MERRILL LYNCH INDEX FUNDS INC
NSAR-B, 2000-02-29
Previous: QUANTITATIVE MASTER SERIES TRUST, NSAR-B, 2000-02-29
Next: RENAISSANCE FUNDS, 485BPOS, 2000-02-29



<PAGE>      PAGE  1
000 B000000 12/31/1999
000 C000000 1026144
000 D000000 N
000 E000000 F
000 F000000 Y
000 G000000 N
000 H000000 N
000 I000000 6.1
000 J000000 A
001 A000000 MERRILL LYNCH INDEX FUNDS, INC.
001 B000000 811-7899
001 C000000 6092822800
002 A000000 P.O. BOX 9011
002 B000000 PRINCETON
002 C000000 NJ
002 D010000 08543
002 D020000 9011
003  000000 N
004  000000 N
005  000000 N
006  000000 N
007 A000000 Y
007 B000000  4
007 C010100  1
007 C020100 MERRILL LYNCH S&P 500 INDEX FUND
007 C030100 N
007 C010200  2
007 C020200 MERRILL LYNCH SMALL CAP INDEX FUND
007 C030200 N
007 C010300  3
007 C020300 MERRILL LYNCH AGGREGATE BOND INDEX FUND
007 C030300 N
007 C010400  4
007 C020400 MERRILL LYNCH INTERNATIONAL INDEX FUND
007 C030400 N
007 C010500  5
007 C010600  6
007 C010700  7
007 C010800  8
007 C010900  9
007 C011000 10
010 A00AA01 FUND ASSET MANAGEMENT, L.P.
010 B00AA01 801-12485
010 C01AA01 PRINCETON
010 C02AA01 NJ
010 C03AA01 08543
010 C04AA01 9011
011 A00AA01 MERRILL LYNCH FUNDS DISTRIBUTOR, INC.
011 B00AA01 8-14663
011 C01AA01 PRINCETON
011 C02AA01 NJ
<PAGE>      PAGE  2
011 C03AA01 08543
011 C04AA01 9011
012 A00AA01 FINANCIAL DATA SERVICES, INC.
012 B00AA01 84-01339
012 C01AA01 JACKSONVILLE
012 C02AA01 FL
012 C03AA01 32246
012 C04AA01 6484
013 A00AA01 DELOITTE & TOUCHE LLP
013 B01AA01 PRINCETON
013 B02AA01 NJ
013 B03AA01 08540
013 B04AA01 6400
014 A00AA01 MLPF&S AND OTHER ML BROKER/DEALER AFFILIATES
014 B00AA01 8-7221
018  00AA00 Y
019 A00AA00 Y
019 B00AA00  248
019 C00AA00 MERRILLLYN
020 C000001      0
020 C000002      0
020 C000003      0
020 C000004      0
020 C000005      0
020 C000006      0
020 C000007      0
020 C000008      0
020 C000009      0
020 C000010      0
021  000000        0
022 A000001 MERRILL LYNCH FUNDS DISTRIBUTOR, INC.
022 B000001 13-2629351
022 C000001   1647317
022 D000001   1327862
022 C000002         0
022 D000002         0
022 C000003         0
022 D000003         0
022 C000004         0
022 D000004         0
022 C000005         0
022 D000005         0
022 C000006         0
022 D000006         0
022 C000007         0
022 D000007         0
022 C000008         0
022 D000008         0
022 C000009         0
022 D000009         0
022 C000010         0
<PAGE>      PAGE  3
022 D000010         0
023 C000000    1647317
023 D000000    1327862
024  00AA00 N
026 A000000 N
026 B000000 N
026 C000000 N
026 D000000 N
026 E000000 N
026 F000000 N
026 G010000 N
026 G020000 N
026 H000000 N
027  000000 Y
029  00AA00 N
030 A00AA00      0
030 B00AA00  0.00
030 C00AA00  0.00
034  00AA00 N
035  00AA00      0
036 B00AA00      0
037  00AA00 N
038  00AA00      0
039  00AA00 N
040  00AA00 Y
041  00AA00 Y
045  00AA00 N
048  00AA00  0.000
048 A01AA00        0
048 A02AA00 0.000
048 B01AA00        0
048 B02AA00 0.000
048 C01AA00        0
048 C02AA00 0.000
048 D01AA00        0
048 D02AA00 0.000
048 E01AA00        0
048 E02AA00 0.000
048 F01AA00        0
048 F02AA00 0.000
048 G01AA00        0
048 G02AA00 0.000
048 H01AA00        0
048 H02AA00 0.000
048 I01AA00        0
048 I02AA00 0.000
048 J01AA00        0
048 J02AA00 0.000
048 K01AA00        0
048 K02AA00 0.000
054 A00AA00 Y
<PAGE>      PAGE  4
054 B00AA00 Y
054 C00AA00 N
054 D00AA00 N
054 E00AA00 N
054 F00AA00 N
054 G00AA00 N
054 H00AA00 Y
054 I00AA00 N
054 J00AA00 Y
054 K00AA00 N
054 L00AA00 N
054 M00AA00 Y
054 N00AA00 N
055 A00AA00 N
055 B00AA00 N
056  00AA00 Y
057  00AA00 N
058 A00AA00 N
059  00AA00 Y
060 A00AA00 N
060 B00AA00 N
061  00AA00        0
062 A00AA00 N
062 B00AA00   0.0
062 C00AA00   0.0
062 D00AA00   0.0
062 E00AA00   0.0
062 F00AA00   0.0
062 G00AA00   0.0
062 H00AA00   0.0
062 I00AA00   0.0
062 J00AA00   0.0
062 K00AA00   0.0
062 L00AA00   0.0
062 M00AA00   0.0
062 N00AA00   0.0
062 O00AA00   0.0
062 P00AA00   0.0
062 Q00AA00   0.0
062 R00AA00   0.0
066 A00AA00 N
067  00AA00 N
068 A00AA00 N
068 B00AA00 N
069  00AA00 Y
070 A01AA00 N
070 A02AA00 N
070 B01AA00 N
070 B02AA00 N
070 C01AA00 N
070 C02AA00 N
<PAGE>      PAGE  5
070 D01AA00 N
070 D02AA00 N
070 E01AA00 N
070 E02AA00 N
070 F01AA00 N
070 F02AA00 N
070 G01AA00 N
070 G02AA00 N
070 H01AA00 N
070 H02AA00 N
070 I01AA00 N
070 I02AA00 N
070 J01AA00 N
070 J02AA00 N
070 K01AA00 Y
070 K02AA00 Y
070 L01AA00 N
070 L02AA00 N
070 M01AA00 N
070 M02AA00 N
070 N01AA00 N
070 N02AA00 N
070 O01AA00 N
070 O02AA00 N
070 P01AA00 N
070 P02AA00 N
070 Q01AA00 N
070 Q02AA00 N
070 R01AA00 N
070 R02AA00 N
077 A000000 Y
077 B000000 Y
078  000000 N
080 A00AA00 ICI MUTUAL INSURANCE CO.
080 C00AA00     2500
081 A00AA00 Y
081 B00AA00 158
082 A00AA00 N
082 B00AA00        0
083 A00AA00 N
083 B00AA00        0
084 A00AA00 N
084 B00AA00        0
085 A00AA00 Y
085 B00AA00 N
015 A000101 MERRILL LYNCH TRUST COMPANY
015 B000101 C
015 C010101 PLAINSBORO
015 C020101 NJ
015 C030101 08536
015 E010101 X
<PAGE>      PAGE  6
028 A010100     97891
028 A020100         0
028 A030100         0
028 A040100    203076
028 B010100     77639
028 B020100         0
028 B030100         0
028 B040100     55207
028 C010100     80948
028 C020100         0
028 C030100         0
028 C040100    159354
028 D010100     87322
028 D020100         0
028 D030100         0
028 D040100     50021
028 E010100     71857
028 E020100         0
028 E030100         0
028 E040100     52905
028 F010100    110284
028 F020100     30039
028 F030100         0
028 F040100     66131
028 G010100    525941
028 G020100     30039
028 G030100         0
028 G040100    586694
028 H000100         0
042 A000100   0
042 B000100   0
042 C000100 100
042 D000100   0
042 E000100   0
042 F000100   0
042 G000100   0
042 H000100   0
043  000100   1699
044  000100      0
071 A000100         0
071 B000100         0
071 C000100         0
071 D000100    0
072 A000100 12
072 B000100        0
072 C000100        0
072 D000100        0
072 E000100    19516
072 F000100        0
072 G000100     3190
072 H000100        0
<PAGE>      PAGE  7
072 I000100      889
072 J000100        0
072 K000100        0
072 L000100      117
072 M000100        0
072 N000100      253
072 O000100        0
072 P000100        0
072 Q000100        0
072 R000100        5
072 S000100       37
072 T000100     1699
072 U000100        4
072 V000100        0
072 W000100        0
072 X000100     6194
072 Y000100       39
072 Z000100    13361
072AA000100        0
072BB000100    12925
072CC010100   282265
072CC020100        0
072DD010100     7708
072DD020100     6172
072EE000100    19286
073 A010100   0.1730
073 A020100   0.1356
073 B000100   0.2141
073 C000100   0.0000
074 A000100        0
074 B000100        0
074 C000100        0
074 D000100        0
074 E000100        0
074 F000100        0
074 G000100        0
074 H000100        0
074 I000100  1690335
074 J000100        0
074 K000100        0
074 L000100        0
074 M000100       21
074 N000100  1690356
074 O000100        0
074 P000100      521
074 Q000100        0
074 R010100        0
074 R020100        0
074 R030100        0
074 R040100      326
074 S000100        0
<PAGE>      PAGE  8
074 T000100  1689509
074 U010100    47080
074 U020100    46730
074 V010100    18.02
074 V020100    18.00
074 W000100   0.0000
074 X000100   148330
074 Y000100        0
075 A000100        0
075 B000100  1467451
076  000100     0.00
015 A000201 MERRILL LYNCH TRUST COMPANY
015 B000201 C
015 C010201 PLAINSBORO
015 C020201 NJ
015 C030201 08536
015 E010201 X
028 A010200      7247
028 A020200         0
028 A030200         0
028 A040200      1285
028 B010200      3108
028 B020200         0
028 B030200         0
028 B040200      3111
028 C010200      4007
028 C020200         0
028 C030200         0
028 C040200      2714
028 D010200      4041
028 D020200         0
028 D030200         0
028 D040200      3947
028 E010200      4886
028 E020200         0
028 E030200         0
028 E040200      4191
028 F010200      6269
028 F020200      3021
028 F030200         0
028 F040200      3291
028 G010200     29558
028 G020200      3021
028 G030200         0
028 G040200     18539
028 H000200         0
042 A000200   0
042 B000200   0
042 C000200 100
042 D000200   0
042 E000200   0
<PAGE>      PAGE  9
042 F000200   0
042 G000200   0
042 H000200   0
043  000200     80
044  000200      0
071 A000200         0
071 B000200         0
071 C000200         0
071 D000200    0
072 A000200 12
072 B000200        0
072 C000200        0
072 D000200        0
072 E000200     1035
072 F000200        0
072 G000200      141
072 H000200        0
072 I000200       29
072 J000200        0
072 K000200        0
072 L000200       41
072 M000200        0
072 N000200        3
072 O000200        0
072 P000200        0
072 Q000200        0
072 R000200        0
072 S000200       25
072 T000200       80
072 U000200        3
072 V000200        0
072 W000200        2
072 X000200      324
072 Y000200       47
072 Z000200      758
072AA000200     3497
072BB000200        0
072CC010200     7360
072CC020200        0
072DD010200      342
072DD020200      403
072EE000200     2617
073 A010200   0.1379
073 A020200   0.1151
073 B000200   0.4377
073 C000200   0.0000
074 A000200        0
074 B000200        0
074 C000200        0
074 D000200        0
074 E000200        0
<PAGE>      PAGE  10
074 F000200        0
074 G000200        0
074 H000200        0
074 I000200    76577
074 J000200        0
074 K000200        0
074 L000200        0
074 M000200       38
074 N000200    76615
074 O000200        0
074 P000200       28
074 Q000200        0
074 R010200        0
074 R020200        0
074 R030200        0
074 R040200       36
074 S000200        0
074 T000200    76551
074 U010200     2625
074 U020200     3879
074 V010200    11.78
074 V020200    11.77
074 W000200   0.0000
074 X000200     8267
074 Y000200        0
075 A000200        0
075 B000200    56064
076  000200     0.00
015 A000301 MERRILL LYNCH TRUST COMPANY
015 B000301 C
015 C010301 PLAINSBORO
015 C020301 NJ
015 C030301 08536
015 E010301 X
028 A010300      7459
028 A020300      2337
028 A030300         0
028 A040300     16642
028 B010300      7719
028 B020300      1887
028 B030300         0
028 B040300     18147
028 C010300      5311
028 C020300      1790
028 C030300         0
028 C040300     16195
028 D010300      4309
028 D020300      2193
028 D030300         0
028 D040300     13389
028 E010300      4894
<PAGE>      PAGE  11
028 E020300      1717
028 E030300         0
028 E040300     16425
028 F010300      9934
028 F020300      2694
028 F030300         0
028 F040300     17114
028 G010300     39626
028 G020300     12618
028 G030300         0
028 G040300     97912
028 H000300         0
042 A000300   0
042 B000300   0
042 C000300 100
042 D000300   0
042 E000300   0
042 F000300   0
042 G000300   0
042 H000300   0
043  000300    207
044  000300      0
071 A000300         0
071 B000300         0
071 C000300         0
071 D000300    0
072 A000300 12
072 B000300        0
072 C000300        0
072 D000300        0
072 E000300    27822
072 F000300        0
072 G000300      697
072 H000300        0
072 I000300      319
072 J000300        0
072 K000300        0
072 L000300       59
072 M000300        0
072 N000300      113
072 O000300        0
072 P000300        0
072 Q000300        0
072 R000300        5
072 S000300       21
072 T000300      207
072 U000300        3
072 V000300        0
072 W000300        0
072 X000300     1424
072 Y000300      104
<PAGE>      PAGE  12
072 Z000300    26502
072AA000300        0
072BB000300      821
072CC010300        0
072CC020300    32395
072DD010300    21683
072DD020300     4819
072EE000300       82
073 A010300   0.6156
073 A020300   0.5804
073 B000300   0.0000
073 C000300   0.0000
074 A000300        0
074 B000300        0
074 C000300        0
074 D000300        0
074 E000300        0
074 F000300        0
074 G000300        0
074 H000300        0
074 I000300   404613
074 J000300        0
074 K000300        0
074 L000300        0
074 M000300       14
074 N000300   404627
074 O000300        0
074 P000300       58
074 Q000300        0
074 R010300        0
074 R020300        0
074 R030300        0
074 R040300      572
074 S000300        0
074 T000300   403997
074 U010300    32913
074 U020300     8091
074 V010300     9.85
074 V020300     9.86
074 W000300   0.0000
074 X000300    55212
074 Y000300        0
075 A000300        0
075 B000300   441902
076  000300     0.00
015 A000401 STATE STREET BANK AND TRUST COMPANY
015 B000401 C
015 C010401 BOSTON
015 C020401 MA
015 C030401 02101
015 E010401 X
<PAGE>      PAGE  13
028 A010400      3819
028 A020400         0
028 A030400         0
028 A040400     33648
028 B010400      3749
028 B020400         0
028 B030400         0
028 B040400      3746
028 C010400      3171
028 C020400         0
028 C030400         0
028 C040400      2548
028 D010400      4420
028 D020400         0
028 D030400         0
028 D040400      2988
028 E010400      6491
028 E020400         0
028 E030400         0
028 E040400      2611
028 F010400      9334
028 F020400      4889
028 F030400         0
028 F040400      2396
028 G010400     30984
028 G020400      4889
028 G030400         0
028 G040400     47937
028 H000400         0
042 A000400   0
042 B000400   0
042 C000400 100
042 D000400   0
042 E000400   0
042 F000400   0
042 G000400   0
042 H000400   0
043  000400     44
044  000400      0
071 A000400         0
071 B000400         0
071 C000400         0
071 D000400    0
072 A000400 12
072 B000400        0
072 C000400        0
072 D000400        0
072 E000400     1709
072 F000400        0
072 G000400      340
072 H000400        0
<PAGE>      PAGE  14
072 I000400       91
072 J000400        0
072 K000400        0
072 L000400       54
072 M000400        0
072 N000400       27
072 O000400        0
072 P000400        0
072 Q000400        0
072 R000400        5
072 S000400       16
072 T000400       44
072 U000400        4
072 V000400        0
072 W000400        0
072 X000400      581
072 Y000400       44
072 Z000400     1172
072AA000400     4358
072BB000400        0
072CC010400    26778
072CC020400        0
072DD010400      595
072DD020400      109
072EE000400     4455
073 A010400   0.0911
073 A020400   0.0652
073 B000400   0.5436
073 C000400   0.0000
074 A000400        0
074 B000400        0
074 C000400        0
074 D000400        0
074 E000400        0
074 F000400        0
074 G000400        0
074 H000400        0
074 I000400   134980
074 J000400        0
074 K000400        0
074 L000400        0
074 M000400       21
074 N000400   135001
074 O000400        0
074 P000400       27
074 Q000400        0
074 R010400        0
074 R020400        0
074 R030400        0
074 R040400       67
074 S000400        0
<PAGE>      PAGE  15
074 T000400   134907
074 U010400     6903
074 U020400     2015
074 V010400    15.13
074 V020400    15.13
074 W000400   0.0000
074 X000400    19825
074 Y000400        0
075 A000400        0
075 B000400   118586
076  000400     0.00
SIGNATURE   DONALD C. BURKE
TITLE       TREASURER



<TABLE> <S> <C>

<ARTICLE> 6
<CIK> 0001026144
<NAME> MERRILL LYNCH INDEX FUNDS, INC.
<SERIES>
   <NUMBER> 011
   <NAME> MERRILL LYNCH S&P 500 INDEX FUND

<S>                             <C>
<PERIOD-TYPE>                   12-MOS
<FISCAL-YEAR-END>                          DEC-31-1999
<PERIOD-START>                             JAN-01-1999
<PERIOD-END>                               DEC-31-1999
<INVESTMENTS-AT-COST>                       1216805199
<INVESTMENTS-AT-VALUE>                      1690335535
<RECEIVABLES>                                        0
<ASSETS-OTHER>                                   20934
<OTHER-ITEMS-ASSETS>                                 0
<TOTAL-ASSETS>                              1690356469
<PAYABLE-FOR-SECURITIES>                             0
<SENIOR-LONG-TERM-DEBT>                              0
<OTHER-ITEMS-LIABILITIES>                       847703
<TOTAL-LIABILITIES>                             847703
<SENIOR-EQUITY>                                      0
<PAID-IN-CAPITAL-COMMON>                    1247904341
<SHARES-COMMON-STOCK>                         47080489
<SHARES-COMMON-PRIOR>                         44631697
<ACCUMULATED-NII-CURRENT>                        20132
<OVERDISTRIBUTION-NII>                               0
<ACCUMULATED-NET-GAINS>                     (12659789)
<OVERDISTRIBUTION-GAINS>                    (19286254)
<ACCUM-APPREC-OR-DEPREC>                     473530336
<NET-ASSETS>                                 848590567
<DIVIDEND-INCOME>                                    0
<INTEREST-INCOME>                                    0
<OTHER-INCOME>                                19516038
<EXPENSES-NET>                               (6154903)
<NET-INVESTMENT-INCOME>                       13361135
<REALIZED-GAINS-CURRENT>                    (12925029)
<APPREC-INCREASE-CURRENT>                    282264783
<NET-CHANGE-FROM-OPS>                        282700889
<EQUALIZATION>                                       0
<DISTRIBUTIONS-OF-INCOME>                    (7708322)
<DISTRIBUTIONS-OF-GAINS>                     (9542324)
<DISTRIBUTIONS-OTHER>                                0
<NUMBER-OF-SHARES-SOLD>                       43531071
<NUMBER-OF-SHARES-REDEEMED>                 (42032381)
<SHARES-REINVESTED>                             950102
<NET-CHANGE-IN-ASSETS>                       571583753
<ACCUMULATED-NII-PRIOR>                         539232
<ACCUMULATED-GAINS-PRIOR>                       265240
<OVERDISTRIB-NII-PRIOR>                              0
<OVERDIST-NET-GAINS-PRIOR>                           0
<GROSS-ADVISORY-FEES>                                0
<INTEREST-EXPENSE>                                   0
<GROSS-EXPENSE>                                6194064
<AVERAGE-NET-ASSETS>                         787986792
<PER-SHARE-NAV-BEGIN>                            15.30
<PER-SHARE-NII>                                    .18
<PER-SHARE-GAIN-APPREC>                           2.92
<PER-SHARE-DIVIDEND>                             (.17)
<PER-SHARE-DISTRIBUTIONS>                        (.21)
<RETURNS-OF-CAPITAL>                                 0
<PER-SHARE-NAV-END>                              18.02
<EXPENSE-RATIO>                                    .38



</TABLE>

<TABLE> <S> <C>

<ARTICLE> 6
<CIK> 0001026144
<NAME> MERRILL LYNCH INDEX FUNDS, INC.
<SERIES>
   <NUMBER> 012
   <NAME> MERRILL LYNCH S&P 500 INDEX FUND

<S>                             <C>
<PERIOD-TYPE>                   12-MOS
<FISCAL-YEAR-END>                          DEC-31-1999
<PERIOD-START>                             JAN-01-1999
<PERIOD-END>                               DEC-31-1999
<INVESTMENTS-AT-COST>                       1216805199
<INVESTMENTS-AT-VALUE>                      1690335535
<RECEIVABLES>                                        0
<ASSETS-OTHER>                                   20934
<OTHER-ITEMS-ASSETS>                                 0
<TOTAL-ASSETS>                              1690356469
<PAYABLE-FOR-SECURITIES>                             0
<SENIOR-LONG-TERM-DEBT>                              0
<OTHER-ITEMS-LIABILITIES>                       847703
<TOTAL-LIABILITIES>                             847703
<SENIOR-EQUITY>                                      0
<PAID-IN-CAPITAL-COMMON>                    1247904341
<SHARES-COMMON-STOCK>                         46729895
<SHARES-COMMON-PRIOR>                         28488310
<ACCUMULATED-NII-CURRENT>                        20132
<OVERDISTRIBUTION-NII>                               0
<ACCUMULATED-NET-GAINS>                     (12659789)
<OVERDISTRIBUTION-GAINS>                    (19286254)
<ACCUM-APPREC-OR-DEPREC>                     473530336
<NET-ASSETS>                                 840918199
<DIVIDEND-INCOME>                                    0
<INTEREST-INCOME>                                    0
<OTHER-INCOME>                                19516038
<EXPENSES-NET>                               (6154903)
<NET-INVESTMENT-INCOME>                       13361135
<REALIZED-GAINS-CURRENT>                    (12925029)
<APPREC-INCREASE-CURRENT>                    282264783
<NET-CHANGE-FROM-OPS>                        282700889
<EQUALIZATION>                                       0
<DISTRIBUTIONS-OF-INCOME>                    (6171913)
<DISTRIBUTIONS-OF-GAINS>                     (9743930)
<DISTRIBUTIONS-OTHER>                                0
<NUMBER-OF-SHARES-SOLD>                       34981106
<NUMBER-OF-SHARES-REDEEMED>                 (17530176)
<SHARES-REINVESTED>                             790655
<NET-CHANGE-IN-ASSETS>                       571583753
<ACCUMULATED-NII-PRIOR>                         539232
<ACCUMULATED-GAINS-PRIOR>                       265240
<OVERDISTRIB-NII-PRIOR>                              0
<OVERDIST-NET-GAINS-PRIOR>                           0
<GROSS-ADVISORY-FEES>                                0
<INTEREST-EXPENSE>                                   0
<GROSS-EXPENSE>                                6194064
<AVERAGE-NET-ASSETS>                         679464048
<PER-SHARE-NAV-BEGIN>                            15.28
<PER-SHARE-NII>                                    .13
<PER-SHARE-GAIN-APPREC>                           2.94
<PER-SHARE-DIVIDEND>                             (.14)
<PER-SHARE-DISTRIBUTIONS>                        (.21)
<RETURNS-OF-CAPITAL>                                 0
<PER-SHARE-NAV-END>                              18.00
<EXPENSE-RATIO>                                    .63



</TABLE>

<TABLE> <S> <C>

<ARTICLE> 6
<CIK> 0001026144
<NAME> MERRILL LYNCH INDEX FUNDS, INC.
<SERIES>
   <NUMBER> 021
   <NAME> MERRILL LYNCH SMALL CAP INDEX FUND

<S>                             <C>
<PERIOD-TYPE>                   12-MOS
<FISCAL-YEAR-END>                          DEC-31-1999
<PERIOD-START>                             JAN-01-1999
<PERIOD-END>                               DEC-31-1999
<INVESTMENTS-AT-COST>                         68240494
<INVESTMENTS-AT-VALUE>                        76577488
<RECEIVABLES>                                        0
<ASSETS-OTHER>                                   37839
<OTHER-ITEMS-ASSETS>                                 0
<TOTAL-ASSETS>                                76615327
<PAYABLE-FOR-SECURITIES>                             0
<SENIOR-LONG-TERM-DEBT>                              0
<OTHER-ITEMS-LIABILITIES>                        64613
<TOTAL-LIABILITIES>                              64613
<SENIOR-EQUITY>                                      0
<PAID-IN-CAPITAL-COMMON>                      67080238
<SHARES-COMMON-STOCK>                          2625086
<SHARES-COMMON-PRIOR>                          1764068
<ACCUMULATED-NII-CURRENT>                        13446
<OVERDISTRIBUTION-NII>                               0
<ACCUMULATED-NET-GAINS>                        1120036
<OVERDISTRIBUTION-GAINS>                             0
<ACCUM-APPREC-OR-DEPREC>                       8336994
<NET-ASSETS>                                  30911266
<DIVIDEND-INCOME>                                    0
<INTEREST-INCOME>                                    0
<OTHER-INCOME>                                 1034988
<EXPENSES-NET>                                (276912)
<NET-INVESTMENT-INCOME>                         758076
<REALIZED-GAINS-CURRENT>                       3496913
<APPREC-INCREASE-CURRENT>                      7359682
<NET-CHANGE-FROM-OPS>                         11614671
<EQUALIZATION>                                       0
<DISTRIBUTIONS-OF-INCOME>                     (341771)
<DISTRIBUTIONS-OF-GAINS>                     (1085010)
<DISTRIBUTIONS-OTHER>                                0
<NUMBER-OF-SHARES-SOLD>                        2628319
<NUMBER-OF-SHARES-REDEEMED>                  (1885509)
<SHARES-REINVESTED>                             118208
<NET-CHANGE-IN-ASSETS>                        27487855
<ACCUMULATED-NII-PRIOR>                              0
<ACCUMULATED-GAINS-PRIOR>                       240378
<OVERDISTRIB-NII-PRIOR>                              0
<OVERDIST-NET-GAINS-PRIOR>                           0
<GROSS-ADVISORY-FEES>                                0
<INTEREST-EXPENSE>                                   0
<GROSS-EXPENSE>                                 324475
<AVERAGE-NET-ASSETS>                          24016623
<PER-SHARE-NAV-BEGIN>                            10.27
<PER-SHARE-NII>                                    .15
<PER-SHARE-GAIN-APPREC>                           1.94
<PER-SHARE-DIVIDEND>                             (.14)
<PER-SHARE-DISTRIBUTIONS>                        (.44)
<RETURNS-OF-CAPITAL>                                 0
<PER-SHARE-NAV-END>                              11.78
<EXPENSE-RATIO>                                    .61



</TABLE>

<TABLE> <S> <C>

<ARTICLE> 6
<CIK> 0001026144
<NAME> MERRILL LYNCH INDEX FUNDS, INC.
<SERIES>
   <NUMBER> 022
   <NAME> MERRILL LYNCH SMALL CAP INDEX FUND

<S>                             <C>
<PERIOD-TYPE>                   12-MOS
<FISCAL-YEAR-END>                          DEC-31-1999
<PERIOD-START>                             JAN-01-1999
<PERIOD-END>                               DEC-31-1999
<INVESTMENTS-AT-COST>                         68240494
<INVESTMENTS-AT-VALUE>                        76577488
<RECEIVABLES>                                        0
<ASSETS-OTHER>                                   37839
<OTHER-ITEMS-ASSETS>                                 0
<TOTAL-ASSETS>                                76615327
<PAYABLE-FOR-SECURITIES>                             0
<SENIOR-LONG-TERM-DEBT>                              0
<OTHER-ITEMS-LIABILITIES>                        64613
<TOTAL-LIABILITIES>                              64613
<SENIOR-EQUITY>                                      0
<PAID-IN-CAPITAL-COMMON>                      67080238
<SHARES-COMMON-STOCK>                          3878918
<SHARES-COMMON-PRIOR>                          3012784
<ACCUMULATED-NII-CURRENT>                        13446
<OVERDISTRIBUTION-NII>                               0
<ACCUMULATED-NET-GAINS>                        1120036
<OVERDISTRIBUTION-GAINS>                             0
<ACCUM-APPREC-OR-DEPREC>                       8336994
<NET-ASSETS>                                  45639448
<DIVIDEND-INCOME>                                    0
<INTEREST-INCOME>                                    0
<OTHER-INCOME>                                 1034988
<EXPENSES-NET>                                (276912)
<NET-INVESTMENT-INCOME>                         758076
<REALIZED-GAINS-CURRENT>                       3496913
<APPREC-INCREASE-CURRENT>                      7359682
<NET-CHANGE-FROM-OPS>                         11614671
<EQUALIZATION>                                       0
<DISTRIBUTIONS-OF-INCOME>                     (402859)
<DISTRIBUTIONS-OF-GAINS>                     (1532245)
<DISTRIBUTIONS-OTHER>                                0
<NUMBER-OF-SHARES-SOLD>                        2711657
<NUMBER-OF-SHARES-REDEEMED>                  (2005895)
<SHARES-REINVESTED>                             160372
<NET-CHANGE-IN-ASSETS>                        27487855
<ACCUMULATED-NII-PRIOR>                              0
<ACCUMULATED-GAINS-PRIOR>                       240378
<OVERDISTRIB-NII-PRIOR>                              0
<OVERDIST-NET-GAINS-PRIOR>                           0
<GROSS-ADVISORY-FEES>                                0
<INTEREST-EXPENSE>                                   0
<GROSS-EXPENSE>                                 324475
<AVERAGE-NET-ASSETS>                          32047151
<PER-SHARE-NAV-BEGIN>                            10.27
<PER-SHARE-NII>                                    .12
<PER-SHARE-GAIN-APPREC>                           1.94
<PER-SHARE-DIVIDEND>                             (.12)
<PER-SHARE-DISTRIBUTIONS>                        (.44)
<RETURNS-OF-CAPITAL>                                 0
<PER-SHARE-NAV-END>                              11.77
<EXPENSE-RATIO>                                    .86



</TABLE>

<TABLE> <S> <C>

<ARTICLE> 6
<CIK> 0001026144
<NAME> MERRILL LYNCH INDEX FUNDS, INC.
<SERIES>
   <NUMBER> 031
   <NAME> MERRILL LYNCH AGGREGATE BOND INDEX FUND

<S>                             <C>
<PERIOD-TYPE>                   12-MOS
<FISCAL-YEAR-END>                          DEC-31-1999
<PERIOD-START>                             JAN-01-1999
<PERIOD-END>                               DEC-31-1999
<INVESTMENTS-AT-COST>                        422506271
<INVESTMENTS-AT-VALUE>                       404613201
<RECEIVABLES>                                        0
<ASSETS-OTHER>                                   13892
<OTHER-ITEMS-ASSETS>                                 0
<TOTAL-ASSETS>                               404627093
<PAYABLE-FOR-SECURITIES>                             0
<SENIOR-LONG-TERM-DEBT>                              0
<OTHER-ITEMS-LIABILITIES>                       630069
<TOTAL-LIABILITIES>                             630069
<SENIOR-EQUITY>                                      0
<PAID-IN-CAPITAL-COMMON>                     422745838
<SHARES-COMMON-STOCK>                         32913257
<SHARES-COMMON-PRIOR>                         33165113
<ACCUMULATED-NII-CURRENT>                            0
<OVERDISTRIBUTION-NII>                               0
<ACCUMULATED-NET-GAINS>                       (773285)
<OVERDISTRIBUTION-GAINS>                       (82459)
<ACCUM-APPREC-OR-DEPREC>                    (17893070)
<NET-ASSETS>                                 324254277
<DIVIDEND-INCOME>                                    0
<INTEREST-INCOME>                                    0
<OTHER-INCOME>                                27821922
<EXPENSES-NET>                               (1319818)
<NET-INVESTMENT-INCOME>                       26502104
<REALIZED-GAINS-CURRENT>                      (821234)
<APPREC-INCREASE-CURRENT>                   (32395278)
<NET-CHANGE-FROM-OPS>                        (6714408)
<EQUALIZATION>                                       0
<DISTRIBUTIONS-OF-INCOME>                   (21683176)
<DISTRIBUTIONS-OF-GAINS>                       (66954)
<DISTRIBUTIONS-OTHER>                                0
<NUMBER-OF-SHARES-SOLD>                       13411892
<NUMBER-OF-SHARES-REDEEMED>                 (15554608)
<SHARES-REINVESTED>                            1890860
<NET-CHANGE-IN-ASSETS>                      (29392024)
<ACCUMULATED-NII-PRIOR>                              0
<ACCUMULATED-GAINS-PRIOR>                        47949
<OVERDISTRIB-NII-PRIOR>                              0
<OVERDIST-NET-GAINS-PRIOR>                           0
<GROSS-ADVISORY-FEES>                                0
<INTEREST-EXPENSE>                                   0
<GROSS-EXPENSE>                                1423789
<AVERAGE-NET-ASSETS>                         358757639
<PER-SHARE-NAV-BEGIN>                            10.61
<PER-SHARE-NII>                                    .62
<PER-SHARE-GAIN-APPREC>                          (.76)
<PER-SHARE-DIVIDEND>                             (.62)
<PER-SHARE-DISTRIBUTIONS>                            0
<RETURNS-OF-CAPITAL>                                 0
<PER-SHARE-NAV-END>                               9.85
<EXPENSE-RATIO>                                    .37



</TABLE>

<TABLE> <S> <C>

<ARTICLE> 6
<CIK> 0001026144
<NAME> MERRILL LYNCH INDEX FUNDS, INC.
<SERIES>
   <NUMBER> 032
   <NAME> MERRILL LYNCH AGGREGATE BOND INDEX FUND

<S>                             <C>
<PERIOD-TYPE>                   12-MOS
<FISCAL-YEAR-END>                          DEC-31-1999
<PERIOD-START>                             JAN-01-1999
<PERIOD-END>                               DEC-31-1999
<INVESTMENTS-AT-COST>                        422506271
<INVESTMENTS-AT-VALUE>                       404613201
<RECEIVABLES>                                        0
<ASSETS-OTHER>                                   13892
<OTHER-ITEMS-ASSETS>                                 0
<TOTAL-ASSETS>                               404627093
<PAYABLE-FOR-SECURITIES>                             0
<SENIOR-LONG-TERM-DEBT>                              0
<OTHER-ITEMS-LIABILITIES>                       630069
<TOTAL-LIABILITIES>                             630069
<SENIOR-EQUITY>                                      0
<PAID-IN-CAPITAL-COMMON>                     422745838
<SHARES-COMMON-STOCK>                          8091090
<SHARES-COMMON-PRIOR>                          7690405
<ACCUMULATED-NII-CURRENT>                            0
<OVERDISTRIBUTION-NII>                               0
<ACCUMULATED-NET-GAINS>                       (773285)
<OVERDISTRIBUTION-GAINS>                       (82459)
<ACCUM-APPREC-OR-DEPREC>                    (17893070)
<NET-ASSETS>                                  79742747
<DIVIDEND-INCOME>                                    0
<INTEREST-INCOME>                                    0
<OTHER-INCOME>                                27821922
<EXPENSES-NET>                               (1319818)
<NET-INVESTMENT-INCOME>                       26502104
<REALIZED-GAINS-CURRENT>                      (821234)
<APPREC-INCREASE-CURRENT>                   (32395278)
<NET-CHANGE-FROM-OPS>                        (6714408)
<EQUALIZATION>                                       0
<DISTRIBUTIONS-OF-INCOME>                    (4818928)
<DISTRIBUTIONS-OF-GAINS>                       (15505)
<DISTRIBUTIONS-OTHER>                                0
<NUMBER-OF-SHARES-SOLD>                        3428567
<NUMBER-OF-SHARES-REDEEMED>                  (3420624)
<SHARES-REINVESTED>                             392742
<NET-CHANGE-IN-ASSETS>                      (29392024)
<ACCUMULATED-NII-PRIOR>                              0
<ACCUMULATED-GAINS-PRIOR>                        47949
<OVERDISTRIB-NII-PRIOR>                              0
<OVERDIST-NET-GAINS-PRIOR>                           0
<GROSS-ADVISORY-FEES>                                0
<INTEREST-EXPENSE>                                   0
<GROSS-EXPENSE>                                1423789
<AVERAGE-NET-ASSETS>                          83144514
<PER-SHARE-NAV-BEGIN>                            10.61
<PER-SHARE-NII>                                    .58
<PER-SHARE-GAIN-APPREC>                          (.75)
<PER-SHARE-DIVIDEND>                             (.58)
<PER-SHARE-DISTRIBUTIONS>                            0
<RETURNS-OF-CAPITAL>                                 0
<PER-SHARE-NAV-END>                               9.86
<EXPENSE-RATIO>                                    .62



</TABLE>

<TABLE> <S> <C>

<ARTICLE> 6
<CIK> 0001026144
<NAME> MERRILL LYNCH INDEX FUNDS, INC.
<SERIES>
   <NUMBER> 041
   <NAME> MERRILL LYNCH INTERNATIONAL INDEX FUND

<S>                             <C>
<PERIOD-TYPE>                   12-MOS
<FISCAL-YEAR-END>                          DEC-31-1999
<PERIOD-START>                             JAN-01-1999
<PERIOD-END>                               DEC-31-1999
<INVESTMENTS-AT-COST>                         88275142
<INVESTMENTS-AT-VALUE>                       134980196
<RECEIVABLES>                                        0
<ASSETS-OTHER>                                   20859
<OTHER-ITEMS-ASSETS>                                 0
<TOTAL-ASSETS>                               135001055
<PAYABLE-FOR-SECURITIES>                             0
<SENIOR-LONG-TERM-DEBT>                              0
<OTHER-ITEMS-LIABILITIES>                        93596
<TOTAL-LIABILITIES>                              93596
<SENIOR-EQUITY>                                      0
<PAID-IN-CAPITAL-COMMON>                      87693889
<SHARES-COMMON-STOCK>                          6903391
<SHARES-COMMON-PRIOR>                          9858144
<ACCUMULATED-NII-CURRENT>                        40420
<OVERDISTRIBUTION-NII>                               0
<ACCUMULATED-NET-GAINS>                         468096
<OVERDISTRIBUTION-GAINS>                             0
<ACCUM-APPREC-OR-DEPREC>                      46705054
<NET-ASSETS>                                 104426822
<DIVIDEND-INCOME>                                    0
<INTEREST-INCOME>                                    0
<OTHER-INCOME>                                 1709108
<EXPENSES-NET>                                (536896)
<NET-INVESTMENT-INCOME>                        1172212
<REALIZED-GAINS-CURRENT>                       4357851
<APPREC-INCREASE-CURRENT>                     26777556
<NET-CHANGE-FROM-OPS>                         32307619
<EQUALIZATION>                                       0
<DISTRIBUTIONS-OF-INCOME>                     (595052)
<DISTRIBUTIONS-OF-GAINS>                     (3549106)
<DISTRIBUTIONS-OTHER>                                0
<NUMBER-OF-SHARES-SOLD>                        3366864
<NUMBER-OF-SHARES-REDEEMED>                  (6602765)
<SHARES-REINVESTED>                             281148
<NET-CHANGE-IN-ASSETS>                         1413340
<ACCUMULATED-NII-PRIOR>                              0
<ACCUMULATED-GAINS-PRIOR>                       564931
<OVERDISTRIB-NII-PRIOR>                       (428199)
<OVERDIST-NET-GAINS-PRIOR>                           0
<GROSS-ADVISORY-FEES>                                0
<INTEREST-EXPENSE>                                   0
<GROSS-EXPENSE>                                 580587
<AVERAGE-NET-ASSETS>                         101056020
<PER-SHARE-NAV-BEGIN>                            12.04
<PER-SHARE-NII>                                    .13
<PER-SHARE-GAIN-APPREC>                           3.59
<PER-SHARE-DIVIDEND>                             (.09)
<PER-SHARE-DISTRIBUTIONS>                        (.54)
<RETURNS-OF-CAPITAL>                                 0
<PER-SHARE-NAV-END>                              15.13
<EXPENSE-RATIO>                                    .69



</TABLE>

<TABLE> <S> <C>

<ARTICLE> 6
<CIK> 0001026144
<NAME> MERRILL LYNCH INDEX FUNDS, INC.
<SERIES>
   <NUMBER> 042
   <NAME> MERRILL LYNCH INTERNATIONAL INDEX FUND

<S>                             <C>
<PERIOD-TYPE>                   12-MOS
<FISCAL-YEAR-END>                          DEC-31-1999
<PERIOD-START>                             JAN-01-1999
<PERIOD-END>                               DEC-31-1999
<INVESTMENTS-AT-COST>                         88275142
<INVESTMENTS-AT-VALUE>                       134980196
<RECEIVABLES>                                        0
<ASSETS-OTHER>                                   20859
<OTHER-ITEMS-ASSETS>                                 0
<TOTAL-ASSETS>                               135001055
<PAYABLE-FOR-SECURITIES>                             0
<SENIOR-LONG-TERM-DEBT>                              0
<OTHER-ITEMS-LIABILITIES>                        93596
<TOTAL-LIABILITIES>                              93596
<SENIOR-EQUITY>                                      0
<PAID-IN-CAPITAL-COMMON>                      87693889
<SHARES-COMMON-STOCK>                          2015131
<SHARES-COMMON-PRIOR>                          1228751
<ACCUMULATED-NII-CURRENT>                        40420
<OVERDISTRIBUTION-NII>                               0
<ACCUMULATED-NET-GAINS>                         468096
<OVERDISTRIBUTION-GAINS>                             0
<ACCUM-APPREC-OR-DEPREC>                      46705054
<NET-ASSETS>                                  30480637
<DIVIDEND-INCOME>                                    0
<INTEREST-INCOME>                                    0
<OTHER-INCOME>                                 1709108
<EXPENSES-NET>                                (536896)
<NET-INVESTMENT-INCOME>                        1172212
<REALIZED-GAINS-CURRENT>                       4357851
<APPREC-INCREASE-CURRENT>                     26777556
<NET-CHANGE-FROM-OPS>                         32307619
<EQUALIZATION>                                       0
<DISTRIBUTIONS-OF-INCOME>                     (108541)
<DISTRIBUTIONS-OF-GAINS>                      (905580)
<DISTRIBUTIONS-OTHER>                                0
<NUMBER-OF-SHARES-SOLD>                        1909685
<NUMBER-OF-SHARES-REDEEMED>                  (1187165)
<SHARES-REINVESTED>                              63860
<NET-CHANGE-IN-ASSETS>                         1413340
<ACCUMULATED-NII-PRIOR>                              0
<ACCUMULATED-GAINS-PRIOR>                       564931
<OVERDISTRIB-NII-PRIOR>                       (428199)
<OVERDIST-NET-GAINS-PRIOR>                           0
<GROSS-ADVISORY-FEES>                                0
<INTEREST-EXPENSE>                                   0
<GROSS-EXPENSE>                                 580587
<AVERAGE-NET-ASSETS>                          17529938
<PER-SHARE-NAV-BEGIN>                            12.05
<PER-SHARE-NII>                                    .08
<PER-SHARE-GAIN-APPREC>                           3.61
<PER-SHARE-DIVIDEND>                             (.07)
<PER-SHARE-DISTRIBUTIONS>                        (.54)
<RETURNS-OF-CAPITAL>                                 0
<PER-SHARE-NAV-END>                              15.13
<EXPENSE-RATIO>                                    .95



</TABLE>


© 2022 IncJournal is not affiliated with or endorsed by the U.S. Securities and Exchange Commission