

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 
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 
37    Proxy Results 
38    Board Members Information 
41    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, 2005, through October 31, 2006.

Although reports of slower economic growth and declining housing prices recently have raised economic concerns, we believe that neither a domestic recession nor a major shortfall in global growth is likely. Stimulative monetary policies over the last several years have left a legacy of ample financial liquidity worldwide, which should continue to support global economic growth. Indeed, while U.S. monetary policy has tightened to the borderline between a neutral policy and a restrictive policy, most foreign monetary policies have tightened only from stimulative to neutral, leaving room for further expansion.

The financial markets seem to concur with our view that a gradual economic slowdown is more likely than a recession, as evidenced by upward pressure on the price-earnings multiples of high-quality, large-capitalization stocks. Investors expecting generally slower profit growth have begun to favor companies with the ability to sustain profitability in a slower economic environment.This pattern is consistent with previous midcycle slowdowns.As always, we encourage you to discuss the implications of these and other matters with your financial adviser.

For information about how the fund performed during the reporting period, as well as market perspectives, we have provided a Discussion of Fund Performance given by the fund’s portfolio manager.

Thank you for your continued confidence and support.

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, 2006, the fund produced a total return of 15.79% .1 In comparison, the Standard & Poor’s 500 Composite Stock Price Index (the “S&P 500 Index”), the fund’s benchmark, produced a 16.33% return for the same period.2,3

We attribute the market’s performance to a shift in investor sentiment away from smaller, more economically sensitive businesses toward the larger, more well-established companies that comprise the S&P 500 Index. In addition, a growing global economy and improved corporate earnings helped support stock prices during much of the reporting period.The difference in returns between the fund and the S&P 500 Index was primarily the result of transaction costs and operating expenses that are not reflected in the S&P 500 Index’s results.

What is the fund’s investment approach?

The fund seeks to match the total return of the S&P 500 Index by generally investing in all 500 stocks in the S&P 500 Index in proportion to their respective weighting. 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. 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 S&P 500 Index is dominated by large-cap, blue-chip stocks that comprise nearly 75% of total U.S. market capitalization.

What other factors influenced the fund’s performance?

During the first half of the reporting period, U.S. economic growth generally remained strong, bolstered by healthy corporate earnings,

  The Fund 3
DISCUSSION OF FUND PERFORMANCE (continued)

low unemployment and subdued inflation.As a result, stock prices rose moderately despite occasional concerns that rising short-term interest rates and higher energy prices might erode consumer confidence and reduce the rate of economic growth.

However, stock prices fell sharply in May after hawkish comments from members of the Federal Reserve Board caused investors to revise upward their expectations for short-term interest rates, sparking renewed concerns about the potential effects of higher borrowing costs and soaring energy prices on the economy. During this market downturn, large-cap stocks began to fare better than small-cap stocks as investors turned toward well-established businesses with track records of consistent earnings under a variety of economic conditions. Over the remainder of the reporting period, large-cap stocks continued to gain value as housing markets softened and employment gains moderated, marking the start of a new phase of the economic cycle and the apparent end to a long period of small-cap outperformance.

Banks and asset management firms within the financials sector ranked among the stronger contributors to the S&P 500 Index for the reporting period. Banks prospered due to the healthy economy and low loan default rates. In addition, credit card use accelerated when borrowing through home equity loans slowed in the wake of declining home values. Brokerage firms benefited from higher stock market trading volumes, increased mergers-and-acquisitions activity and strength in international businesses.

Consumer discretionary stocks also contributed positively to the S&P 500 Index’s performance. Media companies posted generally strong returns as they expanded content distribution through iPods and other third-generation wireless media. Telecommunications stocks began to rebound from earlier weakness after companies upgraded their networks to handle bandwidth-heavy services, such as television programming. In addition, several well-known fast-food restaurant and national coffee-house chains posted favorable gains. Among retailers, top performers included several high-end and specialty apparel firms.

4

Despite a recent decline in oil and gas prices, integrated energy producers, suppliers and drillers continued to benefit from a wave of mergers-and-acquisition activity and higher levels of demand from China, India and other emerging markets.

On the other hand, some Internet companies in the information technology area produced generally disappointing results due to increased competition, aggressive spending on the latest software needed to attract customers and expenses related to mergers-and-acquisitions activity. Finally, in the health care area, several medical products companies hindered the return of the S&P 500 Index, as these companies faced product recalls, difficulties with regulatory approvals and higher research and development costs.

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 by maintaining an asset allocation that closely approximates that of 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, 2006

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
Average Annual Total Returns as of 10/31/06         
    1 Year    5 Years    10 Years 
Fund    15.79%    6.74%    8.09% 

† 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 10/31/96 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, 2006 to October 31, 2006. 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, 2006

Expenses paid per $1,000 †    $ 2.59 
Ending value (after expenses)    $1,058.40 

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, 2006

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, 2006
Common Stocks—97.6%    Shares        Value ($) 
Consumer Discretionary—10.2%             
Amazon.com    90,400    a,b    3,443,336 
Apollo Group, Cl. A    40,300    b    1,489,488 
AutoNation    44,100    a,b    884,205 
AutoZone    15,200    a,b    1,702,400 
Bed Bath & Beyond    81,200    b    3,271,548 
Best Buy    117,025        6,465,631 
Big Lots    31,300    a,b    659,804 
Black & Decker    21,300    a    1,786,644 
Brunswick    26,700        841,050 
Carnival    128,000    a    6,248,960 
CBS, Cl. B    224,612        6,500,271 
Centex    34,100    a    1,783,430 
Circuit City Stores    40,600        1,095,388 
Clear Channel Communications    142,800    a    4,976,580 
Coach    105,300    b    4,174,092 
Comcast, Cl. A    602,218    b    24,492,206 
D.R. Horton    78,400    a    1,836,912 
Darden Restaurants    42,050        1,761,895 
Dillard’s, Cl. A    17,400        524,958 
Dollar General    89,808    a    1,260,006 
Dow Jones & Co.    18,700    a    656,183 
E.W. Scripps, Cl. A    24,000        1,187,040 
Eastman Kodak    82,700    a    2,017,880 
Family Dollar Stores    43,600        1,284,020 
Federated Department Stores    156,400    a    6,867,524 
Ford Motor    541,292    a    4,481,898 
Fortune Brands    43,400        3,339,630 
Gannett    68,000        4,021,520 
Gap    154,925        3,256,524 
General Motors    162,800    a    5,684,976 
Genuine Parts    49,300        2,244,136 
Goodyear Tire & Rubber    51,000    a,b    781,830 
H & R Block    92,600    a    2,024,236 
Harley-Davidson    75,500    a    5,181,565 
Harman International Industries    18,800        1,924,180 
Harrah’s Entertainment    53,500    a    3,976,655 

8

Common Stocks (continued)    Shares    Value ($) 
Consumer Discretionary (continued)         
Hasbro    47,100    1,220,832 
Hilton Hotels    111,000    3,210,120 
Home Depot    593,903    22,170,399 
International Game Technology    97,700    4,153,227 
Interpublic Group of Cos.    126,800 a,b    1,383,388 
J.C. Penney    64,500    4,852,335 
Johnson Controls    56,300    4,590,702 
Jones Apparel Group    32,500    1,085,500 
KB Home    22,600    1,015,644 
Kohl’s    94,200 b    6,650,520 
Leggett & Platt    52,000    1,214,200 
Lennar, Cl. A    39,800    1,889,704 
Limited Brands    97,700    2,879,219 
Liz Claiborne    29,700    1,252,449 
Lowe’s Cos.    439,700    13,252,558 
Marriott International, Cl. A    98,900    4,131,053 
Mattel    108,800    2,462,144 
McDonald’s    352,900    14,793,568 
McGraw-Hill Cos.    101,300    6,500,421 
Meredith    11,200    588,000 
New York Times, Cl. A    41,600 a    1,005,472 
Newell Rubbermaid    79,662    2,292,672 
News, Cl. A    672,400    14,019,540 
NIKE, Cl. B    55,100    5,062,588 
Nordstrom    65,700    3,110,895 
Office Depot    81,500 b    3,422,185 
OfficeMax    21,300    1,013,454 
Omnicom Group    49,400    5,011,630 
Pulte Homes    60,900 a    1,887,291 
RadioShack    39,100 a    697,544 
Sears Holdings    23,962 b    4,180,650 
Sherwin-Williams    32,400    1,919,052 
Snap-On    16,700 a    785,401 
Stanley Works    23,313    1,110,864 
Staples    209,075    5,392,044 
Starbucks    217,600 b    8,214,400 

  The Fund 9
  STATEMENT OF INVESTMENTS (continued)
Common Stocks (continued)    Shares        Value ($) 
Consumer Discretionary (continued)             
Starwood Hotels & Resorts Worldwide    62,700    a    3,745,698 
Target    247,100        14,623,378 
Tiffany & Co.    39,800        1,421,656 
Time Warner    1,170,250        23,416,703 
TJX Cos.    129,300        3,743,235 
Tribune    54,900    a    1,829,817 
Univision Communications, Cl. A    72,200    a,b    2,531,332 
VF    25,500        1,938,255 
Viacom, Cl. B    204,112    b    7,944,039 
Walt Disney    601,400        18,920,044 
Wendy’s International    33,900        1,172,940 
Whirlpool    22,546    a    1,959,924 
Wyndham Worldwide    57,654    b    1,700,793 
Yum! Brands    77,920        4,633,123 
            372,131,203 
Consumer Staples—9.2%             
Alberto-Culver    22,500        1,143,225 
Altria Group    602,400        48,993,192 
Anheuser-Busch Cos.    221,200        10,489,304 
Archer-Daniels-Midland    188,660        7,263,410 
Avon Products    128,772        3,915,956 
Brown-Forman, Cl. B    22,600        1,631,494 
Campbell Soup    66,400        2,482,032 
Clorox    43,500        2,808,360 
Coca-Cola    586,400        27,396,608 
Coca-Cola Enterprises    79,300        1,588,379 
Colgate-Palmolive    148,600        9,505,942 
ConAgra Foods    147,000        3,844,050 
Constellation Brands, Cl. A    60,700    b    1,668,643 
Costco Wholesale    134,700        7,190,286 
CVS    236,400    a    7,418,232 
Dean Foods    38,400    b    1,608,576 
Estee Lauder Cos., Cl. A    37,200        1,502,508 
General Mills    101,500        5,767,230 
H.J. Heinz    95,400        4,022,064 
Hershey    50,500        2,671,955 

  10
Common Stocks (continued)    Shares    Value ($) 
Consumer Staples (continued)         
Kellogg    71,900 a    3,617,289 
Kimberly-Clark    131,800    8,767,336 
Kroger    207,900    4,675,671 
McCormick & Co.    37,900    1,417,460 
Molson Coors Brewing, Cl. B    13,100 a    932,458 
Pepsi Bottling Group    39,100    1,236,342 
PepsiCo    474,400    30,095,936 
Procter & Gamble    913,665    57,917,224 
Reynolds American    49,300 a    3,113,788 
Safeway    127,900    3,755,144 
Sara Lee    218,700    3,739,770 
SUPERVALU    60,914    2,034,528 
SYSCO    178,000    6,226,440 
Tyson Foods, Cl. A    72,500    1,047,625 
UST    46,300 a    2,479,828 
Wal-Mart Stores    707,800    34,880,384 
Walgreen    290,100    12,671,568 
Whole Foods Market    40,600 a    2,591,904 
Wm. Wrigley Jr.    63,100 a    3,278,045 
        337,390,186 
Energy—9.3%         
Anadarko Petroleum    132,164 a    6,135,052 
Apache    94,750    6,189,070 
Baker Hughes    94,690    6,538,344 
BJ Services    86,100    2,596,776 
Chesapeake Energy    108,900 a    3,532,716 
Chevron    632,426    42,499,027 
ConocoPhillips    474,180    28,564,603 
Consol Energy    52,800    1,868,592 
Devon Energy    126,900    8,481,996 
El Paso    200,275 a    2,743,768 
EOG Resources    69,800 a    4,643,794 
Exxon Mobil    1,710,676    122,176,480 
Halliburton    296,700    9,598,245 
Hess    69,400 a    2,942,560 
Kinder Morgan    30,800    3,237,080 

The Fund 11

  STATEMENT OF INVESTMENTS (continued)
Common Stocks (continued)    Shares    Value ($) 
Energy (continued)         
Marathon Oil    103,075    8,905,680 
Murphy Oil    53,800    2,537,208 
Nabors Industries    90,900 a,b    2,806,992 
National Oilwell Varco    50,500 b    3,050,200 
Noble    39,500    2,768,950 
Occidental Petroleum    247,900    11,636,426 
Rowan Cos.    31,800    1,061,484 
Schlumberger    340,700    21,491,356 
Smith International    57,800    2,281,944 
Sunoco    37,500    2,479,875 
Transocean    90,700 b    6,579,378 
Valero Energy    176,400    9,231,012 
Weatherford International    99,600 b    4,091,568 
Williams Cos.    171,400    4,187,302 
XTO Energy    105,200 a    4,908,632 
        339,766,110 
Financial—21.5%         
ACE    93,600    5,358,600 
Aflac    142,800    6,414,576 
Allstate    181,100    11,112,296 
Ambac Financial Group    30,450    2,542,270 
American Express    349,600    20,210,376 
American International Group    747,779    50,228,315 
Ameriprise Financial    70,160    3,613,240 
AmSouth Bancorp    98,500    2,976,670 
AON    90,475    3,147,625 
Apartment Investment & Management, Cl. A    28,000    1,604,960 
Archstone-Smith Trust    61,600    3,708,936 
Bank of America    1,302,314    70,155,655 
Bank of New York    219,600    7,547,652 
BB & T    154,500    6,723,840 
Bear Stearns Cos.    34,672    5,247,607 
Boston Properties    32,900    3,514,707 
Capital One Financial    88,100 a    6,988,973 
Charles Schwab    297,600    5,422,272 
Chicago Mercantile Exchange Holdings    10,200    5,110,200 

12

Common Stocks (continued)    Shares    Value ($) 
Financial (continued)         
Chubb    118,200    6,282,330 
Cincinnati Financial    49,885 a    2,277,250 
CIT Group    57,200    2,977,260 
Citigroup    1,422,617    71,358,469 
Comerica    46,700    2,717,473 
Commerce Bancorp/NJ    53,700 a    1,875,204 
Compass Bancshares    37,200    2,092,872 
Countrywide Financial    176,100    6,712,932 
E*TRADE FINANCIAL    122,900 b    2,861,112 
Equity Office Properties Trust    100,700    4,279,750 
Equity Residential    83,700 a    4,570,857 
Fannie Mae    278,500    16,503,910 
Federated Investors, Cl. B    26,100    894,969 
Fifth Third Bancorp    160,567    6,398,595 
First Horizon National    35,700 a    1,403,724 
Franklin Resources    48,000    5,470,080 
Freddie Mac    198,800    13,715,212 
Genworth Financial, Cl. A    130,900    4,377,296 
Goldman Sachs Group    124,200    23,571,918 
Hartford Financial Services Group    87,500    7,627,375 
Huntington Bancshares/OH    68,374 a    1,669,009 
Janus Capital Group    59,500    1,194,760 
JPMorgan Chase & Co.    998,941    47,389,761 
KeyCorp    116,000    4,308,240 
Kimco Realty    62,300    2,767,989 
Legg Mason    37,700 a    3,393,754 
Lehman Brothers Holdings    154,600    12,034,064 
Lincoln National    82,600    5,229,406 
Loews    131,500    5,117,980 
M & T Bank    22,400    2,728,544 
Marsh & McLennan Cos.    158,400    4,663,296 
Marshall & Ilsley    73,200 a    3,509,208 
MBIA    38,800 a    2,406,376 
Mellon Financial    118,400    4,593,920 
Merrill Lynch & Co.    255,100 a    22,300,842 
MetLife    218,500    12,482,905 

  The Fund 13
  STATEMENT OF INVESTMENTS (continued)
Common Stocks (continued)    Shares    Value ($) 
Financial (continued)         
MGIC Investment    24,300 a    1,427,868 
Moody’s    68,100    4,515,030 
Morgan Stanley    308,460    23,575,598 
National City    174,000 a    6,481,500 
North Fork Bancorporation    134,050    3,831,149 
Northern Trust    53,900    3,165,008 
Plum Creek Timber    51,600    1,854,504 
PNC Financial Services Group    84,700    5,931,541 
Principal Financial Group    77,500    4,377,975 
Progressive    222,200    5,370,574 
ProLogis    70,500    4,460,535 
Prudential Financial    139,600    10,739,428 
Public Storage    34,900 a    3,130,879 
Realogy    61,442 b    1,583,975 
Regions Financial    130,790    4,963,481 
Safeco    33,500    1,949,365 
Simon Property Group    63,600    6,175,560 
SLM    118,000    5,744,240 
Sovereign Bancorp    103,230    2,463,068 
St. Paul Travelers Cos.    198,812    10,165,258 
State Street    95,300    6,121,119 
SunTrust Banks    105,000    8,293,950 
Synovus Financial    93,250    2,739,685 
T. Rowe Price Group    75,300    3,562,443 
Torchmark    28,500    1,757,880 
U.S. Bancorp    511,353    17,304,186 
UnumProvident    98,595 a    1,950,209 
Vornado Realty Trust    35,100    4,185,675 
Wachovia    551,081    30,584,996 
Washington Mutual    277,274 a    11,728,690 
Wells Fargo & Co.    968,900 a    35,161,381 
XL Capital, Cl. A    51,900    3,661,545 
Zions Bancorporation    30,700    2,468,280 
        786,813,987 
Health Care—12.1%         
Abbott Laboratories    439,600    20,885,396 
Aetna    157,616    6,496,931 

14

Common Stocks (continued)    Shares    Value ($) 
Health Care (continued)         
Allergan    43,400    5,012,700 
AmerisourceBergen    58,000    2,737,600 
Amgen    336,812 b    25,567,398 
Applera—Applied Biosystems Group    52,400    1,954,520 
Barr Pharmaceuticals    30,600 b    1,602,522 
Bausch & Lomb    15,500 a    829,870 
Baxter International    187,700    8,628,569 
Becton, Dickinson & Co.    70,400    4,930,112 
Biogen Idec    98,885 b    4,706,926 
Biomet    70,475 a    2,666,774 
Boston Scientific    338,910 b    5,392,058 
Bristol-Myers Squibb    565,900    14,006,025 
C.R. Bard    29,800    2,442,408 
Cardinal Health    116,725    7,639,651 
Caremark Rx    122,800    6,045,444 
CIGNA    31,900    3,731,662 
Coventry Health Care    45,700 b    2,145,615 
Eli Lilly & Co.    283,000    15,850,830 
Express Scripts    39,600 b    2,523,312 
Fisher Scientific International    35,800 b    3,065,196 
Forest Laboratories    91,500 b    4,478,010 
Genzyme    75,200 b    5,076,752 
Gilead Sciences    131,500 b    9,060,350 
HCA    121,950 a    6,160,914 
Health Management Associates, Cl. A    69,100    1,361,270 
Hospira    45,170 b    1,641,930 
Humana    47,500 b    2,850,000 
IMS Health    58,000    1,615,300 
Johnson & Johnson    841,618    56,725,053 
King Pharmaceuticals    69,966 b    1,170,531 
Laboratory Corp. of America Holdings    36,000 b    2,465,640 
Manor Care    21,200    1,017,388 
McKesson    86,177    4,316,606 
Medco Health Solutions    84,591 b    4,525,619 
MedImmune    68,900 a,b    2,207,556 
Medtronic    330,700    16,098,476 
Merck & Co.    626,200    28,442,004 

The Fund 15

  STATEMENT OF INVESTMENTS (continued)
Common Stocks (continued)    Shares    Value ($) 
Health Care (continued)         
Millipore    15,300 b    987,309 
Mylan Laboratories    60,700 a    1,244,350 
Patterson Cos.    40,000 a,b    1,314,000 
PerkinElmer    36,100    771,096 
Pfizer    2,098,109    55,914,605 
Quest Diagnostics    46,500    2,312,910 
Schering-Plough    426,200    9,436,068 
St. Jude Medical    101,500 b    3,486,525 
Stryker    85,400    4,465,566 
Tenet Healthcare    135,650 a,b    957,689 
Thermo Electron    45,300 b    1,942,011 
UnitedHealth Group    387,600    18,907,128 
Waters    29,500 b    1,469,100 
Watson Pharmaceuticals    29,400 a,b    791,154 
WellPoint    178,300 b    13,607,856 
Wyeth    387,200    19,758,816 
Zimmer Holdings    69,820 a,b    5,027,738 
        440,468,839 
Industrial—10.6%         
3M    216,700    17,084,628 
Allied Waste Industries    73,000 a,b    886,950 
American Power Conversion    48,800 a    1,475,224 
American Standard Cos.    50,200    2,223,358 
Avery Dennison    27,200    1,717,408 
Boeing    228,698    18,263,822 
Burlington Northern Santa Fe    104,200    8,078,626 
Caterpillar    188,700    11,455,977 
Cintas    39,300    1,627,020 
Cooper Industries, Cl. A    26,300    2,352,535 
CSX    127,600    4,551,492 
Cummins    15,100    1,917,398 
Danaher    68,100 a    4,887,537 
Deere & Co.    66,500 a    5,661,145 
Dover    58,600    2,783,500 
Eaton    43,200    3,128,976 
Emerson Electric    117,300    9,900,120 

16

Common Stocks (continued)    Shares    Value ($) 
Industrial (continued)         
Equifax    36,400    1,384,292 
FedEx    88,120    10,093,265 
Fluor    25,200    1,976,436 
General Dynamics    116,100    8,254,710 
General Electric    2,970,500    104,294,255 
Goodrich    35,900    1,582,831 
Honeywell International    235,625    9,924,525 
Illinois Tool Works    120,900 a    5,794,737 
Ingersoll-Rand, Cl. A    92,600    3,399,346 
ITT Industries    53,100    2,888,109 
L-3 Communications Holdings    35,400    2,850,408 
Lockheed Martin    102,500    8,910,325 
Masco    114,600 a    3,168,690 
Monster Worldwide    36,900 b    1,494,819 
Navistar International    17,800 a,b    493,594 
Norfolk Southern    119,100 a    6,261,087 
Northrop Grumman    99,090    6,578,585 
Paccar    71,774    4,249,739 
Pall    35,900 a    1,145,210 
Parker Hannifin    34,550    2,889,417 
Pitney Bowes    63,700    2,975,427 
R.R. Donnelley & Sons    62,200    2,106,092 
Raytheon    129,100    6,448,545 
Robert Half International    49,300    1,801,915 
Rockwell Automation    50,600    3,137,200 
Rockwell Collins    49,300    2,863,344 
Ryder System    17,800 a    937,170 
Southwest Airlines    226,218    3,400,057 
Textron    36,300    3,300,759 
Tyco International    579,771    17,062,661 
Union Pacific    77,500    7,023,825 
United Parcel Service, Cl. B    311,100    23,441,385 
United Technologies    291,000    19,124,520 
W.W. Grainger    21,700    1,579,326 
Waste Management    155,500    5,828,140 
        386,660,462 

  The Fund 17
  STATEMENT OF INVESTMENTS (continued)
Common Stocks (continued)    Shares    Value ($) 
Information Technology—15.0%         
ADC Telecommunications    33,771 b    483,263 
Adobe Systems    166,700 b    6,376,275 
Advanced Micro Devices    156,100 a,b    3,320,247 
Affiliated Computer Services, Cl. A    34,100 a,b    1,823,668 
Agilent Technologies    117,616 b    4,187,129 
Altera    103,400 b    1,906,696 
Analog Devices    101,500    3,229,730 
Apple Computer    244,700 b    19,840,276 
Applied Materials    399,800    6,952,522 
Autodesk    66,700 b    2,451,225 
Automatic Data Processing    159,900    7,905,456 
Avaya    131,480 b    1,684,258 
BMC Software    59,000 a,b    1,788,290 
Broadcom, Cl. A    134,950 b    4,084,937 
CA    118,129 a    2,924,874 
Ciena    24,299 b    571,269 
Cisco Systems    1,756,600 b    42,386,758 
Citrix Systems    52,900 b    1,562,137 
Computer Sciences    49,400 b    2,610,790 
Compuware    107,200 b    861,888 
Comverse Technology    58,100 b    1,264,837 
Convergys    40,000 b    848,400 
Corning    448,800 b    9,168,984 
Dell    653,700 b    15,904,521 
eBay    338,000 b    10,859,940 
Electronic Arts    88,200 b    4,664,898 
Electronic Data Systems    148,900    3,771,637 
EMC/Massachusetts    661,400 b    8,102,150 
First Data    220,146    5,338,541 
Fiserv    50,150 b    2,477,410 
Freescale Semiconductor, Cl. B    116,749 b    4,591,738 
Google, Cl. A    61,300 b    29,202,707 
Hewlett-Packard    788,166    30,533,551 
Intel    1,659,700    35,417,998 
International Business Machines    437,900    40,431,307 
Intuit    98,300 a,b    3,469,990 

18

Common Stocks (continued)    Shares    Value ($) 
Information Technology (continued)         
Jabil Circuit    53,100    1,524,501 
JDS Uniphase    60,600 b    880,518 
Juniper Networks    162,800 b    2,803,416 
KLA-Tencor    57,300    2,817,441 
Lexmark International, Cl. A    28,900 a,b    1,837,751 
Linear Technology    86,700 a    2,698,104 
LSI Logic    115,000 b    1,155,750 
Lucent Technologies    1,289,670 a,b    3,133,898 
Maxim Integrated Products    92,300    2,769,923 
Micron Technology    210,000 b    3,034,500 
Microsoft    2,485,300    71,352,963 
Molex    40,700 a    1,420,430 
Motorola    704,995    16,257,185 
National Semiconductor    85,700    2,081,653 
NCR    51,900 b    2,154,888 
Network Appliance    107,200 a,b    3,912,800 
Novell    97,600 b    585,600 
Novellus Systems    35,500 a,b    981,575 
NVIDIA    101,400 b    3,535,818 
Oracle    1,160,600 b    21,436,282 
Parametric Technology    32,099 a,b    627,214 
Paychex    97,375    3,844,365 
PMC-Sierra    60,100 a,b    398,463 
QLogic    45,800 b    942,564 
QUALCOMM    475,300    17,296,167 
Sabre Holdings, Cl. A    37,921    963,952 
SanDisk    56,400 a,b    2,712,840 
Sanmina-SCI    153,300 b    605,535 
Solectron    263,200 b    879,088 
Sun Microsystems    1,009,800 b    5,483,214 
Symantec    284,639 b    5,647,238 
Symbol Technologies    73,059    1,090,771 
Tektronix    24,100    731,917 
Tellabs    128,800 b    1,357,552 
Teradyne    56,700 b    794,934 
Texas Instruments    441,000    13,309,380 

  The Fund 19
  STATEMENT OF INVESTMENTS (continued)
Common Stocks (continued)    Shares    Value ($) 
Information Technology (continued)         
Unisys    98,900 b    646,806 
VeriSign    70,500 a,b    1,457,940 
Western Union    220,146 b    4,854,219 
Xerox    281,500 a,b    4,785,500 
Xilinx    97,800    2,494,878 
Yahoo!    357,700 b    9,421,818 
        549,721,648 
Materials—2.9%         
Air Products & Chemicals    63,400    4,417,078 
Alcoa    249,448    7,211,541 
Allegheny Technologies    28,977    2,281,359 
Ashland    18,200 a    1,075,620 
Ball    30,000 a    1,247,700 
Bemis    30,200    1,015,324 
Dow Chemical    276,063    11,260,610 
E.I. du Pont de Nemours & Co.    265,212    12,146,710 
Eastman Chemical    23,700    1,443,804 
Ecolab    51,400 a    2,330,990 
Freeport-McMoRan Copper & Gold, Cl. B    56,500    3,417,120 
Hercules    32,600 b    593,320 
International Flavors & Fragrances    22,700    964,296 
International Paper    130,853    4,363,948 
Louisiana-Pacific    30,300    599,334 
MeadWestvaco    52,111 a    1,434,095 
Monsanto    156,228    6,908,402 
Newmont Mining    129,425    5,859,070 
Nucor    88,700 a    5,180,967 
Pactiv    39,700 b    1,224,348 
Phelps Dodge    58,690    5,891,302 
PPG Industries    47,500    3,249,000 
Praxair    92,800    5,591,200 
Rohm & Haas    41,315    2,140,943 
Sealed Air    23,332    1,388,721 
Sigma-Aldrich    19,100 a    1,434,601 
Temple-Inland    31,300    1,234,472 
United States Steel    35,400    2,393,040 

20

Common Stocks (continued)    Shares    Value ($) 
Materials (continued)         
Vulcan Materials    27,800    2,265,144 
Weyerhaeuser    70,900    4,508,531 
        105,072,590 
Telecommunication Services—3.4%         
Alltel    111,700    5,954,727 
AT & T    1,117,613    38,278,245 
BellSouth    522,500    23,564,750 
CenturyTel    33,500    1,348,040 
Citizens Communications    92,300 a    1,353,118 
Embarq    42,942    2,076,246 
Qwest Communications International    460,500 a,b    3,974,115 
Sprint Nextel    859,645    16,066,765 
Verizon Communications    834,056    30,860,072 
Windstream    136,423 a    1,871,724 
        125,347,802 
Utilities—3.4%         
AES    190,300 b    4,184,697 
Allegheny Energy    47,400 b    2,039,622 
Ameren    59,200 a    3,202,720 
American Electric Power    113,360    4,696,505 
Centerpoint Energy    89,666 a    1,388,030 
CMS Energy    63,800 b    949,982 
Consolidated Edison    70,900 a    3,428,015 
Constellation Energy Group    51,700    3,226,080 
Dominion Resources/VA    101,508    8,221,133 
DTE Energy    51,200    2,326,016 
Duke Energy    360,572 a    11,408,498 
Dynegy, Cl. A    108,800 b    661,504 
Edison International    93,800    4,168,472 
Entergy    60,000    5,149,800 
Exelon    192,650    11,940,447 
FirstEnergy    94,902    5,584,983 
FPL Group    116,400 a    5,936,400 
KeySpan    50,400    2,045,232 
Nicor    12,800 a    588,288 
NiSource    78,500    1,826,695 

The Fund 21

STATEMENT OF INVESTMENTS (continued)
Common Stocks (continued)    Shares    Value ($) 
Utilities (continued)         
Peoples Energy    11,100 a    484,959 
PG & E    100,200    4,322,628 
Pinnacle West Capital    28,600    1,367,366 
PPL    109,600    3,783,392 
Progress Energy    72,869    3,351,974 
Public Service Enterprise Group    72,400    4,420,020 
Sempra Energy    75,166    3,986,805 
Southern    213,600 a    7,775,040 
TECO Energy    60,100 a    991,049 
TXU    132,794    8,383,285 
Xcel Energy    116,810 a    2,577,997 
        124,417,634 
Total Common Stocks         
(cost $2,454,528,738)        3,567,790,461 
    Principal     
Short-Term Investments—.1%    Amount ($)    Value ($) 
U.S. Treasury Bills:         
4.75%, 12/14/06    1,500,000 c    1,491,255 
4.78%, 1/4/07    500,000 c    495,635 
4.81%, 12/7/06    100,000 c    99,503 
4.85%, 11/30/06    1,300,000 c    1,294,709 
4.91%, 11/16/06    1,305,000 c    1,302,260 
Total Short-Term Investments         
(cost $4,684,016)        4,683,362 
 
Other Investment—2.3%    Shares    Value ($) 
Registered Investment Company;         
Dreyfus Institutional Preferred         
Plus Money Market Fund         
(cost $84,386,000)    84,386,000 d    84,386,000 

22
Investment of Cash Collateral         
for Securities Loaned—4.0%    Shares    Value ($) 
Registered Investment Company;         
Dreyfus Institutional Cash         
Advantage Plus Fund         
(cost $144,968,521)    144,968,521 d    144,968,521 
Total Investments (cost $2,688,567,275)    104.0%    3,801,828,344 
Liabilities, Less Cash and Receivables    (4.0%)    (144,838,625) 
Net Assets    100.0%    3,656,989,719 

a All or a portion of these securities are on loan.At October 31, 2006, the total market value of the fund’s securities 
on loan is $158,965,484 and the total market value of the collateral held by the fund is $165,529,947, consisting 
of cash collateral of $144,968,521 and U.S. Government and agency securities valued at $20,561,426. 
b Non-income producing security. 
c All or partially held by a broker as collateral for open financial futures positions. 
d Investment in affiliated money market mutual fund. 

Portfolio Summary    (Unaudited) †         
 
    Value (%)        Value (%) 
Financial    21.5    Short-Term/Money     
Information Technology    15.0    Market Investments    6.4 
Health Care    12.1    Telecommunication Services    3.4 
Industrial    10.6    Utilities    3.4 
Consumer Discretionary    10.2    Materials    2.9 
Energy    9.3    Futures    .1 
Consumer Staples    9.2        104.1 

† Based on net assets.

See notes to financial statements.

The Fund 23

STATEMENT OF FINANCIAL FUTURES

October 31, 2006

        Market Value        Unrealized 
        Covered by        Appreciation 
    Contracts    Contracts ($)    Expiration    at 10/31/2006 ($) 
 
Financial Futures Long                 
Standard & Poor’s 500    272    94,057,600    December 2006    3,269,550 

See notes to financial statements.
24

STATEMENT OF ASSETS AND LIABILITIES

October 31, 2006

    Cost    Value 
Assets ($):         
Investments in securities—         
See Statement of Investments (including securities     
on loan, valued at $158,965,484)—Note 1(b):     
Unaffiliated issuers    2,459,212,754    3,572,473,823 
Affiliated issuers    229,354,521    229,354,521 
Cash        2,480,024 
Dividends and interest receivable        3,396,328 
Receivable for shares of Common Stock subscribed    1,808,560 
Receivable for futures variation margin—Note 4    1,000 
        3,809,514,256 
Liabilities ($):         
Due to The Dreyfus Corporation and affiliates—Note 3(b)    1,532,740 
Liability for securities on loan—Note 1(b)    144,968,521 
Payable for shares of Common Stock redeemed    6,023,276 
        152,524,537 
Net Assets ($)        3,656,989,719 
Composition of Net Assets ($):         
Paid-in capital        2,436,039,609 
Accumulated undistributed investment income—net    37,859,452 
Accumulated net realized gain (loss) on investments    66,560,039 
Accumulated net unrealized appreciation (depreciation)     
on investments (including $3,269,550 net unrealized     
appreciation on financial futures)        1,116,530,619 
Net Assets ($)        3,656,989,719 
Shares Outstanding         
(200 million shares of $.001 par value Common Stock authorized)    90,132,293 
Net Asset Value, offering and redemption price per share—Note 3(c) ($)    40.57 

See notes to financial statements.

The Fund 25

STATEMENT OF OPERATIONS
Year Ended October 31, 2006
Investment Income ($):     
Income:     
Dividends:     
Unaffiliated issuers    65,479,420 
Affiliated issuers    839,860 
Interest    554,162 
Income from securities lending    199,491 
Total Income    67,072,933 
Expenses:     
Management fee—Note 3(a)    8,609,197 
Shareholder servicing costs—Note 3(b)    8,609,197 
Loan commitment fees—Note 2    37,339 
Interest expense—Note 2    6,503 
Total Expenses    17,262,236 
Investment Income—Net    49,810,697 
Realized and Unrealized Gain (Loss) on Investments—Note 4 ($): 
Net realized gain (loss) on investments    186,300,603 
Net realized gain (loss) on financial futures    3,110,614 
Net Realized Gain (Loss)    189,411,217 
Net change in unrealized appreciation (depreciation) on     
investments (including $2,354,650 net change in     
unrealized appreciation on financial futures)    267,236,870 
Net Realized and Unrealized Gain (Loss) on Investments    456,648,087 
Net Increase in Net Assets Resulting from Operations    506,458,784 

See notes to financial statements.
26

STATEMENT OF CHANGES IN NET ASSETS

    Year Ended October 31, 
    2006    2005 
Operations ($):         
Investment income—net    49,810,697    53,012,011 
Net realized gain (loss) on investments    189,411,217    70,467,117 
Net change in unrealized appreciation         
(depreciation) on investments    267,236,870    133,060,815 
Net Increase (Decrease) in Net Assets         
Resulting from Operations    506,458,784    256,539,943 
Dividends to Shareholders from ($):         
Investment income—net    (44,603,659)    (48,499,041) 
Capital Stock Transactions ($):         
Net proceeds from shares sold    810,152,140    783,298,479 
Dividends reinvested    43,610,140    47,446,210 
Cost of shares redeemed    (969,588,784)    (844,001,875) 
Increase (Decrease) in Net Assets         
from Capital Stock Transactions    (115,826,504)    (13,257,186) 
Total Increase (Decrease) in Net Assets    346,028,621    194,783,716 
Net Assets ($):         
Beginning of Period    3,310,961,098    3,116,177,382 
End of Period    3,656,989,719    3,310,961,098 
Undistributed investment income—net    37,859,452    33,086,159 
Capital Share Transactions (Shares):         
Shares sold    21,471,151    22,385,483 
Shares issued for dividends reinvested    1,190,232    1,361,050 
Shares redeemed    (25,791,107)    (24,070,556) 
Net Increase (Decrease) in Shares Outstanding    (3,129,724)    (324,023) 

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,     
    2006    2005    2004    2003    2002 
Per Share Data ($):                     
Net asset value, beginning of period    35.50    33.30    30.91    26.01    31.08 
Investment Operations:                     
Investment income—net a    .54    .56    .39    .35    .32 
Net realized and unrealized                     
gain (loss) on investments    5.01    2.16    2.35    4.86    (5.08) 
Total from Investment Operations    5.55    2.72    2.74    5.21    (4.76) 
Distributions:                     
Dividends from                     
investment income—net    (.48)    (.52)    (.35)    (.31)    (.31) 
Net asset value, end of period    40.57    35.50    33.30    30.91    26.01 
Total Return (%)    15.79    8.20    8.93    20.22    (15.54) 
Ratios/Supplemental Data (%):                     
Ratio of total expenses                     
to average net assets    .50    .50    .50    .52    .50 
Ratio of net investment income                     
to average net assets    1.45    1.60    1.21    1.27    1.05 
Portfolio Turnover Rate    5.04    7.24    1.87    2.17    4.42 
Net Assets, end of period                     
($ x 1,000)    3,656,990    3,310,961    3,116,177    2,803,280    2,185,380 

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”or “Dreyfus”) 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 requires the use of management estimates and assumptions. Actual results could differ from those estimates.

In the normal course of business, the fund enters 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 the 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, except for open short positions, where the asked price is used

  The Fund 29
NOTES TO FINANCIAL STATEMENTS (continued)

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 fund’s 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 principal exchange.

On September 20, 2006, the FASB released Statement of Financial Accounting Standards No. 157 “Fair Value Measurements” (“FAS 157”). FAS 157 establishes an authoritative definition of fair value, sets out a framework for measuring fair value, and requires additional disclosures about fair-value measurements.The application of FAS 157 is required for fiscal years beginning after November 15, 2007 and interim periods within those fiscal years. Management does not believe that the application of this standard will have a material impact on the financial statements of the fund.

(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, is determined on the basis of coupon interest accrued, adjusted for, accretion of discount and amortization of premium on debt securities.

30

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. It is the fund’s policy that collateral equivalent to at least 100% of the market value of securities on loan is be maintained at all times. Cash collateral is invested in certain money market mutual funds managed by the Manager as shown in the fund’s Statement of Investments.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.

(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 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. Accordingly, no provision for income tax is required.

  The Fund 31
NOTES TO FINANCIAL STATEMENTS (continued)

In July 2006, the Financial Accounting Standards Board issued Interpretation No. 48,“Accounting for Uncertainty in Income Taxes -an Interpretation of FASB Statement No. 109” (the “Interpretation”). The Interpretation establishes for all entities, including pass-through entities such as the Fund, a minimum threshold for financial statement recognition of the benefit of positions taken in filing tax returns (including whether an entity is taxable in a particular jurisdiction), and requires certain expanded tax disclosures. Adoption of FIN 48 is required for fiscal years beginning after December 15, 2006 and is to be applied to all open tax years as of the effective date. Management does not believe that the application of this standard will have a material impact on the financial statements of the fund.

At October 31, 2006, the components of accumulated earnings on a tax basis were as follows: undistributed ordinary income $37,687,073, undistributed capital gains $119,841,577 and unrealized appreciation $1,063,421,460.

The tax character of distributions paid to shareholders during the fiscal years ended October 31, 2006 and October 31, 2005, were as follows: ordinary income $44,603,659 and $48,499,041, respectively.

During the period ended October 31, 2006, 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 $433,745 and increased 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 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.

32

The average daily amount of borrowings outstanding under the Facility during the period ended October 31,2006,was approximately $126,700 with a related weighted average annualized interest rate of 5.13% .

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”). 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.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 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 Fund 33
NOTES TO FINANCIAL STATEMENTS (continued)

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 October 31, 2006, the fund was charged $8,609,197 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 $766,370 and shareholder services plan fees $766,370.

(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, 2006, redemption fees charged and retained by the fund amounted to $18,901. Cost of shares redeemed in the Statement of Changes in Net Assets is reflected net of redemption fees.

(d) Pursuant to an exemptive order from the SEC, the fund invests it’s 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 and financial futures during the period ended October 31, 2006, amounted to $171,926,285 and $326,738,667, 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 under-

34

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. 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, 2006, are set forth in the Statement of Financial Futures.

At October 31, 2006, the cost of investments for federal income tax purposes was $2,738,406,884; accordingly, accumulated net unrealized appreciation on investments was $1,063,421,460 consisting of $1,317,643,893 gross unrealized appreciation and $254,222,433 gross unrealized depreciation.

NOTE 5—Subsequent Event:

On December 4, 2006, Mellon Financial and The Bank of New York Company, Inc. announced that they had entered into a definitive agreement to merge. The new company will be called The Bank of New York Mellon Corporation. As part of this transaction, Dreyfus would become a wholly-owned subsidiary of The Bank of New York Mellon Corporation.The transaction is subject to certain regulatory approvals and the approval of The Bank of New York Company, Inc.’s and Mellon Financial’s shareholders, as well as other customary conditions to closing. Subject to such approvals and the satisfaction of the other conditions, Mellon Financial and The Bank of New York Company, Inc. expect the transaction to be completed in the third quarter of 2007.

  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, 2006, 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 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 misstate-ment.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, 2006 by correspondence with the custodian and brokers, provide a reasonable basis for our opinion.

PricewaterhouseCoopers LLP
New York, New York
December 14, 2006
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, 2006 as qualifying for the corporate dividends received deduction. For the fiscal year ended October 31, 2006, 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, $28,017,346 represents the maximum amount that may be considered qualified dividend income. Shareholders will receive notification in January 2007 of the percentage applicable to the preparation of their 2006 income tax returns.

PROXY RESULTS (Unaudited)

Dreyfus Index Funds, Inc. held a special meeting of shareholders on June 29, 2006. The proposal considered at the meeting, and the results, are as follows:

        Shares     
    Votes For        Authority Withheld 
To elect additional Board Members:             
Peggy C. Davis †    66,234,566        1,790,517 
James F. Henry †    66,185,759        1,839,324 
Dr. Martin Peretz †    66,291,073        1,734,010 

† Each will serve as an Independent Board member of the fund commencing, subject to the discretion of the Board, on or about January 1, 2007.

In addition Joseph S. DiMartino, David P. Feldman, Ehud Houminer, Gloria Messinger and Anne Wexler continue as Board members of the fund.

  The Fund 37

BOARD MEMBERS INFORMATION (Unaudited)

Joseph S. DiMartino (63)
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
  • 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
  • Sunair Services Corporation, engaging 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: 189

———————

Peggy C. Davis (63) Board Member (2006)

Principal Occupation During Past 5 Years:
  • Shad Professor of Law, New York University School of Law (1983-present)
  • Writer and teacher in the fields of evidence, constitutional theory, family law, social sciences and the law, legal process and professional methodology and training
No. of Portfolios for which Board Member Serves: 71
  ———————
David P. Feldman (66)
Board Member (1989)
Principal Occupation During Past 5 Years:
• Corporate Director and 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: 57
38
James F. Henry (75)
Board Member (2006)
Principal Occupation During Past 5 Years:
  • President,The International Institute for Conflict Prevention and Resolution, a non-profit organization principally engaged in the development of alternatives to business litigation (Retired 2003)
  • Advisor to The Elaw Forum, a consultant on managing corporate legal costs
  • Advisor to John Jay Homestead (the restored home of the first U.S. Chief Justice)
  • Individual Trustee of several trusts
Other Board Memberships and Affiliations:
  • Director, advisor and mediator involved in several non-profit organizations, primarily engaged in domestic and international dispute resolution, and historic preservation
No. of Portfolios for which Board Member Serves: 48

———————

Ehud Houminer (66) Board Member (1996)

Principal Occupation During Past 5 Years:

• Executive-in-Residence at the Columbia Business School, Columbia University

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: 60
  ———————
Dr. Paul A. Marks (80)
Board Member (2006)
Principal Occupation During Past 5 Years:
  • President, Emeritus (2000-present) and President and Chief Executive Officer of Memorial Sloan-Kettering Cancer Center (Retired 1999)
Other Board Memberships and Affiliations:
  • Pfizer, Inc., Director-Emeritus
  • Lazard Freres & Company, LLC, Senior Adviser
  • Armgo-Start-Up Biotech; Board of Directors
  • Nanoviricide, Scientific Advisory Board
  • PTC, Scientific Advisory Board
  • IKONYSIS, Scientific Advisory Board
No. of Portfolios for which Board Member Serves: 48
  The Fund 39

BOARD MEMBERS INFORMATION (Unaudited) (continued)

Gloria Messinger (76)
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:
  • Theater for a New Audience, Inc., Director
  • Brooklyn Philharmonic, Director

No. of Portfolios for which Board Member Serves: 48
———————

Dr. Martin Peretz (67) Board Member (2006)

Principal Occupation During Past 5 Years:
  • Editor-in-Chief of The New Republic Magazine
  • Lecturer in Social Studies at Harvard University (1965-2002)
  • Director of TheStreet.com, a financial information service on the web
Other Board Memberships and Affiliations:
  • American Council of Trustees and Alumni, Director
  • Pershing Square Capital Management, Adviser
  • Montefiore Ventures, General Partner
  • Harvard Center for Blood Research,Trustee
  • Bard College,Trustee
  • Board of Overseers of YIVO Institute for Jewish Research, Chairman

No. of Portfolios for which Board Member Serves: 48
———————

Anne Wexler (76)
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: 57
———————

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
T. John Szarkowski, Emeritus Board Member

40
  OFFICERS OF THE FUND (Unaudited)
STEPHEN E. CANTER, President since    JOSEPH M. CHIOFFI, Vice President and 
March 2000.    Assistant Secretary since August 2005. 
Chairman of the Board and Chief Executive    Associate General Counsel of the Manager, 
Officer of the Manager, and an officer of 90    and an officer of 91 investment companies 
investment companies (comprised of 189    (comprised of 205 portfolios) managed by the 
portfolios) managed by the Manager. Mr.    Manager. He is 44 years old and has been an 
Canter also is a Board member and, where    employee of the Manager since June 2000. 
 
applicable, an Executive Committee Member    JANETTE E. FARRAGHER, Vice President 
of the other investment management    and Assistant Secretary since 
subsidiaries of Mellon Financial Corporation,    August 2005. 
each of which is an affiliate of the Manager.     
He is 61 years old and has been an employee    Associate General Counsel of the Manager, 
of the Manager since May 1995.    and an officer of 91 investment companies 
    (comprised of 205 portfolios) managed by the 
MARK N. JACOBS, Vice President since    Manager. She is 43 years old and has been an 
March 2000.    employee of the Manager since February 1984. 
 
Executive Vice President, Secretary and    JOHN B. HAMMALIAN, Vice President and 
General Counsel of the Manager, and an    Assistant Secretary since August 2005. 
officer of 91 investment companies (comprised     
of 205 portfolios) managed by the Manager.    Associate General Counsel of the Manager, 
He is 60 years old and has been an employee    and an officer of 91 investment companies 
of the Manager since June 1977.    (comprised of 205 portfolios) managed by the 
    Manager. He is 43 years old and has been an 
MICHAEL A. ROSENBERG, Vice President    employee of the Manager since February 1991. 
and Secretary since August 2005.     
    ROBERT R. MULLERY, Vice President and 
Associate General Counsel of the Manager,    Assistant Secretary since August 2005. 
and an officer of 91 investment companies     
(comprised of 205 portfolios) managed by the    Associate General Counsel of the Manager, 
Manager. He is 46 years old and has been an    and an officer of 91 investment companies 
employee of the Manager since October 1991.    (comprised of 205 portfolios) managed by the 
    Manager. He is 54 years old and has been an 
JAMES BITETTO, Vice President and    employee of the Manager since May 1986. 
Assistant Secretary since August 2005.     
    JEFF PRUSNOFSKY, Vice President and 
Associate General Counsel and Assistant    Assistant Secretary since August 2005. 
Secretary of the Manager, and an officer of 91     
investment companies (comprised of 205    Associate General Counsel of the Manager, 
portfolios) managed by the Manager. He is 40    and an officer of 91 investment companies 
years old and has been an employee of the    (comprised of 205 portfolios) managed by the 
Manager since December 1996.    Manager. He is 41 years old and has been an 
    employee of the Manager since October 1990. 
JONI LACKS CHARATAN, Vice President     
and Assistant Secretary since    JAMES WINDELS, Treasurer since 
August 2005.    November 2001. 
Associate General Counsel of the Manager,    Director – Mutual Fund Accounting of the 
and an officer of 91 investment companies    Manager, and an officer of 91 investment 
(comprised of 205 portfolios) managed by the    companies (comprised of 205 portfolios) 
Manager. She is 50 years old and has been an    managed by the Manager. He is 48 years old 
employee of the Manager since October 1988.    and has been an employee of the Manager 
    since April 1985. 

  The Fund 41
  OFFICERS OF THE FUND (Unaudited) (continued)
ERIK D. NAVILOFF, Assistant Treasurer    JOSEPH W. CONNOLLY, Chief Compliance 
since August 2005.    Officer since October 2004. 
Senior Accounting Manager – Taxable Fixed    Chief Compliance Officer of the Manager and 
Income Funds of the Manager, and an officer    The Dreyfus Family of Funds (91 investment 
of 91 investment companies (comprised of 205    companies, comprised of 205 portfolios). From 
portfolios) managed by the Manager. He is 38    November 2001 through March 2004, Mr. 
years old and has been an employee of the    Connolly was first Vice-President, Mutual 
Manager since November 1992.    Fund Servicing for Mellon Global Securities 
 
ROBERT ROBOL, Assistant Treasurer    Services. In that capacity, Mr. Connolly was 
since August 2005.    responsible for managing Mellon’s Custody, 
    Fund Accounting and Fund Administration 
Senior Accounting Manager – Money Market    services to third-party mutual fund clients. He 
and Municipal Bond Funds of the Manager,    is 49 years old and has served in various 
and an officer of 91 investment companies    capacities with the Manager since 1980, 
(comprised of 205 portfolios) managed by the    including manager of the firm’s Fund 
Manager. He is 42 years old and has been an    Accounting Department from 1997 through 
employee of the Manager since October 1988.    October 2001. 
 
ROBERT SVAGNA, Assistant Treasurer    WILLIAM GERMENIS, Anti-Money 
since December 2002.    Laundering Compliance Officer since 
Senior Accounting Manager – Equity Funds of    October 2002. 
the Manager, and an officer of 91 investment    Vice President and Anti-Money Laundering 
companies (comprised of 205 portfolios)    Compliance Officer of the Distributor, and the 
managed by the Manager. He is 39 years old    Anti-Money Laundering Compliance Officer 
and has been an employee of the Manager    of 87 investment companies (comprised of 201 
since November 1990.    portfolios) managed by the Manager. He is 36 
GAVIN C. REILLY, Assistant Treasurer    years old and has been an employee of the 
since December 2005.    Distributor since October 1998. 
Tax Manager of the Investment Accounting     
and Support Department of the Manager, and     
an officer of 91 investment companies     
(comprised of 205 portfolios) managed by the     
Manager. He is 38 years old and has been an     
employee of the Manager since April 1991.     

42

NOTES

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 
Mellon Trust of New England, N.A. 
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 1-202-551-8090.

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, 2006, 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.

© 2006 Dreyfus Service Corporation

  Dreyfus International
Stock Index Fund
  ANNUAL REPORT October 31, 2006

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 
44    Statement of Assets and Liabilities 
45    Statement of Operations 
46    Statement of Changes in Net Assets 
47    Financial Highlights 
48    Notes to Financial Statements 
57    Report of Independent Registered 
    Public Accounting Firm 
58    Important Tax Information 
59    Proxy Results 
60    Board Members Information 
63    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 1, 2005, through October 31, 2006.

Although reports of slower economic growth and declining housing prices in the United States recently have raised economic concerns among both U.S. and international investors, we believe that neither a domestic recession nor a major shortfall in global growth is likely. Stimulative monetary policies among many central banks over the last several years have left a legacy of ample financial liquidity worldwide, which should continue to support global economic growth. Indeed, most nations’ monetary policies have so far tightened only from stimulative to neutral, leaving room for further expansion.

The international equity markets seem to concur with our view that global economic conditions remain sound, as evidenced by higher stock prices over the past 12 months across most geographic regions and market capitalizations. However, investors anticipating more subdued profit growth in a slower-growth economy recently have begun to favor high-quality, multinational companies and other businesses with the ability to sustain profitability in a variety of economic environ-ments.This pattern is consistent with previous mid-cycle slowdowns. As always, we encourage you to discuss the implications of these and other matters with your financial adviser.

For information about how the fund performed during the reporting period, as well as market perspectives, we have provided a Discussion of Fund Performance given by the fund’s portfolio manager.

Thank you for your continued confidence and support.

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, 2006, the fund produced a total return of 26.83% .1 This compares with a 27.52% 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

While strong global economic growth and rising corporate earnings continued to fuel a rally in the international markets during the first half of the reporting period, intensifying concerns regarding a potential global economic slowdown in May sparked heightened market volatility, which generally persisted through the remainder of the reporting period.The difference in returns between the fund and the Index was primarily the result of transaction costs and operating expenses.

What is the fund’s investment approach?

The fund seeks to match the performance of the MSCI EAFE Free Index, a broadly diversified, international index composed of approximately 1,100 stocks that trade in 21 major markets outside the United States.The fund attempts to match the Index’s return before fees and expenses by aligning the portfolio composition with the composition of the MSCI EAFE Free Index.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?

When the reporting period began,the international equity markets were in the midst of their third calendar year of solidly positive performance, as corporate restructuring efforts and better-than-expected earnings

The Fund 3

DISCUSSION OF FUND PERFORMANCE (continued)

reports overshadowed concerns about potentially rising short-term interest rates and intensifying inflationary pressures. Stocks across a number of European industry groups continued to rally in the wake of an ongoing surge in mergers-and-acquisitions activity. Japan’s stock market also posted relatively strong results for the reporting period, but to a lesser degree than Europe’s, as the Japanese economy recovered in response to the long-awaited reforms to the nation’s banking system.

However, beginning in May 2006, investors’ fears of a possible economic slowdown in the United States triggered a major sell-off in the global equity markets. Investors moved quickly to shed what they perceived to be riskier investments, particularly commodity stocks and emerging-market equities that had previously posted robust gains. Although the market correction proved to be relatively short-lived, it nonetheless resulted in a modest retrenchment across most countries and market sectors. Still, weakness during the second half of the reporting period was not enough to fully offset the strong gains achieved over the first half. For the reporting period overall, the Index posted positive absolute returns in all 21 of the countries it tracks. In fact, with the exception of New Zealand, all countries represented in the Index achieved strong returns for the reporting period.

Some of the Index’s better returns stemmed from its holdings in Portugal, Ireland, Spain and Singapore, which returned 46%, 43%, 42% and 40%, respectively, for the reporting period. Conversely, New Zealand, Japan and Hong Kong were among the Index’s laggards, with returns of 3%, 17% and 20%, respectively, for the same period.

From a market sector standpoint, the financial services, consumer durables and raw materials areas ranked among the top contributors to the Index’s return during the reporting period. On the other hand, the business services, energy and health care areas were among the Index’s least positive performers. However, it should be noted that all three of the worst-performing sectors provided positive absolute returns, which we believe is testament to the underlying strength of the international stock markets during the reporting period.

4

On an individual stock basis, the Index’s returns were driven higher by companies that were poised for success in a growing global economy, including Sweden’s Boliden, one of Europe’s leading mining and smelting firms; Zinifex, an Australian lead and zinc producer; and Foxconn International Holdings Limited, a Hong Kong-based manufacturer of precision electronic tools and molds. Some of the Index’s more disappointing returns stemmed from online gaming companies, which have been hurt by growing uncertainty regarding international standards for industry regulation. Austria’s bwin Interactive Entertainment and London’s PartyGaming and Sportingbet all declined sharply during the reporting period.

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 developed international markets, as represented by the MSCI EAFE Free Index. As an index fund, the fund’s investments are not affected by any individual’s preference for one market over another or one security over another. In fact, we do not attempt to manage market volatility. Instead the fund employs a passive management approach in which all investment decisions are based on the composition of the MSCI EAFE Free Index.

November 15, 2006
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 10/31/06         
    Inception            From 
    Date    1 Year    5 Years    Inception 
Fund    6/30/97    26.83%    13.43%    5.41% 

† 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, 2006 to October 31, 2006. 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, 2006

Expenses paid per $1,000 †    $ 3.08 
Ending value (after expenses)    $1,035.60 

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, 2006

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, 2006
Common Stocks—98.2%    Shares    Value ($) 
Australia—5.3%         
ABC Learning Centres    10,259    55,969 
AGL Energy    13,005 a    154,480 
Alinta    15,309    125,577 
Alumina    34,041    177,286 
Amcor    23,811    127,509 
AMP    53,356    392,251 
Ansell    3,354    28,784 
APN News & Media    8,288    39,252 
Aristocrat Leisure    10,520    113,403 
Australia & New Zealand Banking Group    53,308    1,197,970 
Australian Stock Exchange    4,656    127,548 
AXA Asia Pacific Holdings    27,585    142,169 
Babcock & Brown    7,012    118,400 
BHP Billiton    101,457    2,141,821 
Billabong International    4,636    56,253 
BlueScope Steel    19,049    106,725 
Boral    15,484    87,111 
Brambles Industries    29,006    280,130 
Caltex Australia    3,724    63,832 
Centro Properties Group    24,045    143,462 
CFS Gandel Retail Trust (Units)    38,732    59,796 
Challenger Financial Services Group    11,207    29,747 
Coca-Cola Amatil    14,372    77,408 
Cochlear    1,413    60,872 
Coles Myer    33,735    354,517 
Commonwealth Bank of Australia    37,467    1,383,006 
Commonwealth Property Office Fund (Units)    36,059    39,624 
Computershare    12,331    73,476 
CSL    5,425    235,473 
CSR    26,078    65,385 
DB RREEF Trust    72,157    92,134 
DCA Group    11,377    30,110 
Downer EDI    6,994    34,855 
Foster’s Group    59,932    299,141 
Futuris    13,014    17,725 
Goodman Fielder    27,397    44,098 

8

Common Stocks (continued)    Shares    Value ($) 
Australia (continued)         
GPT Group    56,196    205,260 
Harvey Norman Holdings    15,620    43,757 
Iluka Resources    6,938    39,838 
ING Industrial Fund (Units)    20,424    37,458 
Insurance Australia Group    45,507    195,447 
Investa Property Group    42,296    78,554 
James Hardie Industries    12,736    77,565 
John Fairfax Holdings    25,698    96,648 
Leighton Holdings    3,591    59,107 
Lend Lease    9,764    127,241 
Lion Nathan    7,063    45,311 
Macquarie Airports Management    16,123    40,050 
Macquarie Bank    7,170    413,641 
Macquarie Communications Infrastructure Group    8,992    42,586 
Macquarie Goodman Group    40,029    205,064 
Macquarie Infrastructure Group    68,766    179,865 
Macquarie Office Trust (Units)    50,300    58,192 
Mayne Pharma    18,185    61,497 
Mirvac Group    24,004    91,020 
Multiplex Group    17,719    50,460 
National Australia Bank    46,722    1,380,429 
Newcrest Mining    10,042    185,338 
OneSteel    16,063    52,332 
Orica    8,960    168,766 
Origin Energy    23,541    130,617 
Pacific Brands    12,100    24,814 
Paladin Resources    10,911 a    48,719 
PaperlinX    11,516    36,716 
Perpetual    1,127    63,770 
Publishing & Broadcasting    3,465    51,965 
Qantas Airways    26,278    86,221 
QBE Insurance Group    23,655    452,144 
Rinker Group    26,444    379,601 
Rio Tinto    8,393    509,202 
Santos    18,111    148,421 
Sonic Healthcare    7,194    73,207 

The Fund 9

  STATEMENT OF INVESTMENTS (continued)
Common Stocks (continued)    Shares    Value ($) 
Australia (continued)         
Stockland    40,267    236,197 
Suncorp-Metway    16,568    266,680 
Sydney Roads Group    21,265 a    18,760 
Symbion Health    18,425    46,767 
Tabcorp Holdings    15,756    201,181 
Tattersalls    31,619    89,065 
Telstra    61,707    189,098 
Toll Holdings    16,143    193,630 
Transurban Group    23,367    130,556 
Wesfarmers    11,220    299,897 
Westfield Group    43,868    632,437 
Westpac Banking    53,450    990,627 
Woodside Petroleum    13,313    386,850 
Woolworths    34,681    555,276 
WorleyParsons    3,708    52,080 
Zinifex    14,513    170,373 
        18,977,596 
Austria—.6%         
Andritz    260    47,168 
Boehler-Uddeholm    1,080    66,965 
bwin Interactive Entertaiment    564 a    11,453 
Erste Bank der Oesterreichischen Sparkassen    5,454    371,381 
Flughafen Wien    305    27,347 
IMMOEAST Immobilien Anlagen    7,614 a    95,626 
IMMOFINANZ Immobilien Anlagen    12,442 a    150,863 
Mayr-Melnhof Karton    130    23,980 
Meinl European Land    4,740 a    104,603 
OMV    4,910    266,906 
Raiffeisen International Bank-Holding    1,096    125,410 
RHI    882 a    37,791 
Telekom Austria    10,647    264,991 
Verbund-Oesterreichische Elektrizitaetswirtschafts, Cl. A    3,831    191,236 
Voestalpine    2,602    122,713 
Wiener Staedtische Versicherung    830    53,392 
Wienerberger    2,111    109,742 
        2,071,567 

10

Common Stocks (continued)    Shares    Value ($) 
Belgium—1.2%         
AGFA-Gevaert    2,561    64,622 
Barco    320    26,344 
Bekaert    369    39,350 
Belgacom    4,520    184,957 
Cofinimmo    216    40,940 
Colruyt    440    77,500 
Compagnie Maritime Belge    520    19,181 
D’ieteren    77    26,113 
Delhaize Group    2,107    170,365 
Dexia    16,885    456,023 
Euronav    590    18,186 
Fortis    34,086    1,430,901 
Groupe Bruxelles Lambert    2,195    241,637 
InBev    5,427    305,747 
KBC Groep    5,372    586,921 
Mobistar    872    72,288 
Omega Pharma    597    39,052 
Solvay    1,894    245,125 
UCB    2,509    155,315 
Umicore    690    107,091 
        4,307,658 
China—.1%         
Foxconn International Holdings    63,000 a    208,914 
Denmark—.7%         
AP Moller—Maersk    33    298,947 
Bang & Olufsen, Cl. B    350    40,637 
Carlsberg, Cl. B    870    74,791 
Codan    300    23,427 
Coloplast, Cl. B    770    65,271 
D/S Torm    300    16,234 
Danisco    1,370    110,266 
Danske Bank    12,184    511,188 
DSV    600    110,866 
East Asiatic    420    21,146 
FLSmidth and Co.    1,200    63,293 
GN Store Nord    6,550    91,977 

The Fund 11

  STATEMENT OF INVESTMENTS (continued)
Common Stocks (continued)    Shares    Value ($) 
Denmark (continued)         
H Lundbeck    1,600    37,674 
Jyske Bank    1,680 a    100,262 
NKT Holding    580    45,590 
Novo Nordisk, Cl. B    7,094    535,740 
Novozymes, Cl. B    1,225    98,176 
Sydbank    1,600    63,293 
Topdanmark    500 a    70,982 
TrygVesta    710    45,899 
Vestas Wind Systems    5,600 a    157,753 
William Demant Holding    980 a    81,226 
        2,664,638 
Finland—1.4%         
Amer Sports    2,090    46,336 
Cargotec, Cl. B    1,085    49,370 
Elisa, Cl. A    4,220    106,647 
Fortum    12,481    343,453 
KCI Konecranes    1,600    34,472 
Kesko, Cl. B    1,840    86,964 
Kone, Cl. B    2,140    101,389 
Metso    3,663    159,193 
Neste Oil    3,961    124,672 
Nokia    118,884    2,359,520 
Nokian Renkaat    2,920    55,904 
OKO Bank, Cl. A    2,480    41,878 
Orion    2,100 a    42,001 
Outokumpu    3,240    99,993 
Rautaruukki    2,600    85,883 
Sampo, Cl. A    12,167    263,688 
Sanoma-WSOY    1,660    42,820 
Stora Enso, Cl. R    16,697    270,226 
Tietoenator    1,983    54,973 
UPM-Kymmene    14,937    379,200 
Uponor    1,400    42,439 
Wartsila, Cl. B    1,750    80,298 
YIT    3,540    88,016 
        4,959,335 

12

Common Stocks (continued)    Shares    Value ($) 
France—9.3%         
Accor    6,080    422,155 
Air France-KLM    3,326    118,482 
Air Liquide    3,512    747,688 
Alcatel    39,858    506,184 
Alstom    3,116 a    287,545 
Atos Origin    1,826 a    103,945 
AXA    48,428    1,845,061 
BNP Paribas    24,168    2,657,454 
Bouygues    5,739    334,605 
Business Objects    2,959 a    109,072 
Capgemini    3,566    202,540 
Carrefour    17,465    1,064,194 
Casino Guichard Perrachon    1,226    103,981 
Cie de Saint-Gobain    9,095    670,385 
Cie Generale d’Optique Essilor International    2,908    305,096 
CNP Assurances    1,166    122,704 
Compagnie Generale des Etablissements Michelin, Cl. B    4,068    331,781 
Credit Agricole    17,513    744,569 
Dassault Systemes    1,603    87,486 
France Telecom    49,285    1,280,115 
Gaz de France    5,680    228,365 
Gecina    319    45,276 
Groupe Danone    6,953    1,018,788 
Hermes International    1,815    197,025 
Imerys    824    71,201 
Klepierre    540    81,467 
L’Oreal    8,408    817,744 
Lafarge    4,385    589,342 
Lagardere    3,436    247,125 
LVMH Moet Hennessy Louis Vuitton    7,163    746,485 
M6-Metropole Television    1,704    52,763 
Neopost    869    106,256 
PagesJaunes Groupe    3,406    102,073 
Pernod-Ricard    2,205    441,572 
Peugeot    4,544    261,046 
PPR    1,963    292,890 

The Fund 13

  STATEMENT OF INVESTMENTS (continued)
Common Stocks (continued)    Shares    Value ($) 
France (continued)         
Publicis Groupe    4,175    161,568 
Renault    5,425    634,603 
Safran    4,700    106,360 
Sanofi-Aventis    29,503    2,507,900 
Schneider Electric    6,626    688,408 
SCOR    20,269    50,965 
Societe BIC    738    47,474 
Societe Des Autoroutes Paris-Rhin-Rhone    541    42,052 
Societe Generale    10,548    1,752,875 
Societe Television Francaise 1    3,300    112,122 
Sodexho Alliance    2,894    155,433 
Suez    29,611    1,325,058 
Suez-Strip VVPR    2,304 a    29 
Technip    3,016    181,657 
Thales    2,345    108,378 
Thomson    7,700    132,775 
Total    64,121    4,341,656 
Unibail    1,361    296,351 
Valeo    1,773    66,735 
Vallourec    1,103    274,524 
Veolia Environnement    8,384    513,323 
Vinci    6,249    703,874 
Vivendi    33,597    1,272,295 
Zodiac    1,138    71,085 
        32,891,960 
Germany—6.8%         
Adidas    6,021    301,556 
Allianz    12,527    2,317,422 
Altana    1,906    106,310 
BASF    14,952    1,312,978 
Bayer    21,170    1,065,952 
Beiersdorf    1,374    77,970 
Bilfinger Berger    1,023    63,771 
Celesio    2,310    119,379 
Commerzbank    18,272    646,938 
Continental    3,865    432,090 

14

Common Stocks (continued)    Shares    Value ($) 
Germany (continued)         
DaimlerChrysler    26,671    1,521,656 
Deutsche Bank    15,050    1,888,251 
Deutsche Boerse    2,998    483,440 
Deutsche Lufthansa    6,395    147,002 
Deutsche Post    22,729    628,650 
Deutsche Postbank    1,694    126,009 
Deutsche Telekom    82,529    1,431,515 
Douglas Holding    897    43,414 
E.ON    18,099    2,162,222 
Fresenius Medical Care & Co    1,786    237,986 
Heidelberger Druckmaschinen    1,652    75,190 
Hochtief    1,163    75,793 
Hypo Real Estate Holding    3,994    251,064 
Infineon Technologies    21,422 a    260,842 
IVG Immobilien    2,698    97,832 
KarstadtQuelle    1,514 a    35,556 
Linde    3,196    316,465 
MAN    3,599    319,943 
Merck    1,492    157,392 
Metro    4,345    258,210 
MLP    1,365    26,464 
Muenchener Rueckversicherungs    5,696    924,610 
Premiere    1,607 a    24,408 
Puma    377    133,904 
Rheinmetall    1,126    81,157 
RWE    12,958    1,277,137 
Salzgitter    1,117    119,544 
SAP    6,457    1,284,668 
Siemens    24,598    2,202,405 
Solarworld    1,008    54,100 
Suedzucker    1,661    41,001 
ThyssenKrupp    10,611    393,841 
TUI    6,301    137,523 
Volkswagen    5,003    490,412 
Wincor Nixdorf    440    61,186 
        24,215,158 

The Fund 15

  STATEMENT OF INVESTMENTS (continued)
Common Stocks (continued)    Shares    Value ($) 
Greece—.6%         
Alpha Bank    10,983    319,614 
Coca-Cola Hellenic Bottling    3,038    99,265 
Cosmote Mobile Communications    2,855    70,329 
EFG Eurobank Ergasias    6,869    228,474 
Folli-Follie    560    16,868 
Germanos    1,240    30,008 
Hellenic Exchanges Holding    1,360    23,920 
Hellenic Petroleum    3,140    40,318 
Hellenic Technodomiki Tev    3,380    34,167 
Hellenic Telecommunications Organization    9,518 a    246,610 
Intracom Holdings    1,950 a    13,589 
Motor Oil (Hellas) Corinth Refineries    1,145    29,375 
National Bank of Greece    11,160    506,519 
OPAP    6,661    237,879 
Piraeus Bank    6,025    171,795 
Public Power    2,700    68,923 
Technical Olympic    1,000    3,497 
Titan Cement    1,579    82,871 
Viohalco    3,050    35,347 
        2,259,368 
Hong Kong—1.6%         
ASM Pacific Technology    4,500    23,338 
Bank of East Asia    43,791    211,350 
BOC Hong Kong Holdings    105,000    234,825 
Cathay Pacific Airways    28,000    61,109 
Cheung Kong Holdings    43,000    468,674 
Cheung Kong Infrastructure Holdings    13,000    38,932 
CLP Holdings    51,288    324,989 
Esprit Holdings    29,000    280,672 
Giordano International    32,000    15,999 
Hang Lung Properties    52,000    113,621 
Hang Seng Bank    22,700    288,847 
Henderson Land Development    20,000    110,536 
Hong Kong & China Gas    101,772    233,100 
Hong Kong Exchanges & Clearing    32,000    252,948 
HongKong Electric Holdings    38,500    181,112 

16

Common Stocks (continued)    Shares    Value ($) 
Hong Kong (continued)         
Hopewell Holdings    18,000    53,443 
Hutchison Telecommunications International    37,000    71,239 
Hutchison Whampoa    62,800 a    557,352 
Hysan Development    18,000    45,346 
Johnson Electric Holdings    38,900    30,499 
Kerry Properties    13,500    49,799 
Kingboard Chemical Holdings    17,000    60,634 
Li & Fung    66,600    173,343 
Link REIT    57,500    118,396 
Melco International Development    21,000    51,284 
MTR    43,000    103,130 
New World Development    69,191    118,457 
Orient Overseas International    6,300    27,491 
PCCW    114,207    70,019 
Shangri-La Asia    36,000    78,105 
Shun TAK Holdings    24,000    31,711 
Sino Land    36,664    63,807 
Solomon Systech International    32,000    5,594 
Sun Hung Kai Properties    40,699    444,641 
Swire Pacific, Cl. A    28,000    295,826 
Techtronic Industries    33,500    47,450 
Television Broadcasts    8,000    46,014 
Texwinca Holdings    8,000    5,244 
Wharf Holdings    32,171    108,956 
Wing Hang Bank    5,000    48,585 
Yue Yuen Industrial Holdings    13,800    41,771 
        5,588,188 
Ireland—.9%         
Allied Irish Banks    25,620    698,147 
Bank of Ireland    1,092    22,008 
Bank of Ireland    27,448    552,474 
C & C Group    8,690    144,411 
CRH    15,851    558,792 
DCC    2,056    55,633 
Depfa Bank    9,770    164,104 
Elan    12,285 a    180,947 

The Fund 17

  STATEMENT OF INVESTMENTS (continued)
Common Stocks (continued)    Shares    Value ($) 
Ireland (continued)         
Fyffes    6,620    14,364 
Grafton Group (Units)    6,365    93,426 
Greencore Group    4,695    23,970 
Iaws Group    2,816    62,000 
Independent News & Media    15,907    53,397 
Irish Life & Permanent    7,750    190,415 
Kerry Group, Cl. A    3,503    84,637 
Kingspan Group    3,340    70,936 
Paddy Power    1,369    25,598 
Ryanair Holdings    2,000 a    22,591 
        3,017,850 
Italy—3.7%         
Alleanza Assicurazioni    12,140    143,715 
Arnoldo Mondadori Editore    3,398    33,092 
Assicurazioni Generali    27,901    1,107,160 
Autogrill    2,438    41,915 
Autostrade    8,133    240,517 
Banca Intesa    114,311    781,299 
Banca Intesa (RNC)    28,094    186,281 
Banca Monte dei Paschi di Siena    31,965    196,241 
Banca Popolare di Milano    12,511    185,074 
Banche Popolari Unite    10,233    280,809 
Banco Popolare di Verona e Novara    10,570    284,526 
Benetton Group    1,630    30,874 
Bulgari    4,688    65,520 
Capitalia    47,958    423,888 
Enel    125,789    1,207,342 
ENI    75,643    2,281,404 
Fiat    15,520    273,958 
Finmeccanica    8,893    213,731 
Fondiaria-SAI    2,258    100,524 
Gruppo Editoriale L’Espresso    5,319    26,748 
Italcementi    2,055    54,425 
Lottomatica    1,485    54,208 
Luxottica Group    3,847    119,660 
Mediaset    21,825    244,857 

18

Common Stocks (continued)    Shares    Value ($) 
Italy (continued)         
Mediobanca    13,610    316,154 
Mediolanum    7,372    58,055 
Pirelli & C    72,347    66,069 
Sanpaolo IMI    32,586    695,820 
Seat Pagine Gialle    102,684    57,208 
Snam Rete Gas    26,480    134,853 
Telecom Italia    312,451    947,142 
Telecom Italia (RNC)    177,442    448,427 
Terna    33,756    102,541 
Tiscali    8,086 a    24,511 
UniCredito Italiano    226,948    1,881,375 
        13,309,923 
Japan—22.8%         
77 Bank    8,000    52,512 
Access    6 a    39,896 
Acom    2,020    77,590 
Aderans    1,000    23,132 
Advantest    4,800    242,141 
Aeon    16,500    388,012 
Aeon Credit Service    2,160    48,213 
Aiful    2,025    69,831 
Aisin Seiki    5,800    178,225 
Ajinomoto    18,800    217,117 
Alfresa Holdings    700    40,929 
All Nippon Airways    18,000    70,368 
Alps Electric    4,400    43,979 
Amada    10,000    99,099 
Amano    1,800    24,183 
Aoyama Trading    1,600    49,029 
Arrk    1,500    20,038 
Asahi Breweries    11,200    159,365 
Asahi Glass    27,800    319,633 
Asatsu-DK    1,000    29,277 
Ashai Kasei    36,900    235,281 
Asics    4,000    53,502 
Astellas Pharma    15,679    705,291 

The Fund 19

  STATEMENT OF INVESTMENTS (continued)
Common Stocks (continued)    Shares    Value ($) 
Japan (continued)         
Autobacs Seven    700    25,334 
Bank of Fukuoka    17,000    135,530 
Bank of Kyoto    7,000    71,760 
Bank of Yokohama    34,000    262,353 
Benesse    1,700    60,945 
Bridgestone    17,300    360,309 
Canon    31,050    1,661,760 
Canon Marketing Japan    2,000    47,288 
Casio Computer    7,000    141,309 
Central Glass    6,000    33,238 
Central Japan Railway    46    494,729 
Chiba Bank    23,000    205,745 
Chiyoda    5,000    90,478 
Chubu Electric Power    19,500    539,286 
Chugai Pharmaceutical    8,128    166,508 
Circle K Sunkus    1,000    19,035 
Citizen Watch    10,400    86,197 
COCA-COLA WEST HOLDINGS    1,600    29,841 
COMSYS Holdings    3,000    31,702 
Credit Saison    4,900    176,919 
CSK HOLDINGS    2,100    93,389 
Dai Nippon Printing    17,800    264,520 
Daicel Chemical Industries    8,000    53,058 
Daido Steel    10,200    66,430 
Daifuku    2,000    26,017 
Daiichi Sankyo    21,483    638,136 
Daikin Industries    6,600    185,908 
Daimaru    6,000    71,802 
Dainippon Ink and Chemicals    18,000    67,910 
Dainippon Screen Manufacturing    7,000    58,316 
Daito Trust Construction    2,300    121,130 
Daiwa House Industry    16,400    295,369 
Daiwa Securities Group    36,000    407,767 
Denki Kagaku Kogyo    13,600    51,658 
Denso    15,500    590,073 
Dentsu    55    151,167 
Dowa Holdings    9,000    75,592 

20

Common Stocks (continued)    Shares    Value ($) 
Japan (continued)         
Dowa Holdings (Rights)    7,000 b    0 
eAccess    41    23,623 
East Japan Railway    100    698,220 
Ebara    9,000    35,107 
EDION    1,900    27,327 
Eisai    7,200    368,128 
Electric Power Development    4,380    182,072 
Elpida Memory    2,600 a    121,173 
FamilyMart    2,100    56,822 
Fanuc    5,100    441,851 
Fast Retailing    1,500    141,735 
Fuji Electric Holdings    16,000    86,859 
Fuji Film Holdings    14,300    529,743 
FUJI SOFT    1,100    27,651 
Fuji Television Network    11    22,910 
Fujikura    10,000    106,782 
Fujitsu    54,800    446,240 
Furukawa Electric    18,000    128,292 
Glory    1,700    31,053 
Goodwill Group    30    17,336 
Gunma Bank    11,000    76,710 
Gunze    5,000    26,247 
Hakuhodo DY Holdings    700    41,048 
Hankyu Department Stores    4,000    32,811 
Hankyu Hashin Holdings    36,000    215,714 
Haseko    21,500 a    73,774 
Hikari Tsushin    700    36,806 
Hino Motors    7,000    34,535 
Hirose Electric    800    106,526 
Hitachi    98,900    569,822 
Hitachi Cable    5,000    25,522 
Hitachi Capital    1,000    19,717 
Hitachi Chemical    3,200    82,762 
Hitachi Construction Machinery    2,500    59,323 
Hitachi High-Technologies    1,600    47,527 
Hokkaido Electric Power    5,100    121,454 

The Fund 21

  STATEMENT OF INVESTMENTS (continued)
Common Stocks (continued)    Shares    Value ($) 
Japan (continued)         
Hokuhoku Financial Group    38,000    141,419 
Honda Motor    45,420    1,605,043 
House Foods    1,620    26,384 
Hoya    11,800    455,260 
Ibiden    4,000    209,295 
Index Holdings    27    18,621 
INPEX Holdings    25 a    204,003 
Isetan    5,400    94,951 
Ishikawajima-Harima Heavy Industries    32,000    107,618 
Ito En    1,600    50,668 
Itochu    44,500    354,010 
Itochu Techno-Solutions    800    44,659 
Jafco    1,000    51,556 
Japan Airlines    25,600    48,729 
Japan Prime Realty Investment    11    34,646 
Japan Real Estate Investment    12    109,598 
Japan Retail Fund Investment    11    84,973 
Japan Steel Works    9,000    60,151 
Japan Tobacco    132    574,623 
JFE Holdings    16,360    656,327 
JGC    6,000    93,261 
Joyo Bank    18,462    107,631 
JS Group    7,424    152,086 
JSR    5,500    138,022 
JTEKT    5,900    122,628 
Kajima    24,800    118,332 
Kaken Pharmaceutical    2,000    13,623 
Kamigumi    6,400    52,389 
Kaneka    9,000    86,808 
Kansai Electric Power    22,599    532,399 
Kansai Paint    7,000    58,495 
Kao    15,000    393,069 
Katokichi    3,700    28,929 
Kawasaki Heavy Industries    36,000    132,747 
Kawasaki Kisen Kaisha    14,000    99,424 
KDDI    72    448,022 

22

Common Stocks (continued)    Shares    Value ($) 
Japan (continued)         
Keihin Electric Express Railway    11,000    78,307 
Keio    14,000    93,210 
Keisei Electric Railway    10,000    60,774 
Keyence    1,114    246,277 
Kikkoman    4,000    45,069 
Kinden    3,000    22,355 
Kintetsu    45,354    140,140 
Kirin Brewery    22,000    292,194 
KK DaVinci Advisors    26 a    28,407 
Kobe Steel    80,000    244,462 
Kokuyo    2,400    37,018 
Komatsu    26,600    479,075 
Komori    2,000    38,325 
Konami    2,600    71,683 
Konica Minolta Holdings    13,500    179,531 
Kose    880    26,440 
Kubota    33,000    288,157 
Kuraray    11,500    129,965 
Kurita Water Industries    2,900    59,161 
Kyocera    4,800    429,790 
Kyowa Hakko Kogyo    10,000    76,821 
Kyushu Electric Power    10,800    252,128 
Lawson    1,800    60,996 
Leopalace21    3,500    131,450 
Mabuchi Motor    700    40,749 
Makita    3,000    89,113 
Marubeni    44,000    224,967 
Marui    8,300    111,441 
Matsui Securities    2,900    25,496 
Matsumotokiyoshi    1,100    26,525 
Matsushita Electric Industrial    57,195    1,193,648 
Matsushita Electric Works    9,000    100,866 
Mediceo Paltac Holdings    4,700    93,073 
Meiji Dairies    7,000    45,888 
Meiji Seika Kaisha    9,000    45,632 
Meitec    1,000    31,497 

The Fund 23

  STATEMENT OF INVESTMENTS (continued)
Common Stocks (continued)    Shares    Value ($) 
Japan (continued)         
Millea Holdings    21,400    807,375 
Minebea    9,000    54,774 
Mitsubishi    39,500    761,982 
Mitsubishi Chemical Holdings    32,600    208,141 
Mitsubishi Electric    57,000    496,266 
Mitsubishi Estate    34,000    812,599 
Mitsubishi Gas Chemical    12,000    114,105 
Mitsubishi Heavy Industries    94,700    421,949 
Mitsubishi Logistics    4,000    65,349 
Mitsubishi Materials    30,000    118,049 
Mitsubishi Rayon    15,000    94,490 
Mitsubishi UFJ Financial Group    250    3,136,870 
Mitsubishi UFJ Securities    7,000    85,442 
Mitsui & Co.    45,400    618,871 
Mitsui Chemicals    18,000    123,375 
Mitsui Engineering & Shipbuilding    20,000    74,431 
Mitsui Fudosan    25,000    614,570 
Mitsui Mining & Smelting    15,000    72,468 
Mitsui OSK Lines    32,000    266,314 
Mitsui Sumitomo Insurance    35,230    437,537 
Mitsui Trust Holdings    18,380    216,032 
Mitsukoshi    12,000    61,457 
Mitsumi Electric    2,000    29,277 
Mizuho Financial Group    279    2,169,510 
Murata Manufacturing    5,800    404,968 
Namco Bandai Holdings    5,650    89,653 
NEC    59,800    307,282 
NEC Electronics    1,100 a    35,116 
NET One Systems    14    21,390 
NGK Insulators    7,000    94,823 
NGK Spark Plug    5,000    105,203 
NHK Spring    4,000    44,147 
Nichirei    7,000    37,344 
Nidec    3,100    236,823 
Nikko Cordial    25,000    298,963 
Nikon    8,600    176,544 
Nintendo    2,950    602,313 

24

Common Stocks (continued)    Shares    Value ($) 
Japan (continued)         
Nippon Building Fund    13    139,815 
Nippon Electric Glass    6,390    137,449 
Nippon Express    22,000    118,868 
Nippon Kayaku    4,000    32,265 
Nippon Light Metal    10,400    25,655 
Nippon Meat Packers    5,000    55,183 
Nippon Mining Holdings    25,800    192,473 
Nippon Oil    35,800    265,853 
Nippon Paper Group    25    89,411 
Nippon Sheet Glass    10,000    44,812 
Nippon Shokubai    4,000    42,781 
Nippon Steel    179,100    727,682 
Nippon Telegraph & Telephone    152    764,184 
Nippon Yusen    31,800    206,019 
Nishi-Nippon City Bank    16,000    75,797 
Nishimatsu Construction    6,000    20,691 
Nissan Chemical Industries    4,000    51,453 
Nissan Motor    66,100    790,458 
Nisshin Seifun Group    5,300    55,554 
Nisshin Steel    22,000    67,978 
Nisshinbo Industries    5,000    50,702 
Nissin Food Products    2,400    72,314 
Nitori    1,000    40,459 
Nitto Denko    4,700    267,586 
NOK    2,900    75,993 
Nomura Holdings    51,600    909,513 
Nomura Real Estate Office Fund    8    67,671 
Nomura Research Institute    600    87,371 
NSK    13,000    108,745 
NTN    11,000    90,419 
NTT Data    38    189,100 
NTT DoCoMo    547    835,756 
NTT Urban Development    6    51,726 
Obayashi    18,000    117,844 
Obic    200    42,371 
Odakyu Electric Railway    18,000    110,315 
OJI Paper    20,000    105,843 

The Fund 25

  STATEMENT OF INVESTMENTS (continued)
Common Stocks (continued)    Shares    Value ($) 
Japan (continued)         
Oki Electric Industry    14,000    32,982 
OKUMA    4,000    38,274 
Okumura    5,000    25,223 
Olympus    7,000    222,270 
Omron    6,800    175,289 
Onward Kashiyama    4,000    54,765 
Oracle Japan    900    41,868 
Oriental Land    1,400    79,109 
ORIX    2,640    742,504 
Osaka Gas    56,000    201,716 
OSG    2,300    33,846 
OTSUKA    400    43,839 
Park24    2,800    40,678 
Pioneer    3,900    61,951 
Promise    2,200    79,433 
QP    2,700    23,876 
Rakuten    168    74,568 
Resona Holdings    130    395,032 
Ricoh    20,000    394,349 
Rinnai    900    25,505 
Rohm    3,200    293,901 
Round One    9    36,721 
Ryohin Keikaku    800    58,726 
Sanken Electric    3,000    35,031 
Sankyo    1,400    71,341 
Santen Pharmaceutical    2,100    54,671 
Sanwa Shutter    5,200    29,738 
Sanyo Electric    45,000 a    86,040 
Sapporo Hokuyo Holdings    8    79,894 
Sapporo Holdings    9,000    46,093 
SBI E*trade Securities    40    41,996 
SBI Holdings    302    110,071 
Secom    6,000    299,603 
Sega Sammy Holdings    4,984    125,073 
Seiko Epson    3,900    98,370 
Seino Holdings    4,000    43,498 
Sekisui Chemical    13,000    114,737 

26

Common Stocks (continued)    Shares    Value ($) 
Japan (continued)         
Sekisui House    15,000    236,738 
Seven & I Holdings    24,160    773,334 
SFCG    130    24,002 
Sharp    29,000    516,111 
Shimachu    1,400    40,032 
Shimamura    600    64,786 
Shimano    2,100    58,435 
Shimizu    16,000    94,780 
Shin-Etsu Chemical    11,400    746,345 
Shinko Electric Industries    1,700    45,273 
Shinko Securities    12,000    46,400 
Shinsei Bank    41,000    236,226 
Shionogi & Co.    9,000    180,146 
Shiseido    11,000    214,075 
Shizuoka Bank    17,400    185,651 
Showa Denko    32,000    139,303 
Showa Shell Sekiyu    4,800    53,713 
SMC    1,500    204,601 
Softbank    21,700    474,175 
Sojitz    10,900 a    36,099 
Sompo Japan Insurance    25,000    332,039 
Sony    29,180    1,207,998 
Stanley Electric    4,500    89,113 
SUMCO    1,400    99,424 
Sumitomo    31,000    406,965 
Sumitomo Bakelite    5,000    37,856 
Sumitomo Chemical    43,000    306,107 
Sumitomo Electric Industries    21,400    302,492 
Sumitomo Heavy Industries    17,000    145,397 
Sumitomo Metal Industries    118,000    443,174 
Sumitomo Metal Mining    15,000    196,791 
Sumitomo Mitsui Financial Group    178    1,944,774 
Sumitomo Osaka Cement    11,000    32,299 
Sumitomo Realty & Development    11,000    364,304 
Sumitomo Rubber Industries    5,000    57,317 
Sumitomo Titanium    600    71,137 
Sumitomo Trust & Banking    37,000    397,303 

The Fund 27

  STATEMENT OF INVESTMENTS (continued)
Common Stocks (continued)    Shares    Value ($) 
Japan (continued)         
Suruga Bank    5,000    62,055 
Suzuken    2,020    70,693 
T & D Holdings    6,900    503,564 
Taiheiyo Cement    25,000    100,294 
Taisei    27,000    91,725 
Taisho Pharmaceutical    5,000    89,625 
Taiyo Nippon Sanso    7,000    61,423 
Taiyo Yuden    3,100    47,682 
Takara Holdings    5,000    31,198 
Takashimaya    8,000    117,315 
Takeda Pharmaceutical    25,900    1,660,271 
Takefuji    3,060    110,746 
Tanabe Seiyaku    6,000    73,748 
TDK    3,600    281,166 
Teijin    25,000    139,345 
Terumo    4,900    197,832 
THK    3,600    91,417 
TIS    800    17,720 
Tobu Railway    22,000    108,164 
Toda    5,000    21,937 
Toho    4,300    81,115 
Toho Titanium    800    44,932 
Tohoku Electric Power    12,100    267,500 
Tokai Rika    1,600    31,958 
Tokuyama    6,000    75,387 
Tokyo Broadcasting System    500    11,481 
Tokyo Electric Power    35,472    1,029,446 
Tokyo Electron    4,800    358,090 
Tokyo Gas    66,000    336,324 
Tokyo Seimitsu    900    43,404 
Tokyo Steel Manufacturing    3,500    53,536 
Tokyo Style    2,000    22,125 
Tokyo Tatemono    8,000    95,327 
Tokyu    29,820    201,591 
Tokyu Land    11,000    106,287 
TonenGeneral Sekiyu    8,000    76,070 
Toppan Printing    17,000    186,027 

28

Common Stocks (continued)    Shares    Value ($) 
Japan (continued)         
Toray Industries    40,000    287,824 
Toshiba    85,000    536,896 
Tosoh    13,000    54,927 
TOTO    8,000    79,075 
Toyo Seikan Kaisha    4,600    89,130 
Toyo Suisan Kaisha    3,000    43,763 
Toyobo    18,200    48,003 
Toyoda Gosei    1,900    44,031 
Toyota Industries    5,800    252,486 
Toyota Motor    83,814    4,957,800 
Toyota Tsusho    5,500    161,495 
Trend Micro    2,500    80,022 
Ube Industries    24,600    72,442 
Uni-Charm    1,100    61,124 
Uniden    2,000    19,205 
UNY    5,000    62,695 
Ushio    3,100    64,432 
USS    650    41,168 
Wacoal Holdings    3,000    36,208 
West Japan Railway    51    217,660 
Yahoo! Japan    433    168,166 
Yakult Honsha    2,900    77,726 
Yamada Denki    2,500    248,389 
Yamaha    4,800    102,428 
Yamaha Motor    5,500    150,228 
Yamato Holdings    10,400    162,096 
Yamazaki Baking    3,000    31,061 
Yaskawa Electric    5,000    53,263 
Yokogawa Electric    5,600    76,719 
Zeon    5,000    50,531 
        81,050,122 
Luxembourg—.0%         
Oriflame Cosmetics    1,080    39,034 
Netherlands—3.8%         
ABN AMRO Holding    52,789    1,539,570 
Aegon    42,060    773,576 
Akzo Nobel    7,999    448,606 

The Fund 29

  STATEMENT OF INVESTMENTS (continued)
Common Stocks (continued)    Shares    Value ($) 
Netherlands (continued)         
ASML Holding    13,720 a    313,806 
Buhrmann    2,895    45,006 
Corio    1,094    79,451 
Euronext    2,558    256,295 
European Aeronautic Defence and Space    9,775    265,122 
Fugro    1,500    64,826 
Getronics    2,893    19,718 
Hagemeyer    13,187 a    67,662 
Heineken    6,938    314,452 
ING Groep    54,440    2,411,807 
Koninklijke Ahold    45,712 a    481,342 
Koninklijke DSM    4,324    197,081 
Koninklijke Philips Electronics    36,410    1,271,936 
Mittal Steel    20,313    872,427 
OCE    2,320    35,445 
Qiagen    3,966 a    62,617 
Randstad Holdings    1,316    82,892 
Reed Elsevier    20,219    347,614 
Rodamco Europe    1,489    172,279 
Royal KPN    56,610    756,501 
Royal Numico    5,110    228,471 
SBM Offshore    3,860    114,250 
STMicroelectronics    19,289    333,594 
TNT    12,160    468,096 
Unilever    49,951    1,231,746 
Vedior    4,566    83,513 
Wereldhave    597    68,464 
Wolters Kluwer    8,351    229,591 
        13,637,756 
New Zealand—.2%         
Auckland International Airport    28,102    38,384 
Contact Energy    8,448    42,140 
Fisher & Paykel Appliances Holdings    7,958    20,247 
Fisher & Paykel Healthcare    14,548    40,716 
Fletcher Building    13,279    84,464 
Kiwi Income Property Trust (Units)    22,811    20,771 

30

Common Stocks (continued)    Shares    Value ($) 
New Zealand (continued)         
Sky City Entertainment Group    12,052    41,558 
Sky Network Television    4,754    18,080 
Telecom of New Zealand    59,057    184,659 
Tower    8,986 a    20,817 
Vector    3,522    5,943 
Warehouse Group    2,700    11,606 
        529,385 
Norway—.8%         
Acergy    5,291 a    95,653 
Aker Kvaerner ASA    800    83,168 
DET Norske Oljeselskap    21,040    35,062 
DNB NOR    19,002    248,675 
Frontline    1,500    56,700 
Norsk Hydro    20,927    480,707 
Norske Skogindustrier    4,380    68,972 
Ocean RIG    5,000 a    32,870 
Orkla    5,324    272,673 
Pan Fish    76,864 a    60,166 
Petroleum Geo-Services    1,510 a    87,840 
ProSafe    1,050    67,100 
Schibsted    1,430    43,287 
SeaDrill    6,347 a    89,951 
Statoil    19,297    487,518 
Stolt-Nielsen    950    27,305 
Storebrand    6,450    76,028 
Tandberg    3,000    34,628 
Tandberg Television    2,300 a    23,805 
Telenor    21,786    343,896 
TGS Nopec Geophysical    2,800 a    49,870 
Tomra Systems    3,950    26,541 
Yara International    5,574    97,573 
        2,889,988 
Portugal—.3%         
Banco BPI    7,721    58,635 
Banco Comercial Portugues    64,935    211,343 
Banco Espirito Santo    6,241    98,934 

The Fund 31

  STATEMENT OF INVESTMENTS (continued)
Common Stocks (continued)    Shares    Value ($) 
Portugal (continued)         
Brisa-Auto Estradas de Portugal    8,471    93,632 
Cimpor-Cimentos de Portugal    6,029    42,477 
Energias de Portugal    59,796    268,649 
Jeronimo Martins    1,205    23,070 
Portugal Telecom    23,457    292,208 
PT Multimedia Servicos de         
Telecomunicacoes e Multimedia    2,390    28,980 
Sonae    20,060    38,149 
Sonae Industria    2,150 a    20,883 
        1,176,960 
Singapore—.9%         
Allgreen Properties    6,000    6,512 
Ascendas Real Estate Investment Trust    25,700    35,815 
CapitaLand    34,000    118,999 
CapitaMall Trust    19,000    31,603 
Chartered Semiconductor Manufacturing    24,000 a    18,341 
City Developments    14,000    98,899 
ComfortDelgro    49,700    52,025 
Cosco Singapore    22,000    27,126 
Creative Technology    750    5,009 
DBS Group Holdings    33,059    433,101 
Fraser & Neave    22,150    63,158 
Haw Par    1,658    7,187 
Jardine Cycle & Carriage    4,422    35,214 
Keppel    16,500    167,421 
Keppel Land    10,000    35,321 
Neptune Orient Lines    14,000    18,251 
Noble Group    29,000    21,604 
Olam International    13,000    15,946 
Oversea-Chinese Banking    70,942    318,912 
Parkway Holdings    14,000    24,904 
SembCorp Industries    23,254    54,657 
SembCorp Marine    15,000    32,945 
Singapore Airlines    16,000    156,183 
Singapore Exchange    21,000    60,688 
Singapore Land    5,000    27,293 

32

Common Stocks (continued)    Shares    Value ($) 
Singapore (continued)         
Singapore Petroleum    3,000    8,747 
Singapore Post    31,000    19,908 
Singapore Press Holdings    42,075    112,946 
Singapore Technologies Engineering    41,000    77,937 
Singapore Telecommunications    210,951    359,002 
SMRT    8,000    5,754 
STATS ChipPAC    26,000 a    16,447 
Suntec Real Estate Investment Trust    19,000    18,913 
United Overseas Bank    33,112    376,381 
UOL Group    15,111    38,817 
Venture    7,000    64,284 
Want Want Holdings    14,000    25,060 
Wing Tai Holdings    16,000    21,064 
        3,012,374 
Spain—4.1%         
Abertis Infraestructuras    6,873    186,062 
Acciona    774    136,330 
Acerinox    5,110    120,008 
ACS-Actividades de Construccion y Servicios    6,995    351,141 
Altadis    7,684    367,780 
Antena 3 de Television    2,196    47,593 
Banco Bilbao Vizcaya Argentaria    98,513    2,378,945 
Banco Popular Espanol    24,263    420,547 
Banco Santander Central Hispano    172,512    2,985,718 
Cintra Concesiones de         
Infraestructuras de Transporte    6,164    94,488 
Corporacion Mapfre    14,795    65,526 
Ebro Puleva    2,437    54,122 
Endesa    27,762    1,230,978 
Fadesa Inmobiliaria    1,305    57,981 
Fomento de Construcciones y Contratas    1,281    111,671 
Gamesa Corp Tecnologica    4,635    106,427 
Gas Natural SDG    4,966    197,250 
Grupo Ferrovial    1,813    167,535 
Iberdrola    23,657    1,085,496 
Iberia Lineas Aereas de Espana    12,494    39,229 

The Fund 33

  STATEMENT OF INVESTMENTS (continued)
Common Stocks (continued)    Shares    Value ($) 
Spain (continued)         
Inditex    6,467    309,201 
Indra Sistemas    3,330    73,954 
NH Hoteles    1,765    36,360 
Promotora de Informaciones    2,270    37,057 
Repsol YPF    26,737    887,270 
Sacyr Vallehermoso    2,795    142,910 
Sociedad General de Aguas de Barcelona (Rights)    1,687 a    560 
Sociedad General de Aguas de Barcelona, Cl. A    1,687    59,235 
Sogecable    1,167 a    37,461 
Telefonica    129,568    2,497,149 
Union Fenosa    4,113    208,935 
Zeltia    4,464 a    32,647 
        14,527,566 
Sweden—2.4%         
Alfa Laval    2,600    96,311 
Assa Abloy, Cl. B    9,402    180,973 
Atlas Copco, Cl. A    9,966    291,194 
Atlas Copco, Cl. B    6,000    171,158 
Axfood    920    30,194 
Billerud    1,600    24,926 
Boliden    8,000    176,697 
Castellum    4,400    52,704 
D Carnegie    1,570    30,002 
Electrolux, Cl. B    7,527    137,847 
Elekta, Cl. B    2,800    58,160 
Eniro    4,973    59,568 
Getinge, Cl. B    5,400    95,529 
Hennes & Mauritz, Cl. B    13,916    600,276 
Hoganas, Cl. B    800    20,550 
Holmen, Cl. B    1,632    71,866 
Husqvarna, Cl. B    7,617 a    93,348 
Kungsleden    3,880    49,028 
Lundin Petroleum    6,300 a    69,793 
Modern Times Group, Cl. B    1,400    80,649 
Nobia    1,300    46,085 
Nordea Bank    60,624    835,307 
OMX    2,650    48,164 

34
Common Stocks (continued)    Shares        Value ($) 
Sweden (continued)             
Sandvik    29,770        363,808 
SAS    2,050    a    29,452 
Scania, Cl. B    2,791        191,119 
Securitas Direct, Cl. B    8,604    a    26,212 
Securitas Systems, Cl. B    8,604    a    28,714 
Securitas, Cl. B    8,604        113,189 
Skandinaviska Enskilda Banken, Cl. A    13,243        370,439 
Skanska, Cl. B    10,499        187,186 
SKF, Cl. B    11,232        180,813 
Ssab Svenskt Stal, Ser. A    4,270        90,764 
Ssab Svenskt Stal, Ser. B    2,100        41,876 
Svenska Cellulosa, Cl. B    5,314        243,940 
Svenska Handelsbanken, Cl. A    14,815        383,638 
Swedish Match    8,364        133,775 
Tele2, Cl. B    8,406        88,467 
Telefonaktiebolaget LM Ericsson, Cl. B    431,228        1,636,199 
Telelogic    8,000    a    14,845 
TeliaSonera    54,168        393,805 
Trelleborg, Cl. B    2,370        49,885 
Volvo, Cl. A    2,632        169,844 
Volvo, Cl. B    6,156        384,889 
Wihlborgs Fastigheter    1,068        18,930 
Wihlborgs Fastigheter    2,623        61,204 
            8,523,322 
Switzerland—6.9%             
ABB    57,630        857,141 
Adecco    3,909        241,514 
Ciba Specialty Chemicals    1,924        117,790 
Clariant    6,521        90,173 
Compagnie Financiere Richemont, Cl. A    15,261        755,167 
Credit Suisse Group    34,451        2,077,280 
Geberit    120        156,385 
Givaudan    191        158,162 
Holcim    5,895        506,159 
Kudelski    991        30,554 
Kuehne & Nagel International    1,510        103,795 
Kuoni Reisen Holding    70        38,212 

The Fund 35

  STATEMENT OF INVESTMENTS (continued)
Common Stocks (continued)    Shares    Value ($) 
Switzerland (continued)         
Logitech International    4,838 a    127,188 
Lonza Group    1,188    91,690 
Micronas Semiconductor    647    13,108 
Nestle    11,709    4,000,744 
Nobel Biocare Holding    705    192,992 
Novartis    67,556    4,100,557 
OC Oerlikon    203 a    77,073 
Phonak Holding    1,439    91,857 
PSP Swiss Property    1,296    67,829 
Rieter Holding    140    66,350 
Roche Holding    20,391    3,568,855 
Schindler Holding    1,330    76,399 
Serono    139    121,472 
SGS    116    123,312 
SIG Holding    176    51,434 
Straumann Holding    197    44,782 
Sulzer    97    85,392 
Swatch Group    1,511    60,374 
Swatch Group, Cl. B    891    175,858 
Swiss Reinsurance    9,846    807,406 
Swisscom    514    179,550 
Syngenta    3,142    507,479 
Synthes    1,279    145,087 
UBS    60,025    3,585,527 
Zurich Financial Services    4,229    1,045,478 
        24,540,125 
United Kingdom—23.8%         
3i Group    13,103    239,911 
Aegis Group    23,287    59,404 
Aggreko    7,330    49,699 
Alliance Boots    23,282    359,677 
Amec    8,579    61,031 
Amvescap    20,809    237,929 
Anglo American    41,393    1,866,302 
ARM Holdings    38,039    85,427 
Arriva    5,438    74,157 

36

Common Stocks (continued)    Shares    Value ($) 
United Kingdom (continued)         
AstraZeneca    45,447    2,685,309 
Aviva    73,682    1,089,107 
BAE Systems    93,491    748,013 
Balfour Beatty    11,768    90,956 
Barclays    188,005    2,536,901 
Barratt Developments    7,146    147,604 
BBA Group    13,455    68,774 
Bellway    3,418    87,811 
Berkeley Group Holdings    2,791 a    76,653 
BG Group    101,295    1,343,670 
BHP Billiton    70,946    1,368,002 
Biffa    9,792 a    49,771 
Bovis Homes Group    3,340    60,262 
BP    577,413    6,420,410 
Brambles Industries    19,288    181,544 
British Airways    16,439 a    144,068 
British American Tobacco    45,278    1,234,034 
British Land    15,290    435,970 
British Sky Broadcasting    34,587    357,866 
Brixton    6,655    68,224 
BT Group    241,357    1,280,863 
Bunzl    9,281    122,669 
Burberry Group    12,983    138,419 
Cable & Wireless    100,100    279,692 
Cadbury Schweppes    61,229    616,009 
Capita Group    18,165    186,738 
Carnival    4,835    235,980 
Carphone Warehouse Group    10,279    55,579 
Cattles    9,083    65,223 
Centrica    106,313    671,661 
Charter    4,265 a    74,999 
Close Brothers Group    3,564    65,969 
Cobham    33,190    121,697 
Collins Stewart Tullett    6,581    107,693 
Compass Group    63,762    341,116 
Cookson Group    5,084    56,239 

The Fund 37

  STATEMENT OF INVESTMENTS (continued)
Common Stocks (continued)    Shares    Value ($) 
United Kingdom (continued)         
Corus Group    25,764    229,722 
CSR    3,311 a    47,804 
Daily Mail & General Trust, Cl. A    8,330    106,604 
Davis Service Group    4,424    41,450 
De La Rue    4,670    55,312 
Diageo    81,356    1,505,112 
DSG International    52,770    218,904 
Electrocomponents    10,893    59,938 
EMAP    5,802    86,756 
EMI Group    21,394    109,966 
Enterprise Inns    9,189    188,927 
Experian Group    29,502 a    324,665 
First Choice Holidays    15,603    67,032 
Firstgroup    10,692    109,558 
FKI    13,710    25,037 
Friends Provident    51,489    203,279 
Galiform    17,330    33,383 
Gallaher Group    19,423    329,696 
GKN    20,642    120,274 
GlaxoSmithKline    168,380    4,495,999 
Great Portland Estates    5,174    59,307 
Group 4 Securicor    35,244    117,633 
Hammerson    7,916    203,367 
Hanson    20,158    279,313 
Hays    43,341    122,960 
HBOS    110,087    2,282,302 
HMV Group    13,620    41,173 
Home Retail Group    24,242 a    185,405 
HSBC Holdings    332,235    6,298,533 
ICAP    14,711    142,813 
IMI    10,594    106,482 
Imperial Chemical Industries    34,512    267,735 
Imperial Tobacco Group    20,023    709,167 
Inchcape    13,096    129,320 
Intercontinental Hotels Group    11,340    218,229 
International Power    41,468    264,753 

38

Common Stocks (continued)    Shares    Value ($) 
United Kingdom (continued)         
Intertek Group    4,269    67,009 
Invensys    21,870 a    95,311 
Investec    8,680    87,741 
ITV    180,100    362,388 
J Sainsbury    42,135    314,818 
Johnson Matthey    6,302    172,480 
Kelda Group    10,041    165,845 
Kesa Electricals    14,511    97,074 
Kingfisher    66,669    334,734 
Ladbrokes    19,033    148,288 
Land Securities Group    13,593    543,393 
Legal & General Group    188,524    519,568 
Liberty International    7,617    195,250 
Lloyds TSB Group    162,283    1,731,732 
LogicaCMG    42,840    135,224 
London Stock Exchange Group    4,270    102,777 
Man Group    50,696    471,847 
Marks & Spencer Group    49,304    617,340 
Meggitt    10,952    69,871 
Michael Page International    8,597    66,242 
Misys    15,287    59,406 
Mitchell & Butlers    16,668    189,469 
National Express Group    3,795    70,571 
National Grid    78,624    1,004,703 
Next    6,660    238,803 
Old Mutual    150,978    488,080 
PartyGaming    25,846    15,035 
Pearson    23,770    350,669 
Persimmon    8,035    204,585 
Premier Farnell    12,140    43,182 
Provident Financial    7,607    89,880 
Prudential    70,194    860,163 
Punch Taverns    7,974    156,495 
Rank Group    15,819    76,106 
Reckitt Benckiser    17,674    768,896 
Reed Elsevier    37,181    423,353 

The Fund 39

STATEMENT OF INVESTMENTS (continued)
Common Stocks (continued)    Shares    Value ($) 
United Kingdom (continued)         
Rentokil Initial    48,901    141,299 
Resolution    19,345    229,492 
Reuters Group    38,075    324,786 
Rexam    16,741    188,542 
Rio Tinto    30,510    1,682,861 
Rolls-Royce Group    52,056    466,386 
Rolls-Royce Group, Cl. B    1,978,656    3,774 
Royal & Sun Alliance Insurance Group    82,943    233,335 
Royal Bank of Scotland Group    92,518    3,296,179 
Royal Dutch Shell, Cl. A    111,434    3,863,841 
Royal Dutch Shell, Cl. B    79,926    2,862,802 
SABMiller    26,032    503,446 
Sage Group    38,969    178,377 
Schroders    3,266    61,730 
Scottish & Newcastle    22,434    241,320 
Scottish & Southern Energy    25,202    631,594 
Scottish Power    42,981    535,710 
Serco Group    13,960    94,520 
Severn Trent    6,528    173,809 
Signet Group    50,005    114,208 
Slough Estates    15,114    197,892 
Smith & Nephew    26,511    259,010 
Smiths Group    16,061    289,782 
Sportingbet    9,804    9,116 
SSL International    6,600    42,390 
Stagecoach Group    21,317    56,716 
Standard Life    59,650 a    323,668 
Tate & Lyle    14,605    219,500 
Taylor Woodrow    15,468    107,311 
Tesco    229,052    1,719,042 
Tomkins    24,700    114,475 
Travis Perkins    3,133    107,079 
Trinity Mirror    9,063    84,785 

40
Common Stocks (continued)    Shares    Value ($) 
United Kingdom (continued)         
Unilever    35,734    886,679 
United Business Media    7,360    97,419 
United Utilities    25,883    352,222 
Vodafone Group    1,524,446    3,925,125 
Whitbread    6,168    164,812 
William Hill    10,714    133,027 
Wimpey (George)    11,627    116,644 
Wolseley    19,036    449,836 
WPP Group    34,424    440,874 
Xstrata    17,859    762,979 
Yell Group    22,457    266,838 
        84,730,502 
Total Common Stocks         
(cost $258,088,472)        349,129,289 
 
Preferred Stocks—.3%         
Germany—.3%         
Henkel    1,690    226,165 
Porsche    234    272,795 
ProSieben Sat.1 Media    2,153    62,077 
RWE    1,095    96,882 
Volkswagen    3,154    205,507 
        863,426 
Italy—.0%         
Unipol    23,252    71,449 
Total Preferred Stocks         
(cost $1,090,735)        934,875 
    Principal     
Short-Term Investments—.2%    Amount ($)    Value ($) 
U.S. Treasury Bill;         
4.88%, 12/7/06         
(cost $786,183)    790,000 c    786,074 

The Fund 41

  STATEMENT OF INVESTMENTS (continued)
Other Investment—3.7%    Shares    Value ($) 
Registered Investment Company;         
Dreyfus Institutional Preferred         
Plus Money Market Fund         
(cost $13,229,000)    13,229,000 d    13,229,000 
Total Investments (cost $273,194,390)    102.4%    364,079,238 
Liabilities, Less Cash and Receivables    (2.4%)    (8,470,754) 
Net Assets    100.0%    355,608,484 

a Non-income producing security. b The value of this security has been determined in good faith under the direction of the Board of Directors. c All or partially held by a broker as collateral for open financial futures positions. d Investment in affiliated money market mutual fund.

Portfolio Summary (Unaudited) †         
 
    Value (%)        Value (%) 
Banking    16.5    Food, Beverage & Tobacco    4.9 
Materials    8.0    Insurance    4.8 
Energy    7.3    Automobiles & Components    4.0 
Capital Goods    7.2    Other    27.0 
Pharmaceuticals & Biotechnology    6.5    Forward Currency Exchange     
Diversified Financials    5.6    Contracts/Futures    .0 
Utilities    5.4         
Telecommunications    5.2        102.4 

† Based on net assets.

See notes to financial statements.

  42

STATEMENT OF FINANCIAL FUTURES

October 31, 2006

                Unrealized 
        Market Value        Appreciation 
        Covered by        (Depreciation) 
    Contracts    Contracts ($)    Expiration    at 10/31/06 ($) 
Financial Futures Long                 
DJ Euro Stoxx 50    38    1,945,872    December 2006    1,573 
FTSE 100    13    1,522,491    December 2006    (5,304) 
TOPIX    10    1,377,235    December 2006    (33,407) 
                (37,138) 

See notes to financial statements.
  The Fund 43

STATEMENT OF ASSETS AND LIABILITIES

October 31, 2006

    Cost    Value 
Assets ($):         
Investments in securities—See Statement of Investments:     
Unaffiliated issuers    259,965,390    350,850,238 
Affiliated issuers    13,229,000    13,229,000 
Cash        944,635 
Cash denominated in foreign currencies    1,255,863    1,272,642 
Receivable for shares of Common Stock subscribed    711,692 
Dividends and interest receivable        573,369 
Receivable for investment securities sold        113,001 
Unrealized appreciation on forward         
currency exchange contracts—Note 4        84,819 
        367,779,396 
Liabilities ($):         
Due to The Dreyfus Corporation and affiliates—Note 3(b)    175,256 
Payable for investment securities purchased        11,727,594 
Payable for shares of Common Stock redeemed    258,808 
Payable for futures variation margin—Note 4        9,254 
        12,170,912 
Net Assets ($)        355,608,484 
Composition of Net Assets ($):         
Paid-in capital        273,231,227 
Accumulated undistributed investment income—net    5,419,052 
Accumulated net realized gain (loss) on investments    (13,954,564) 
Accumulated net unrealized appreciation (depreciation) on     
investments and foreign currency transactions [including     
($37,138) net unrealized (depreciation) on financial futures]    90,912,769 
Net Assets ($)        355,608,484 
Shares Outstanding         
(200 million shares of $.001 par value Common Stock authorized)    19,728,209 
Net Asset Value, offering and redemption price per share—Note 3(c) ($)    18.03 

See notes to financial statements.
44
STATEMENT OF OPERATIONS
Year Ended October 31, 2006
Investment Income ($):     
Income:     
Dividends (net of $614,749 foreign taxes withheld at source):     
Unaffiliated issuers    7,815,903 
Affiliated issuers    302,521 
Interest    29,701 
Income on securities lending    211 
Total Income    8,148,336 
Expenses:     
Management fee—Note 3(a)    982,888 
Shareholder servicing costs—Note 3(b)    702,063 
Loan commitment fees—Note 2    1,430 
Total Expenses    1,686,381 
Investment Income—Net    6,461,955 
Realized and Unrealized Gain (Loss) on Investments—Note 4 ($): 
Net realized gain (loss) on investments     
and foreign currency transactions    4,255,278 
Net realized gain (loss) on forward currency exchange contracts    290,220 
Net realized gain (loss) on financial futures    1,079,660 
Net Realized Gain (Loss)    5,625,158 
Net change in unrealized appreciation (depreciation)     
on investments, foreign currency transactions and     
forward currency exchange contracts [including ($80,531)     
net change in unrealized (depreciation) on financial futures]    50,959,372 
Net Realized and Unrealized Gain (Loss) on Investments    56,584,530 
Net Increase in Net Assets Resulting from Operations    63,046,485 

See notes to financial statements.

The Fund 45

STATEMENT OF CHANGES IN NET ASSETS

    Year Ended October 31, 
    2006    2005 
Operations ($):         
Investment income—net    6,461,955    3,327,284 
Net realized gain (loss) on investments    5,625,158    1,814,338 
Net change in unrealized appreciation         
(depreciation) on investments    50,959,372    18,357,619 
Net Increase (Decrease) in Net Assets         
Resulting from Operations    63,046,485    23,499,241 
Dividends to Shareholders from ($):         
Investment income—net    (4,095,715)    (2,772,459) 
Capital Stock Transactions ($):         
Net proceeds from shares sold    170,511,526    104,456,200 
Dividends reinvested    3,605,156    2,386,290 
Cost of shares redeemed    (78,133,042)    (44,061,412) 
Increase (Decrease) in Net Assets         
from Capital Stock Transactions    95,983,640    62,781,078 
Total Increase (Decrease) in Net Assets    154,934,410    83,507,860 
Net Assets ($):         
Beginning of Period    200,674,074    117,166,214 
End of Period    355,608,484    200,674,074 
Undistributed investment income—net    5,419,052    2,650,601 
Capital Share Transactions (Shares):         
Shares sold    10,355,730    7,547,258 
Shares issued for dividends reinvested    234,572    175,076 
Shares redeemed    (4,728,362)    (3,173,832) 
Net Increase (Decrease) in Shares Outstanding    5,861,940    4,548,502 

See notes to financial statements.
46
  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,     
    2006    2005    2004    2003    2002 
Per Share Data ($):                     
Net asset value, beginning of period    14.47    12.57    10.91    8.89    10.60 
Investment Operations:                     
Investment income—net a    .38    .29    .25    .18    .15 
Net realized and unrealized                     
gain (loss) on investments    3.45    1.88    1.72    2.04    (1.73) 
Total from Investment Operations    3.83    2.17    1.97    2.22    (1.58) 
Distributions:                     
Dividends from investment income—net    (.27)    (.27)    (.31)    (.20)    (.13) 
Net asset value, end of period    18.03    14.47    12.57    10.91    8.89 
Total Return (%)    26.83    17.40    18.40    25.49    (15.12) 
Ratios/Supplemental Data (%):                     
Ratio of total expenses                     
to average net assets    .60    .60    .60    .60    .60 
Ratio of net investment income                     
to average net assets    2.30    2.07    2.07    1.98    1.44 
Portfolio Turnover Rate    4.12    3.46    14.80    11.37    24.12 
Net Assets, end of period ($ x 1,000)    355,608    200,674    117,116    91,731    82,091 

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

The Fund 47

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,Australia, Far East (Free) Index. The Dreyfus Corporation (the “Manager” or “Dreyfus”) 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 requires 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

48

national securities market, or securities for which there were no transactions, are valued at the average of the most recent bid and asked prices, except for open short positions, 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 fund’s 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 principal exchange.

On September 20, 2006, the FASB released Statement of Financial Accounting Standards No. 157 “Fair Value Measurements” (“FAS 157”). FAS 157 establishes an authoritative definition of fair value, sets out a framework for measuring fair value, and requires additional disclosures about fair-value measurements.The application of FAS 157 is required for fiscal years beginning after November 15, 2007 and interim periods within those fiscal years. Management does not believe that the application of this standard will have a material impact on the financial statements of the fund.

The Fund 49

NOTES TO FINANCIAL STATEMENTS (continued)

(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 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 is determined on the basis of coupon interest accrued, adjusted for accretion of discount and amortization of premium on debt securities.

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 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. It is the fund’s policy that 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.

50

(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.

(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. Accordingly, no provision for income tax is required.

In July 2006, the Financial Accounting Standards Board issued Interpretation No. 48,“Accounting for Uncertainty in Income Taxes -an Interpretation of FASB Statement No. 109” (the “Interpretation”). The Interpretation establishes for all entities, including pass-through entities such as the Fund, a minimum threshold for financial statement recognition of the benefit of positions taken in filing tax returns (including whether an entity is taxable in a particular jurisdiction), and requires certain expanded tax disclosures. Adoption of FIN 48 is required for fiscal years beginning after December 15, 2006 and is to be applied to all open tax years as of the effective date. Management does not believe that the application of this standard will have a material impact on the financial statements of the fund.

At October 31, 2006, the components of accumulated earnings on a tax basis were as follows:undistributed ordinary income $6,854,136,accumu-lated capital losses $7,146,950 and unrealized appreciation $82,670,071.

The Fund 51

NOTES TO FINANCIAL STATEMENTS (continued)

The accumulated capital loss carryover is available to be applied against future net securities profits, if any, realized subsequent to October 31, 2006. If not applied, $2,075,999 of the carryover 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, 2006 and October 31, 2005, were as follows: ordinary income $4,095,715 and $2,772,459, respectively.

During the period ended October 31, 2006, as a result of permanent book to tax differences, primarily due to the tax treatment for passive foreign investment companies and foreign currency exchange gains and losses, the fund increased accumulated undistributed investment income-net by $402,211, decreased accumulated net realized gain (loss) on investments by $401,739 and decreased paid-in capital by $472. 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 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, 2006, 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 (includ-

52

ing 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”). 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. 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 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, 2006, the fund was charged $702,063 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 $102,233, and shareholder services plan fees $73,023.

The Fund 53

NOTES TO FINANCIAL STATEMENTS (continued)

(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, 2006, redemption fees charged and received by the fund amounted to $472. Cost of shares redeemed in the Statement of Changes in Net Assets is reflected net of redemption fees.

(d) Pursuant to an exemptive order from the SEC, the fund invests it’s 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, 2006, amounted to $109,914,650 and $11,285,388, respectively.

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 increases between the date the forward contract is opened and the date the forward contract is closed.The fund realizes a gain if the value of the contract decreases between those dates.With respect to purchases of forward currency exchange contracts, the fund would incur a loss if the value of the contract decreases between the date the forward contract is opened and the date the forward contract is closed. The fund realizes a gain if the value of the contract increases 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.

54

The following summarizes open forward currency exchange contracts at October 31, 2006:

    Foreign             
Forward Currency    Currency            Unrealized 
Exchange Contracts    Amounts    Cost ($)    Value ($)    Appreciation ($) 
Purchases:                 
Australian Dollar,                 
expiring 11/2/2006    648,529    498,744    501,864    3,120 
British Pound,                 
expiring 11/2/2006    1,173,165    2,231,805    2,237,518    5,713 
British Pound,                 
expiring 12/14/2006    743,730    1,402,068    1,418,910    16,842 
Danish Krone,                 
expiring 11/2/2006    691,367    117,960    118,395    435 
Euro,                 
expiring 11/1/2006    692,977    881,224    884,481    3,257 
Euro,                 
expiring 11/2/2006    2,029,312    2,580,716    2,590,112    9,396 
Euro,                 
expiring 11/3/2006    68,653    87,312    87,625    313 
Euro,                 
expiring 12/14/2006    1,375,010    1,742,592    1,758,706    16,114 
Hong Kong Dollar,                 
expiring 11/2/2006    1,434,269    184,347    184,347    — 
Japanese Yen,                 
expiring 11/2/2006    333,946,490    2,843,097    2,850,467    7,370 
Japanese Yen,                 
expiring 12/14/2006    180,409,000    1,530,845    1,548,908    18,063 
New Zealand Dollar,                 
expiring 11/2/2006    33,798    22,461    22,630    169 
Norwegian Krone,                 
expiring 11/2/2006    250,737    38,168    38,333    165 
Singapore Dollar,                 
expiring 11/2/2006    67,873    43,482    43,588    106 
Swedish Krona,                 
expiring 11/2/2006    900,820    124,261    124,743    482 
Swiss Franc,                 
expiring 11/2/2006    1,003,245    803,290    806,564    3,274 
TOTAL                84,819 

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

The Fund 55

NOTES TO FINANCIAL STATEMENTS (continued)

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, 2006, are set forth in the Statement of Financial Futures.

At October 31, 2006, the cost of investments for federal income tax purposes was $281,386,069; accordingly, accumulated net unrealized appreciation on investments was $82,693,169, consisting of $94,474,415 gross unrealized appreciation and $11,781,246 gross unrealized depreciation.

NOTE 5—Subsequent Event:

On December 4, 2006, Mellon Financial and The Bank of New York Company, Inc. announced that they had entered into a definitive agreement to merge. The new company will be called The Bank of New York Mellon Corporation. As part of this transaction, Dreyfus would become a wholly-owned subsidiary of The Bank of New York Mellon Corporation.The transaction is subject to certain regulatory approvals and the approval of The Bank of New York Company, Inc.’s and Mellon Financial’s shareholders, as well as other customary conditions to closing. Subject to such approvals and the satisfaction of the other conditions, Mellon Financial and The Bank of New York Company, Inc. expect the transaction to be completed in the third quarter of 2007.

56

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.) at October 31, 2006, 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, 2006 by correspondence with the custodian and brokers, provide a reasonable basis for our opinion.

PricewaterhouseCoopers LLP 
New York, New York 
December 14, 2006 

The Fund 57

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, 2006:

  • the total amount of taxes paid to foreign countries was $597,477
  • the total amount of income sourced from foreign countries was $7,003,989

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 2006 calendar year with Form 1099-DIV which will be mailed by January 31, 2007.

For the fiscal year ended October 31, 2006, 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, $2,428,006 represents the maximum amount that may be considered qualified dividend income.

58
PROXY RESULTS (Unaudited)

Dreyfus Index Funds, Inc. held a special meeting of shareholders on June 29, 2006. The proposal considered at the meeting, and the results, are as follows:

        Shares     
    Votes For        Authority Withheld 
To elect additional Board Members:             
Peggy C. Davis †    66,234,566        1,790,517 
James F. Henry †    66,185,759        1,839,324 
Dr. Martin Peretz †    66,291,073        1,734,010 

† Each will serve as an Independent Board member of the fund commencing, subject to the discretion of the Board, on 
or about January 1, 2007. 
In addition Joseph S. DiMartino, David P. Feldman, Ehud Houminer, Gloria Messinger and Anne Wexler continue 
as Board members of the fund. 

The Fund 59

BOARD MEMBERS INFORMATION (Unaudited)

Joseph S. DiMartino (63)
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
  • 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
  • Sunair Services Corporation, engaging 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: 189

———————

Peggy C. Davis (63) Board Member (2006)

Principal Occupation During Past 5 Years:
  • Shad Professor of Law, New York University School of Law (1983-present)
  • Writer and teacher in the fields of evidence, constitutional theory, family law, social sciences and the law, legal process and professional methodology and training
No. of Portfolios for which Board Member Serves: 71
  ———————
David P. Feldman (66)
Board Member (1989)
Principal Occupation During Past 5 Years:
• Corporate Director and 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: 57
60
James F. Henry (75)
Board Member (2006)
Principal Occupation During Past 5 Years:
  • President,The International Institute for Conflict Prevention and Resolution, a non-profit organization principally engaged in the development of alternatives to business litigation (Retired 2003)
  • Advisor to The Elaw Forum, a consultant on managing corporate legal costs
  • Advisor to John Jay Homestead (the restored home of the first U.S. Chief Justice)
  • Individual Trustee of several trusts
Other Board Memberships and Affiliations:
  • Director, advisor and mediator involved in several non-profit organizations, primarily engaged in domestic and international dispute resolution, and historic preservation
No. of Portfolios for which Board Member Serves: 48

———————

Ehud Houminer (66) Board Member (1996)

Principal Occupation During Past 5 Years:

• Executive-in-Residence at the Columbia Business School, Columbia University

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: 60
  ———————
Dr. Paul A. Marks (80)
Board Member (2006)
Principal Occupation During Past 5 Years:
  • President, Emeritus (2000-present) and President and Chief Executive Officer of Memorial Sloan-Kettering Cancer Center (Retired 1999)
Other Board Memberships and Affiliations:
  • Pfizer, Inc., Director-Emeritus
  • Lazard Freres & Company, LLC, Senior Adviser
  • Armgo-Start-Up Biotech; Board of Directors
  • Nanoviricide, Scientific Advisory Board
  • PTC, Scientific Advisory Board
  • IKONYSIS, Scientific Advisory Board
No. of Portfolios for which Board Member Serves: 48

The Fund 61

BOARD MEMBERS INFORMATION (Unaudited) (continued)

Gloria Messinger (76)
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:
  • Theater for a New Audience, Inc., Director
  • Brooklyn Philharmonic, Director
No. of Portfolios for which Board Member Serves: 48
  ———————
Dr. Martin Peretz (67)
Board Member (2006)
Principal Occupation During Past 5 Years:
  • Editor-in-Chief of The New Republic Magazine
  • Lecturer in Social Studies at Harvard University (1965-2002)
  • Director of TheStreet.com, a financial information service on the web
Other Board Memberships and Affiliations:
  • American Council of Trustees and Alumni, Director
  • Pershing Square Capital Management, Adviser
  • Montefiore Ventures, General Partner
  • Harvard Center for Blood Research,Trustee
  • Bard College,Trustee
  • Board of Overseers of YIVO Institute for Jewish Research, Chairman

No. of Portfolios for which Board Member Serves: 48

———————

Anne Wexler (76)
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: 57

———————

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 T. John Szarkowski, Emeritus Board Member

62

OFFICERS OF THE FUND (Unaudited)

STEPHEN E. CANTER, President since    JOSEPH M. CHIOFFI, Vice President and 
March 2000.    Assistant Secretary since August 2005. 
Chairman of the Board and Chief Executive    Associate General Counsel of the Manager, 
Officer of the Manager, and an officer of 90    and an officer of 91 investment companies 
investment companies (comprised of 189    (comprised of 205 portfolios) managed by the 
portfolios) managed by the Manager. Mr.    Manager. He is 44 years old and has been an 
Canter also is a Board member and, where    employee of the Manager since June 2000. 
 
applicable, an Executive Committee Member    JANETTE E. FARRAGHER, Vice President 
of the other investment management    and Assistant Secretary since 
subsidiaries of Mellon Financial Corporation,    August 2005. 
each of which is an affiliate of the Manager.     
He is 61 years old and has been an employee    Associate General Counsel of the Manager, 
of the Manager since May 1995.    and an officer of 91 investment companies 
    (comprised of 205 portfolios) managed by the 
MARK N. JACOBS, Vice President since    Manager. She is 43 years old and has been an 
March 2000.    employee of the Manager since February 1984. 
 
Executive Vice President, Secretary and    JOHN B. HAMMALIAN, Vice President and 
General Counsel of the Manager, and an    Assistant Secretary since August 2005. 
officer of 91 investment companies (comprised     
of 205 portfolios) managed by the Manager.    Associate General Counsel of the Manager, 
He is 60 years old and has been an employee    and an officer of 91 investment companies 
of the Manager since June 1977.    (comprised of 205 portfolios) managed by the 
    Manager. He is 43 years old and has been an 
MICHAEL A. ROSENBERG, Vice President    employee of the Manager since February 1991. 
and Secretary since August 2005.     
    ROBERT R. MULLERY, Vice President and 
Associate General Counsel of the Manager,    Assistant Secretary since August 2005. 
and an officer of 91 investment companies     
(comprised of 205 portfolios) managed by the    Associate General Counsel of the Manager, 
Manager. He is 46 years old and has been an    and an officer of 91 investment companies 
employee of the Manager since October 1991.    (comprised of 205 portfolios) managed by the 
    Manager. He is 54 years old and has been an 
JAMES BITETTO, Vice President and    employee of the Manager since May 1986. 
Assistant Secretary since August 2005.     
    JEFF PRUSNOFSKY, Vice President and 
Associate General Counsel and Assistant    Assistant Secretary since August 2005. 
Secretary of the Manager, and an officer of 91     
investment companies (comprised of 205    Associate General Counsel of the Manager, 
portfolios) managed by the Manager. He is 40    and an officer of 91 investment companies 
years old and has been an employee of the    (comprised of 205 portfolios) managed by the 
Manager since December 1996.    Manager. He is 41 years old and has been an 
    employee of the Manager since October 1990. 
JONI LACKS CHARATAN, Vice President     
and Assistant Secretary since    JAMES WINDELS, Treasurer since 
August 2005.    November 2001. 
Associate General Counsel of the Manager,    Director – Mutual Fund Accounting of the 
and an officer of 91 investment companies    Manager, and an officer of 91 investment 
(comprised of 205 portfolios) managed by the    companies (comprised of 205 portfolios) 
Manager. She is 50 years old and has been an    managed by the Manager. He is 48 years old 
employee of the Manager since October 1988.    and has been an employee of the Manager 
    since April 1985. 

The Fund 63

OFFICERS OF THE FUND (Unaudited) (continued)

ERIK D. NAVILOFF, Assistant Treasurer    JOSEPH W. CONNOLLY, Chief Compliance 
since August 2005.    Officer since October 2004. 
Senior Accounting Manager – Taxable Fixed    Chief Compliance Officer of the Manager and 
Income Funds of the Manager, and an officer    The Dreyfus Family of Funds (91 investment 
of 91 investment companies (comprised of 205    companies, comprised of 205 portfolios). From 
portfolios) managed by the Manager. He is 38    November 2001 through March 2004, Mr. 
years old and has been an employee of the    Connolly was first Vice-President, Mutual 
Manager since November 1992.    Fund Servicing for Mellon Global Securities 
 
ROBERT ROBOL, Assistant Treasurer    Services. In that capacity, Mr. Connolly was 
since August 2002.    responsible for managing Mellon’s Custody, 
    Fund Accounting and Fund Administration 
Senior Accounting Manager – Money Market    services to third-party mutual fund clients. He 
and Municipal Bond Funds of the Manager,    is 49 years old and has served in various 
and an officer of 91 investment companies    capacities with the Manager since 1980, 
(comprised of 205 portfolios) managed by the    including manager of the firm’s Fund 
Manager. He is 42 years old and has been an    Accounting Department from 1997 through 
employee of the Manager since October 1988.    October 2001. 
 
ROBERT SVAGNA, Assistant Treasurer    WILLIAM GERMENIS, Anti-Money 
since August 2005.    Laundering Compliance Officer since 
Senior Accounting Manager – Equity Funds of    October 2002. 
the Manager, and an officer of 91 investment    Vice President and Anti-Money Laundering 
companies (comprised of 205 portfolios)    Compliance Officer of the Distributor, and the 
managed by the Manager. He is 39 years old    Anti-Money Laundering Compliance Officer 
and has been an employee of the Manager    of 87 investment companies (comprised of 201 
since November 1990.    portfolios) managed by the Manager. He is 36 
GAVIN C. REILLY, Assistant Treasurer    years old and has been an employee of the 
since December 2005.    Distributor since October 1998. 
Tax Manager of the Investment Accounting     
and Support Department of the Manager, and     
an officer of 91 investment companies     
(comprised of 205 portfolios) managed by the     
Manager. He is 38 years old and has been an     
employee of the Manager since April 1991.     

64

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 
Mellon Trust of New England, N.A. 
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 1-202-551-8090.

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, 2006, 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.

© 2006 Dreyfus Service Corporation

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 $114,000 in 2005 and $120,000 in 2006.

(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 2005 and $0 in 2006.

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 2005 and $0 in 2006.

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 $9,000 in 2005 and $9,900 in 2006. 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 (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 2005 and $0 in 2006.

(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 2005 and $0 in 2006.

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 2005 and $0 in 2006.

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 $75,000 in 2005 and $90,000 in 2006.

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, 2006 

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, 2006 
 
By:    /s/ James Windels 
James Windels
    Chief Financial Officer 
 
Date:    December 28, 2006 

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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M_2X1#)@_PC=T]_F-`#?[1BVNY20QIP9`ORELXVCG.<\?6I8+M)XY2JLKQ':Z M/U4X!P<>Q!_&H)-)MY8YH9"[V\O)A."@;.=W3KGGTJ2QT^"PMC!`H"L'2)MR]O7K36T*S=2DH>2,1F)(V(*HI*G M`&/51USTH`>=7MU8(ZR)(7\ORRO(?@[>.,X(/IC)[5H5EQ:%:11HB;E\MMZE M%1,/Q\V%4#/&.G0GUK4H`****`"BBB@`HHHH`****`"BBB@`HHHH`****`"B MBB@`HHHH`****`"BBB@`HHHH`*FM_P"+\*AJ:W_B_"@":BBB@!NQ?[H_*C8O M]T?E110`;%_NC\J-B_W1^5%%`!L7^Z/RHV+_`'1^5%%`!L7^Z/RHV+_='Y44 M4`&Q?[H_*C8O]T?E110`;%_NC\J-B_W1^5%%`!L7^Z/RHV+_`'1^5%%`!L7^ MZ/RHV+_='Y444`&Q?[H_*C8O]T?E110`;%_NC\J-B_W1^5%%`!L7^Z/RHV+_ M`'1^5%%`!L7^Z/RHV+_='Y444`&Q?[H_*C8O]T?E110`;%_NC\J-B_W1^5%% M`!L7^Z/RHV+_`'1^5%%`!L7^Z/RHV+_='Y444`&Q?[H_*C8O]T?E110`;%_N MC\J-B_W1^5%%`!L7^Z/RHV+_`'1^5%%`!L7^Z/RHV+_='Y444`&Q?[H_*C8O M]T?E110`;%_NC\J-B_W1^5%%`!L7^Z/RHV+_`'1^5%%`!L7^Z/RHV+_='Y44 M4`&Q?[H_*C8O]T?E110`;%_NC\J-B_W1^5%%`!L7^Z/RHV+_`'1^5%%`!L7^ >Z/RHV+_='Y444`&Q?[H_*E``Z`"BB@!:***`/__9 ` end EX-99.CODE ETH 20 ncsrcodeofethics.htm CODE OF ETHICS ncsrcodeofethics

Exhibit (a) (1)

      THE DREYFUS FAMILY OF FUNDS
CODE OF ETHICS FOR PRINCIPAL EXECUTIVE
   AND SENIOR FINANCIAL OFFICERS

I. COVERED OFFICERS/PURPOSE OF THE CODE

     This code of ethics (the "Code") for the investment companies within the complex (each, a "Fund") applies to each Fund's Principal Executive Officer, Principal Financial Officer, Principal Accounting Officer or Controller, or other persons performing similar functions, each of whom is listed on Exhibit A (the "Covered Officers"), for the purpose of promoting:

  • honest and ethical conduct, including the ethical handling of actual or apparent conflicts of interest between personal and professional relationships;
  • full, fair, accurate, timely and understandable disclosure in reports and documents that the Fund files with, or submits to, the Securities and Exchange Commission (the "SEC") and in other public communications made by the Fund;
  • compliance with applicable laws and governmental rules and regulations;
  • the prompt internal reporting of violations of the Code to an appropriate person or persons identified in the Code; and
  • accountability for adherence to the Code.

     Each Covered Officer should adhere to a high standard of business ethics and should be sensitive to situations that may give rise to actual as well as apparent conflicts of interest.

II. COVERED OFFICERS SHOULD HANDLE ETHICALLY ACTUAL AND APPARENT CONFLICTS

OF INTEREST

     OVERVIEW. A "conflict of interest" occurs when a Covered Officer's private interest interferes with the interests of, or his service to, the Fund. For example, a conflict of interest would arise if a Covered Officer, or a member of his family, receives improper personal benefits as a result of his position with the Fund.

     Certain conflicts of interest arise out of the relationships between Covered Officers and the Fund and already are subject to conflict of interest provisions in the Investment Company Act of 1940, as amended (the "Investment Company Act"), and the Investment Advisers Act of 1940, as amended (the "Investment Advisers Act"). For example, Covered Officers may not individually engage in certain transactions (such as the purchase or sale of securities or other property) with the Fund because of their status as "affiliated persons" of the Fund. The compliance programs and procedures of the Fund and the Fund's investment adviser (the "Adviser") are designed to prevent, or identify and correct, violations of these provisions. The Code does not, and is not intended to, repeat or replace these programs and procedures, and the circumstances they cover fall outside of the parameters of the Code.

     Although typically not presenting an opportunity for improper personal benefit, conflicts arise from, or as a result of, the contractual relationship between the Fund and the Adviser of which the Covered Officers are also officers or employees. As a result, the Code recognizes that the Covered Officers, in the ordinary course of their duties (whether formally for the Fund or for the Adviser, or for both), will be involved in establishing policies and implementing decisions that will have different effects on the Adviser and the Fund. The participation of the Covered Officers in such activities is inherent in the contractual relationship between the Fund and the Adviser and is consistent with the performance by the Covered Officers of their duties as officers of the Fund and, if addressed in conformity with the provisions of the Investment Company Act and the Investment Advisers Act, will be deemed to have been handled ethically. In addition, it is recognized by the Fund's Board that the Covered Officers also may be officers or employees of one or more other investment companies covered by this or other codes of ethics.

     Other conflicts of interest are covered by the Code, even if such conflicts of interest are not subject to provisions in the Investment Company Act and the Investment Advisers Act. Covered Officers should keep in mind that the Code cannot enumerate every possible scenario. The overarching principle of the Code is that the personal interest of a Covered Officer should not be placed improperly before the interest of the Fund.

Each Covered Officer must:

  • not use his personal influence or personal relationships improperly to influence investment decisions or financial reporting by the Fund whereby the Covered Officer would benefit personally to the detriment of the Fund;
  • not cause the Fund to take action, or fail to take action, for the individual personal benefit of the Covered Officer rather than the benefit of the Fund; and
  • not retaliate against any employee or Covered Officer for reports of potential violations that are made in good faith.

III. DISCLOSURE AND COMPLIANCE

  • Each Covered Officer should familiarize himself with the disclosure requirements generally applicable to the Fund within his area of responsibility;
  • each Covered Officer should not knowingly misrepresent, or cause others to misrepresent, facts about the Fund to others, whether within or outside the Fund, including to the Fund's Board members and auditors, and to governmental regulators and self-regulatory organizations; and
  • each Covered Officer should, to the extent appropriate within his area of responsibility, consult with other officers and employees of the Fund and the Adviser with the goal of promoting full, fair, accurate, timely and understandable disclosure in the reports and documents the Fund files with, or submits to, the SEC and in other public communications made by the Fund; and

  • it is the responsibility of each Covered Officer to promote compliance with the standards and restrictions imposed by applicable laws, rules and regulations.

IV. REPORTING AND ACCOUNTABILITY

Each Covered Officer must:

  • upon adoption of the Code (or thereafter, as applicable, upon becoming a Covered Officer), affirm in writing to the Board that he has received, read, and understands the Code;
  • annually thereafter affirm to the Board that he has complied with the requirements of the Code; and
  • notify the Adviser's General Counsel (the "General Counsel") promptly if he knows of any violation of the Code. Failure to do so is itself a violation of the Code.

     The General Counsel is responsible for applying the Code to specific situations in which questions are presented under it and has the authority to interpret the Code in any particular situation. However, waivers sought by any Covered Officer will be considered by the Fund's Board.

     The Fund will follow these procedures in investigating and enforcing the Code:

  • the General Counsel will take all appropriate action to investigate any potential violations reported to him;
  • if, after such investigation, the General Counsel believes that no violation has occurred, the General Counsel is not required to take any further action;
  • any matter that the General Counsel believes is a violation will be reported to the Board;
  • if the Board concurs that a violation has occurred, it will consider appropriate action, which may include: review of, and appropriate modifications to, applicable policies and procedures; notification to appropriate personnel of the Adviser or its board; or dismissal of the Covered Officer;
  • the Board will be responsible for granting waivers, as appropriate; and
  • any waivers of or amendments to the Code, to the extent required, will be disclosed as provided by SEC rules.

V. OTHER POLICIES AND PROCEDURES

     The Code shall be the sole code of ethics adopted by the Fund for purposes of Section 406 of the Sarbanes-Oxley Act of 2002 and the rules and forms applicable to registered investment companies thereunder. The Fund's, its principal underwriter's and the Adviser's codes of ethics under Rule 17j-1 under the Investment Company Act and the Adviser's additional policies and procedures, including its Code of Conduct, are separate requirements applying to the Covered Officers and others, and are not part of the Code.

VI. AMENDMENTS

     The Code may not be amended except in written form which is specifically approved or ratified by a majority vote of the Fund's Board, including a majority of independent Board members.

VII. CONFIDENTIALITY

     All reports and records prepared or maintained pursuant to the Code will be considered confidential and shall be maintained and protected accordingly. Except as otherwise required by law or the Code, such matters shall not be disclosed to anyone other than the appropriate Funds and their counsel, the appropriate Boards (or Committees) and their counsel and the Adviser.

VIII. INTERNAL USE

     The Code is intended solely for the internal use by the Fund and does not constitute an admission, by or on behalf of the Fund, as to any fact, circumstance, or legal conclusion.

Dated as of: JULY 1, 2003    
 
       
       
       
       
       
EXHIBIT A      
       
       
       
       
       
Persons Covered by the Code of Ethics  
       
       
Stephen E. Canter President (Principal Executive
      Officer)
       
      (Principal Financial and
James Windels   Treasurer Accounting Officer)
EX-99.CERT 21 ex302.htm EXHIBIT 30A-2 ex302
  [EX-99.CERT]—Exhibit (a) (2)
  SECTION 302 CERTIFICATION
I, Stephen E. Canter, certify that:
1.    I have reviewed this report on Form N-CSR of DREYFUS INDEX FUNDS, INC.; 
 
2.    Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to 
state a material fact necessary to make the statements made, in light of the circumstances under which such 
statements were made, not misleading with respect to the period covered by this report; 

3. Based on my knowledge, the financial statements, and other financial information included in this report, fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the registrant as of, and for, the periods presented in this report;

4. The registrant's other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:

(a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;

(b) Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;

(c) Evaluated the effectiveness of the registrant's disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based on such evaluation; and

(d) Disclosed in this report any change in the registrant's internal control over financial reporting that occurred during the second fiscal quarter of the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant's internal control over financial reporting.

5. The registrant's other certifying officer(s) and I have disclosed to the registrant's auditors and the audit committee of the registrant's board of directors (or persons performing the equivalent functions):

(a) All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant's ability to record, process, summarize, and report financial information; and

  (b) Any fraud, whether or not material, that involves management or other employees who have a
significant role in the registrant's internal control over financial reporting.
By:    /s/ Stephen E. Canter 
    Stephen E. Canter 
    Chief Executive Officer 
Date:    December 28, 2006 

  SECTION 302 CERTIFICATION
I, James Windels, certify that:
1.    I have reviewed this report on Form N-CSR of DREYFUS INDEX FUNDS, INC.; 
 
2.    Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to 
state a material fact necessary to make the statements made, in light of the circumstances under which such 
statements were made, not misleading with respect to the period covered by this report; 

3. Based on my knowledge, the financial statements, and other financial information included in this report, fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the registrant as of, and for, the periods presented in this report;

4. The registrant's other certifying officer(s) and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have:

(a) Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared;

(b) Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles;

(c) Evaluated the effectiveness of the registrant's disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing date of this report based on such evaluation; and

(d) Disclosed in this report any change in the registrant's internal control over financial reporting that occurred during the second fiscal quarter of the period covered by this report that has materially affected, or is reasonably likely to materially affect, the registrant's internal control over financial reporting.

5. The registrant's other certifying officer(s) and I have disclosed to the registrant's auditors and the audit committee of the registrant's board of directors (or persons performing the equivalent functions):

(a) All significant deficiencies and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant's ability to record, process, summarize, and report financial information; and

(b) Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant's internal control over financial reporting.

By:    /s/ James Windels 
James Windels
    Chief Financial Officer 
Date:    December 28, 2006 

EX-99.906CERT 22 ex906.htm EXHIBIT 906 ex906
[EX-99.906CERT] 
Exhibit (b) 

SECTION 906 CERTIFICATIONS

In connection with this report on Form N-CSR for the Registrant as furnished to the Securities and Exchange Commission on the date hereof (the "Report"), the undersigned hereby certify, pursuant to Section 906 of the Sarbanes-Oxley Act of 2002, that:

(1) the Report fully complies with the requirements of Section 13(a) or 15(d) of the Securities Exchange Act of 1934, as applicable; and

(2) the information contained in the Report fairly presents, in all material respects, the financial condition and results of operations of the Registrant.

By:    /s/ Stephen E. Canter 
    Stephen E. Canter 
    Chief Executive Officer 
 
Date:    December 28, 2006 
 
 
By:    /s/ James Windels 
James Windels
    Chief Financial Officer 
 
Date:    December 28, 2006 

This certificate is furnished pursuant to the requirements of Form N-CSR and shall not be deemed "filed" for purposes of Section 18 of the Securities Exchange Act of 1934, or otherwise subject to the liability of that section, and shall not be deemed to be incorporated by reference into any filing under the Securities Act of 1933 or the Securities Exchange Act of 1934.

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