<PAGE> PAGE 1
000 A000000 09/30/98
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007 C010300 3
007 C020300 PRUDENTIAL PACIFIC INDEX FUND
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007 C010400 4
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<PAGE> PAGE 2
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<PAGE> PAGE 3
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<PAGE> PAGE 4
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<PAGE> PAGE 5
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<PAGE> PAGE 6
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<PAGE> PAGE 7
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<PAGE> PAGE 8
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<PAGE> PAGE 9
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<PAGE> PAGE 10
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<PAGE> PAGE 11
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<PAGE> PAGE 12
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<PAGE> PAGE 13
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<PAGE> PAGE 14
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SIGNATURE GRACE TORRES
TITLE ASSISTANT TREASURER
WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
<TABLE> <S> <C>
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[AVG-DEBT-OUTSTANDING] 0
[AVG-DEBT-PER-SHARE] 0.00
[ARTICLE] 6
[CIK] 0000887991
[NAME] PRUDENTIAL INDEX SERIES FUND
[SERIES]
[NUMBER] 004
[NAME] PACIFIC INDEX FUND (CLASS Z)
<S> <C>
[PERIOD-TYPE] YEAR
[FISCAL-YEAR-END] SEP-30-1998
[PERIOD-END] SEP-30-1998
[INVESTMENTS-AT-COST] 24,980,320
[INVESTMENTS-AT-VALUE] 16,099,096
[RECEIVABLES] 317,770
[ASSETS-OTHER] 176,110
[OTHER-ITEMS-ASSETS] 0
[TOTAL-ASSETS] 0
[PAYABLE-FOR-SECURITIES] 68,750
[SENIOR-LONG-TERM-DEBT] 0
[OTHER-ITEMS-LIABILITIES] 83,069
[TOTAL-LIABILITIES] 0
[SENIOR-EQUITY] 0
[PAID-IN-CAPITAL-COMMON] 25,582,193
[SHARES-COMMON-STOCK] 2,578,120
[SHARES-COMMON-PRIOR] 0
[ACCUMULATED-NII-CURRENT] 149,497
[OVERDISTRIBUTION-NII] 0
[ACCUMULATED-NET-GAINS] (389,881)
[OVERDISTRIBUTION-GAINS] 0
[ACCUM-APPREC-OR-DEPREC] (8,900,652)
[NET-ASSETS] (2,578,120)
[DIVIDEND-INCOME] 270,050
[INTEREST-INCOME] 3,787
[OTHER-INCOME] 0
[EXPENSES-NET] 118,703
[NET-INVESTMENT-INCOME] 155,134
[REALIZED-GAINS-CURRENT] (397,409)
[APPREC-INCREASE-CURRENT] (8,592,169)
[NET-CHANGE-FROM-OPS] (8,834,444)
[EQUALIZATION] 0
[DISTRIBUTIONS-OF-INCOME] (25,244)
[DISTRIBUTIONS-OF-GAINS] 0
[DISTRIBUTIONS-OTHER] 0
[NUMBER-OF-SHARES-SOLD] 942,289
[NUMBER-OF-SHARES-REDEEMED] (365,748)
[SHARES-REINVESTED] 25,244
[NET-CHANGE-IN-ASSETS] (8,257,903)
[ACCUMULATED-NII-PRIOR] 0
[ACCUMULATED-GAINS-PRIOR] 0
[OVERDISTRIB-NII-PRIOR] 0
[OVERDIST-NET-GAINS-PRIOR] 0
[GROSS-ADVISORY-FEES] 79,309
[INTEREST-EXPENSE] 0
[GROSS-EXPENSE] (162,823)
[AVERAGE-NET-ASSETS] 19,827,000
[PER-SHARE-NAV-BEGIN] 9.88
[PER-SHARE-NII] 0.06
[PER-SHARE-GAIN-APPREC] (3.56)
[PER-SHARE-DIVIDEND] 0.00
[PER-SHARE-DISTRIBUTIONS] (0.01)
[RETURNS-OF-CAPITAL] 0.00
[PER-SHARE-NAV-END] 6.37
[EXPENSE-RATIO] 0.60
[AVG-DEBT-OUTSTANDING] 0
[AVG-DEBT-PER-SHARE] 0.00
[ARTICLE] 6
[CIK] 0000887991
[NAME] PRUDENTIAL INDEX SERIES FUND
[SERIES]
[NUMBER] 004
[NAME] SMALL CAP-INDEX FUND (CLASS Z)
<S> <C>
[PERIOD-TYPE] YEAR
[FISCAL-YEAR-END] SEP-30-1998
[PERIOD-END] SEP-30-1998
[INVESTMENTS-AT-COST] 25,171,283
[INVESTMENTS-AT-VALUE] 20,124,858
[RECEIVABLES] 339,429
[ASSETS-OTHER] 505
[OTHER-ITEMS-ASSETS] 0
[TOTAL-ASSETS] 0
[PAYABLE-FOR-SECURITIES] 71,596
[SENIOR-LONG-TERM-DEBT] 0
[OTHER-ITEMS-LIABILITIES] 137,509
[TOTAL-LIABILITIES] 0
[SENIOR-EQUITY] 0
[PAID-IN-CAPITAL-COMMON] 24,819,138
[SHARES-COMMON-STOCK] 2,502,249
[SHARES-COMMON-PRIOR] 0
[ACCUMULATED-NII-CURRENT] 96,778
[OVERDISTRIBUTION-NII] 0
[ACCUMULATED-NET-GAINS] 389,346
[OVERDISTRIBUTION-GAINS] 0
[ACCUM-APPREC-OR-DEPREC] (5,049,575)
[NET-ASSETS] (2,502,249)
[DIVIDEND-INCOME] 174,189
[INTEREST-INCOME] 47,417
[OTHER-INCOME] 0
[EXPENSES-NET] 113,074
[NET-INVESTMENT-INCOME] 108,532
[REALIZED-GAINS-CURRENT] 389,346
[APPREC-INCREASE-CURRENT] (5,049,575)
[NET-CHANGE-FROM-OPS] (4,551,697)
[EQUALIZATION] 0
[DISTRIBUTIONS-OF-INCOME] 0
[DISTRIBUTIONS-OF-GAINS] 0
[DISTRIBUTIONS-OTHER] (31,374)
[NUMBER-OF-SHARES-SOLD] 28,670,830
[NUMBER-OF-SHARES-REDEEMED] (3,863,432)
[SHARES-REINVESTED] 31,360
[NET-CHANGE-IN-ASSETS] 20,255,687
[ACCUMULATED-NII-PRIOR] 0
[ACCUMULATED-GAINS-PRIOR] 0
[OVERDISTRIB-NII-PRIOR] 0
[OVERDIST-NET-GAINS-PRIOR] 0
[GROSS-ADVISORY-FEES] 67,841
[INTEREST-EXPENSE] 0
[GROSS-EXPENSE] (154,956)
[AVERAGE-NET-ASSETS] 22,676,000
[PER-SHARE-NAV-BEGIN] 10.00
[PER-SHARE-NII] 0.04
[PER-SHARE-GAIN-APPREC] (1.94)
[PER-SHARE-DIVIDEND] (0.01)
[PER-SHARE-DISTRIBUTIONS] 0.00
[RETURNS-OF-CAPITAL] 0.00
[PER-SHARE-NAV-END] 8.09
[EXPENSE-RATIO] 0.50
[AVG-DEBT-OUTSTANDING] 0
[AVG-DEBT-PER-SHARE] 0.00
<ARTICL6
[CIK]
<NAMEPRUDENTIAL INDEX SERIES FUND
[SERIES]
<NUMB004
<NAMSTOCK INDEX FUND (CLASS I)
<S> <C>
[PERIOD-TYPE] YEAR
[FISCAL-YEAR-END] SEP-30-1998
[PERIOD-END] SEP-30-1998
[INVESTMENTS-AT-COST] 886,812,273
[INVESTMENTS-AT-VALUE] 1,021,233,519
[RECEIVABLES] 6,609,836
[ASSETS-OTHER] 282,069
[OTHER-ITEMS-ASSETS] 0
[TOTAL-ASSETS] 1,028,125,424
[PAYABLE-FOR-SECURITIES] 2,542,836
[SENIOR-LONG-TERM-DEBT] 0
[OTHER-ITEMS-LIABILITIES] 4,800,527
[TOTAL-LIABILITIES] 7,343,363
[SENIOR-EQUITY] 0
[PAID-IN-CAPITAL-COMMON] 872,757,741
[SHARES-COMMON-STOCK] 44,143,076
[SHARES-COMMON-PRIOR] 22,775,309
[ACCUMULATED-NII-CURRENT] 9,665,888
[OVERDISTRIBUTION-NII] 0
[ACCUMULATED-NET-GAINS] 4,209,361
[OVERDISTRIBUTION-GAINS] 0
[ACCUM-APPREC-OR-DEPREC] 134,149,071
[NET-ASSETS] 1,020,782,061
[DIVIDEND-INCOME] 12,244,419
[INTEREST-INCOME] 1,760,383
[OTHER-INCOME] 0
[EXPENSES-NET] 2,769,575
[NET-INVESTMENT-INCOME] 11,235,227
[REALIZED-GAINS-CURRENT] 4,662,002
[APPREC-INCREASE-CURRENT] 17,807,145
[NET-CHANGE-FROM-OPS] 33,704,374
[EQUALIZATION] 0
[DISTRIBUTIONS-OF-INCOME] (5,903,209)
[DISTRIBUTIONS-OF-GAINS] (10,316,301)
[DISTRIBUTIONS-OTHER] 0
[NUMBER-OF-SHARES-SOLD] 1,025,544,442
[NUMBER-OF-SHARES-REDEEMED] (536,468,042)
[SHARES-REINVESTED] 16,213,432
[NET-CHANGE-IN-ASSETS] 522,774,696
[ACCUMULATED-NII-PRIOR] 4,093,229
[ACCUMULATED-GAINS-PRIOR] 10,104,301
[OVERDISTRIB-NII-PRIOR] 0
[OVERDIST-NET-GAINS-PRIOR] 0
[GROSS-ADVISORY-FEES] 2,457,979
[INTEREST-EXPENSE] 0
[GROSS-EXPENSE] 2,012,314
[AVERAGE-NET-ASSETS] 505,605,000
[PER-SHARE-NAV-BEGIN] 22
[PER-SHARE-NII] 0.310
[PER-SHARE-GAIN-APPREC] 2
[PER-SHARE-DIVIDEND] (0)
[PER-SHARE-DISTRIBUTIONS] (0.380)
[RETURNS-OF-CAPITAL] 0
[PER-SHARE-NAV-END] 23
[EXPENSE-RATIO] 0
[AVG-DEBT-OUTSTANDING] 0
[AVG-DEBT-PER-SHARE] 0
<ARTICL6
[CIK]
<NAMEPRUDENTIAL INDEX SERIES FUND
[SERIES]
<NUMB001
<NAMSTOCK INDEX FUND (CLASS Z)
<S> <C>
[PERIOD-TYPE] YEAR
[FISCAL-YEAR-END] SEP-30-1998
[PERIOD-END] SEP-30-1998
[INVESTMENTS-AT-COST] 886,812,273
[INVESTMENTS-AT-VALUE] 1,021,233,519
[RECEIVABLES] 6,609,836
[ASSETS-OTHER] 282,069
[OTHER-ITEMS-ASSETS] 0
[TOTAL-ASSETS] 1,028,125,424
[PAYABLE-FOR-SECURITIES] 2,542,836
[SENIOR-LONG-TERM-DEBT] 0
[OTHER-ITEMS-LIABILITIES] 4,800,527
[TOTAL-LIABILITIES] 7,343,363
[SENIOR-EQUITY] 0
[PAID-IN-CAPITAL-COMMON] 872,757,741
[SHARES-COMMON-STOCK] 44,143,076
[SHARES-COMMON-PRIOR] 22,775,309
[ACCUMULATED-NII-CURRENT] 9,665,888
[OVERDISTRIBUTION-NII] 0
[ACCUMULATED-NET-GAINS] 4,209,361
[OVERDISTRIBUTION-GAINS] 0
[ACCUM-APPREC-OR-DEPREC] 134,149,071
[NET-ASSETS] 1,020,782,061
[DIVIDEND-INCOME] 12,244,419
[INTEREST-INCOME] 1,760,383
[OTHER-INCOME] 0
[EXPENSES-NET] 2,769,575
[NET-INVESTMENT-INCOME] 11,235,227
[REALIZED-GAINS-CURRENT] 4,662,002
[APPREC-INCREASE-CURRENT] 17,807,145
[NET-CHANGE-FROM-OPS] 33,704,374
[EQUALIZATION] 0
[DISTRIBUTIONS-OF-INCOME] (5,903,209)
[DISTRIBUTIONS-OF-GAINS] (10,316,301)
[DISTRIBUTIONS-OTHER] 0
[NUMBER-OF-SHARES-SOLD] 1,025,544,442
[NUMBER-OF-SHARES-REDEEMED] (536,468,042)
[SHARES-REINVESTED] 16,213,432
[NET-CHANGE-IN-ASSETS] 522,774,696
[ACCUMULATED-NII-PRIOR] 4,093,229
[ACCUMULATED-GAINS-PRIOR] 10,104,301
[OVERDISTRIB-NII-PRIOR] 0
[OVERDIST-NET-GAINS-PRIOR] 0
[GROSS-ADVISORY-FEES] 2,457,979
[INTEREST-EXPENSE] 0
[GROSS-EXPENSE] 2,012,314
[AVERAGE-NET-ASSETS] 313,721,000
[PER-SHARE-NAV-BEGIN] 21.86
[PER-SHARE-NII] 0.150
[PER-SHARE-GAIN-APPREC] 1.69
[PER-SHARE-DIVIDEND] (0.210)
[PER-SHARE-DISTRIBUTIONS] (0.38)
[RETURNS-OF-CAPITAL] 0.00
[PER-SHARE-NAV-END] 23.11
[EXPENSE-RATIO] 0.40
[AVG-DEBT-OUTSTANDING] 0
[AVG-DEBT-PER-SHARE] 0.00
</TABLE>
Report of Independent Accountants
To the Shareholders and Board of Directors of
Prudential Index Series Fund
In planning and performing our audits of the financial
statements of Prudential Index Series Fund (the "Fund",
consisting of Prudential Pacific Index Fund, Prudential
Stock Index Fund, Prudential Small-Cap Index Fund,
Prudential Bond Market Index Fund and Prudential Europe
Index Fund) for the year ended September 30, 1998, we
considered its internal control, including controls for
safeguarding securities, in order to determine our auditing
procedures for the purpose of expressing our opinion on the
financial statements and to comply with the requirements of
Form N-SAR, not to provide assurance on internal control.
The management of the Fund is responsible for establishing
and maintaining internal control. In fulfilling this
responsibility, estimates and judgments by management are
required to assess the expected benefits and related costs
of controls. Generally, controls that are relevant to an
audit pertain to the entity's objective of preparing
financial statements for external purposes that are fairly
presented in conformity with generally accepted accounting
principles. Those controls include the safeguarding of
assets against unauthorized acquisition, use or disposition.
Because of inherent limitations in internal control, errors
or fraud may occur and not be detected. Also, projection of
any evaluation of internal control to future periods is
subject to the risk that it may become inadequate because of
changes in conditions or that the effectiveness of the
design and operation may deteriorate.
Our consideration of internal control would not necessarily
disclose all matters in internal control that might be
material weaknesses under standards established by the
American Institute of Certified Public Accountants. A
material weakness is a condition in which the design or
operation of one or more of the internal control components
does not reduce to a relatively low level the risk that
misstatements caused by error or fraud in amounts that would
be material in relation to the financial statements being
audited may occur and not be detected within a timely period
by employees in the normal course of performing their
assigned functions. However, we noted no matters involving
internal control and its operation, including controls for
safeguarding securities, that we consider to be material
weaknesses as defined above as of September 30, 1998.
This report is intended solely for the information and use
of management and the Board of Directors of the Fund and the
Securities and Exchange Commission.
PricewaterhouseCoopers LLP
New York, New York
November 20, 1998
To the Shareholders and Board of Directors of
Prudential Index Series Fund
For the annual period ended 9/30/98
File number 811-6677
SUB-ITEM 77 D
Policies with Respect to Securities Investments
On May 29, 1998, Prudential Bond Market Index
Fund's investment policy changed to allow the Fund to
invest up to 20% of its total assets in dollar rolls.
T:\martin\N-SAR\Index\11-98\77D
Index Series
Series 2
Stock Index Exhibit
#77J
Reclassification of Capital Accounts:
The fund accounts for and reports distributions to
shareholders in accordance with the American Institute of
Certified Public Accountants (AICPA), Statement of Position
93-2: Determination, Disclosure, and Financial Statement
Presentation of Income, Capital Gain, and Return of Capital
Distributions by Investment Companies. The effect of
applying this statement was to increase undistributed net
investment and decrease accumulated net realized gain on
investments and foreign currencies by $240,641. Net
realized gains and net assets were not affected by this
change.
Europe Index Fund
Reclassification of Capital Accounts:
The fund accounts for and reports distributions to
shareholders in accordance with the American Institute of
Certified Public Accountants (AICPA), Statement of Position
93-2: Determination, Disclosure, and Financial Statement
Presentation of Income, Capital Gain, and Return of Capital
Distributions by Investment Companies. The effect of
applying this statement was to increase undistributed net
investment income by $32,747, decrease accumulated realized
gains by $13,049 and decrease paid-in capital in excess of
par by $19,698 relating to net realized foreign currency
losses and nondeductible offering cost. Net investment
income, net realized gains and net assets were not affected
by this change.
Bond Market Index Fund
Reclassification of Capital Accounts:
The fund accounts for and reports distributions to
shareholders in accordance with the American Institute of
Certified Public Accountants (AICPA), Statement of Position
93-2: Determination, Disclosure, and Financial Statement
Presentation of Income, Capital Gain, and Return of Capital
Distributions by Investment Companies. The effect of
applying this statement was to increase undistributed net
investment income and decrease paid-in capital by $19,623.
Net realized gains and net assets were not affected by this
change.
Pacific Index Fund
Reclassification of Capital Accounts:
The fund accounts for and reports distributions to
shareholders in accordance with the American Institute of
Certified Public Accountants (AICPA), Statement of Position
93-2: Determination, Disclosure, and Financial Statement
Presentation of Income, Capital Gain, and Return of Capital
Distributions by Investment Companies. The effect of
applying this statement was to increase undistributed net
investment income by $12,264, decrease accumulated net
realized loss on investments by $7,528, and decrease paid-in
capital by $19,792 for certain expenses not being deductible
for tax purposes and for net realized foreign currency
losses. Net investment income, net realized gains and net
assets were not affected by theses changes.
Small Cap Index Fund
Reclassification of Capital Accounts:
The fund accounts for and reports distributions to
shareholders in accordance with the American Institute of
Certified Public Accountants (AICPA), Statement of Position
93-2: Determination, Disclosure, and Financial Statement
Presentation of Income, Capital Gain, and Return of Capital
Distributions by Investment Companies. The effect of
applying this statement was to increase undistributed net
investment income by $19,620 and decrease paid-in capital in
excess of par by $19,620. Net gains and net assets were not
affected by this change.
