<PAGE> PAGE 1
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007 C010400 4
007 C020400 PRUDENTIAL BOND MARKET INDEX FUND
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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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<PAGE> PAGE 15
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<PAGE> PAGE 16
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<PAGE> PAGE 17
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<PAGE> PAGE 18
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<PAGE> PAGE 19
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<PAGE> PAGE 20
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<PAGE> PAGE 21
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<PAGE> PAGE 22
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008 A000301 THE PRUDENTIAL INVESTMENT CORPORATION
008 B000301 A
008 C000301 801-12484
008 D010301 NEWARK
008 D020301 NJ
008 D030301 07102
008 D040301 3777
024 000300 Y
025 A000301 GOLDMAN, SACHS & CO.
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025 B000302 13-3340045
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<PAGE> PAGE 23
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<PAGE> PAGE 24
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<PAGE> PAGE 25
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<PAGE> PAGE 26
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008 A000401 THE PRUDENTIAL INVESTMENT CORPORATION
008 B000401 A
008 C000401 801-12484
008 D010401 NEWARK
008 D020401 NJ
008 D030401 07102
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024 000400 Y
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<PAGE> PAGE 27
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025 B000404 13-5108880
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<PAGE> PAGE 28
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<PAGE> PAGE 29
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<PAGE> PAGE 30
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<PAGE> PAGE 31
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008 A000501 THE PRUDENTIAL INVESTMENT CORPORATION
008 B000501 A
008 C000501 801-12484
008 D010501 NEWARK
008 D020501 NJ
008 D030501 07102
008 D040501 3777
024 000500 N
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<PAGE> PAGE 32
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<PAGE> PAGE 33
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<PAGE> PAGE 34
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<PAGE> PAGE 35
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SIGNATURE GRACE TORRES
TITLE ASSISTANT TREASURER
For the annual period ended 9/30/99
File number 811-6677
SUB-ITEM 77 I
Terms of New or Amended Securities
On May 26, 1999, the Board of Directors approved three
additional classes of shares for Prudential Index Series
Fund - Prudential Stock Index Fund, namely, Class A, Class B
and Class C shares. Class A shares are offered with at net
asset value to investors of $1million or more, Class B
shares are offered with a high contingent deferred sales
charge (cdsc), Class C shares are offered with a low front
end sales charge and low cdsc.
Report of Independent Accountants
To the Shareholders and Board of Trustees of
Prudential Index Series Fund - Prudential Bond Market Index
Fund
In planning and performing our audit of the financial
statements of Prudential Europe Market Index Fund (the
"Fund", one of the five portfolios comprising Prudential
Index Series Fund) for the year ended September 30, 1999, we
considered its internal control, including control
activities 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, 1999.
This report is intended solely for the information and use
of management, the Board of Trustees of the Fund and the
Securities and Exchange Commission and is not intended to be
and should not be used by anyone other than these specified
parties.
PricewaterhouseCoopers LLP
New York, New York
November 17, 1999
To the Shareholders and Board of Trustees of
Prudential Index Series Fund
Report of Independent Accountants
To the Shareholders and Board of Trustees of
Prudential Index Series Fund - Prudential Small-Cap Index
Fund
In planning and performing our audit of the financial
statements of Prudential Small-Cap Index Fund (the "Fund",
one of the five portfolios comprising Prudential Index
Series Fund) for the year ended September 30, 1999, we
considered its internal control, including control
activities 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, 1999.
This report is intended solely for the information and use
of management, the Board of Trustees of the Fund and the
Securities and Exchange Commission and is not intended to be
and should not be used by anyone other than these specified
parties.
PricewaterhouseCoopers LLP
New York, New York
November 17, 1999
To the Shareholders and Board of Trustees of
Prudential Index Series Fund
Report of Independent Accountants
To the Shareholders and Board of Trustees of
Prudential Index Series Fund - Prudential Stock Index Fund
In planning and performing our audit of the financial
statements of Prudential Stock Index Fund (the "Fund", one
of the five portfolios comprising Prudential Index Series
Fund) for the year ended September 30, 1999, we considered
its internal control, including control activities 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, 1999.
This report is intended solely for the information and use
of management, the Board of Trustees of the Fund and the
Securities and Exchange Commission and is not intended to be
and should not be used by anyone other than these specified
parties.
PricewaterhouseCoopers LLP
New York, New York
November 17, 1999
To the Shareholders and Board of Trustees of
Prudential Index Series Fund
WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
<TABLE> <S> <C>
<ARTICLE> 6
<CIK> 0000887991
<NAME> PRUDENTIAL INDEX SERIES FUND
<SERIES>
<NUMBER> 001
<NAME> BOND MARKET INDEX FUND (CLASS A)
<S> <C>
<PERIOD-TYPE> YEAR
<FISCAL-YEAR-END> SEP-30-1999
<PERIOD-END> SEP-30-1999
<INVESTMENTS-AT-COST> 44,635,798
<INVESTMENTS-AT-VALUE> 43,807,646
<RECEIVABLES> 4,089,055
<ASSETS-OTHER> 6,647,036
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 0
<PAYABLE-FOR-SECURITIES> 3,496,659
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 6,084,917
<TOTAL-LIABILITIES> 0
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 44,311,945
<SHARES-COMMON-STOCK> 4,384,875
<SHARES-COMMON-PRIOR> 3,646,071
<ACCUMULATED-NII-CURRENT> 0
<OVERDISTRIBUTION-NII> 1,838,292
<ACCUMULATED-NET-GAINS> (359,924)
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (828,152)
<NET-ASSETS> (8,030,946)
<DIVIDEND-INCOME> 0
<INTEREST-INCOME> 2,526,772
<OTHER-INCOME> 0
<EXPENSES-NET> 169,560
<NET-INVESTMENT-INCOME> 2,357,212
<REALIZED-GAINS-CURRENT> (356,867)
<APPREC-INCREASE-CURRENT> (2,258,971)
<NET-CHANGE-FROM-OPS> (258,626)
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 0
<DISTRIBUTIONS-OF-GAINS> (204,867)
<DISTRIBUTIONS-OTHER> (1,981,623)
<NUMBER-OF-SHARES-SOLD> 12,886,652
<NUMBER-OF-SHARES-REDEEMED> (7,453,391)
<SHARES-REINVESTED> 2,184,408
<NET-CHANGE-IN-ASSETS> 5,172,553
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> 201,810
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 105,970
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 65,468
<AVERAGE-NET-ASSETS> 0
<PER-SHARE-NAV-BEGIN> 0.00
<PER-SHARE-NII> 0.00
<PER-SHARE-GAIN-APPREC> 0.00
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> 0.00
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 0.00
<EXPENSE-RATIO> 0.00
[AVG-DEBT-OUTSTANDING] 0
[AVG-DEBT-PER-SHARE] 0.00
</TABLE>
WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
<TABLE> <S> <C>
<ARTICLE> 6
<CIK> 0000887991
<NAME> PRUDENTIAL INDEX SERIES FUND
<SERIES>
<NUMBER> 001
<NAME> EUROPE INDEX FUND (CLASS A)
<S> <C>
<PERIOD-TYPE> YEAR
<FISCAL-YEAR-END> SEP-30-1999
<PERIOD-END> SEP-30-1999
<INVESTMENTS-AT-COST> 19,173,548
<INVESTMENTS-AT-VALUE> 22,392,750
<RECEIVABLES> 86,690
<ASSETS-OTHER> 337,563
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 0
<PAYABLE-FOR-SECURITIES> 0
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 141,812
<TOTAL-LIABILITIES> 0
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 19,221,238
<SHARES-COMMON-STOCK> 1,865,011
<SHARES-COMMON-PRIOR> 1,694,799
<ACCUMULATED-NII-CURRENT> 123,922
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 120,524
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 3,209,507
<NET-ASSETS> (3,559,810)
<DIVIDEND-INCOME> 468,230
<INTEREST-INCOME> 5,467
<OTHER-INCOME> 0
<EXPENSES-NET> 131,905
<NET-INVESTMENT-INCOME> 341,792
<REALIZED-GAINS-CURRENT> 120,533
<APPREC-INCREASE-CURRENT> 2,635,777
<NET-CHANGE-FROM-OPS> 3,098,102
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 0
<DISTRIBUTIONS-OF-GAINS> (52,600)
<DISTRIBUTIONS-OTHER> (403,257)
<NUMBER-OF-SHARES-SOLD> 4,333,863
<NUMBER-OF-SHARES-REDEEMED> (2,782,271)
<SHARES-REINVESTED> 455,044
<NET-CHANGE-IN-ASSETS> 4,648,881
<ACCUMULATED-NII-PRIOR> 175,125
<ACCUMULATED-GAINS-PRIOR> 43,155
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 87,936
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> (89,145)
<AVERAGE-NET-ASSETS> 0
<PER-SHARE-NAV-BEGIN> 0.00
<PER-SHARE-NII> 0.00
<PER-SHARE-GAIN-APPREC> 0.00
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> 0.00
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 0.00
<EXPENSE-RATIO> 0.00
[AVG-DEBT-OUTSTANDING] 0
[AVG-DEBT-PER-SHARE] 0.00
</TABLE>
WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
<TABLE> <S> <C>
<ARTICLE> 6
<CIK> 0000887991
<NAME> PRUDENTIAL INDEX SERIES FUND
<SERIES>
<NUMBER> 001
<NAME> PACIFIC INDEX FUND (CLASS A)
<S> <C>
<PERIOD-TYPE> YEAR
<FISCAL-YEAR-END> SEP-30-1999
<PERIOD-END> SEP-30-1999
<INVESTMENTS-AT-COST> 31,900,467
<INVESTMENTS-AT-VALUE> 35,080,418
<RECEIVABLES> 233,721
<ASSETS-OTHER> 3,037,618
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 0
<PAYABLE-FOR-SECURITIES> 576,824
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 1,191,413
<TOTAL-LIABILITIES> 0
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 33,662,928
<SHARES-COMMON-STOCK> 3,399,881
<SHARES-COMMON-PRIOR> 2,578,120
<ACCUMULATED-NII-CURRENT> 241,445
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> (610,662)
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 3,289,809
<NET-ASSETS> (5,978,001)
<DIVIDEND-INCOME> 290,733
<INTEREST-INCOME> 35,114
<OTHER-INCOME> 0
<EXPENSES-NET> 148,046
<NET-INVESTMENT-INCOME> 177,801
<REALIZED-GAINS-CURRENT> (149,866)
<APPREC-INCREASE-CURRENT> 12,190,461
<NET-CHANGE-FROM-OPS> 12,218,396
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (156,768)
<DISTRIBUTIONS-OF-GAINS> 0
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 13,554,042
<NUMBER-OF-SHARES-REDEEMED> (5,630,075)
<SHARES-REINVESTED> 156,768
<NET-CHANGE-IN-ASSETS> 20,142,363
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> 0
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 98,638
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> (89,346)
<AVERAGE-NET-ASSETS> 0
<PER-SHARE-NAV-BEGIN> 0.00
<PER-SHARE-NII> 0.00
<PER-SHARE-GAIN-APPREC> 0.00
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> 0.00
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 0.00
<EXPENSE-RATIO> 0.00
[AVG-DEBT-OUTSTANDING] 0
[AVG-DEBT-PER-SHARE] 0.00
</TABLE>
WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
<TABLE> <S> <C>
<ARTICLE> 6
<CIK> 0000887991
<NAME> PRUDENTIAL INDEX SERIES FUND
<SERIES>
<NUMBER> 001
<NAME> SMALL CAP-INDEX FUND (CLASS A)
<S> <C>
<PERIOD-TYPE> YEAR
<FISCAL-YEAR-END> SEP-30-1999
<PERIOD-END> SEP-30-1999
<INVESTMENTS-AT-COST> 30,756,937
<INVESTMENTS-AT-VALUE> 28,714,055
<RECEIVABLES> 68,117
<ASSETS-OTHER> 40,615
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 0
<PAYABLE-FOR-SECURITIES> 9,469
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 143,518
<TOTAL-LIABILITIES> 0
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 29,866,988
<SHARES-COMMON-STOCK> 3,096,464
<SHARES-COMMON-PRIOR> 2,502,249
<ACCUMULATED-NII-CURRENT> 118,826
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 793,742
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (2,109,757)
<NET-ASSETS> (5,598,713)
<DIVIDEND-INCOME> 212,516
<INTEREST-INCOME> 81,928
<OTHER-INCOME> 0
<EXPENSES-NET> 133,602
<NET-INVESTMENT-INCOME> 160,842
<REALIZED-GAINS-CURRENT> 931,812
<APPREC-INCREASE-CURRENT> 2,939,818
<NET-CHANGE-FROM-OPS> 4,032,472
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 0
<DISTRIBUTIONS-OF-GAINS> (527,416)
<DISTRIBUTIONS-OTHER> (138,794)
<NUMBER-OF-SHARES-SOLD> 10,442,356
<NUMBER-OF-SHARES-REDEEMED> (6,060,359)
<SHARES-REINVESTED> 665,853
<NET-CHANGE-IN-ASSETS> 8,414,112
<ACCUMULATED-NII-PRIOR> 118,826
<ACCUMULATED-GAINS-PRIOR> 793,742
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 80,167
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> (69,941)
<AVERAGE-NET-ASSETS> 0
<PER-SHARE-NAV-BEGIN> 0.00
<PER-SHARE-NII> 0.00
<PER-SHARE-GAIN-APPREC> 0.00
<PER-SHARE-DIVIDEND> 0.00
<PER-SHARE-DISTRIBUTIONS> 0.00
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 0.00
<EXPENSE-RATIO> 0.00
[AVG-DEBT-OUTSTANDING] 0
[AVG-DEBT-PER-SHARE] 0.00
</TABLE>
WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
<TABLE> <S> <C>
<ARTICLE> 6
<CIK> 0000887991
<NAME> PRUDENTIAL INDEX SERIES FUND
<SERIES>
<NUMBER> 004
<NAME> STOCK INDEX FUND (CLASS I)
<S> <C>
<PERIOD-TYPE> YEAR
<FISCAL-YEAR-END> SEP-30-1999
<PERIOD-END> SEP-30-1999
<INVESTMENTS-AT-COST> 1,498,533,061
<INVESTMENTS-AT-VALUE> 1,883,753,842
<RECEIVABLES> 9,624,363
<ASSETS-OTHER> 1,058,767
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 1,894,436,972
<PAYABLE-FOR-SECURITIES> 895,549
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 7,746,130
<TOTAL-LIABILITIES> 8,641,679
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 1,466,997,236
<SHARES-COMMON-STOCK> 65,074,705
<SHARES-COMMON-PRIOR> 44,143,076
<ACCUMULATED-NII-CURRENT> 16,232,296
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 20,561,230
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 382,004,531
<NET-ASSETS> 1,885,795,293
<DIVIDEND-INCOME> 20,948,752
<INTEREST-INCOME> 3,944,653
<OTHER-INCOME> 0
<EXPENSES-NET> 5,471,445
<NET-INVESTMENT-INCOME> 19,421,960
<REALIZED-GAINS-CURRENT> 24,134,380
<APPREC-INCREASE-CURRENT> 247,855,460
<NET-CHANGE-FROM-OPS> 291,411,800
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 0
<DISTRIBUTIONS-OF-GAINS> (8,023,152)
<DISTRIBUTIONS-OTHER> (12,614,911)
<NUMBER-OF-SHARES-SOLD> 1,320,487,868
<NUMBER-OF-SHARES-REDEEMED> (746,871,141)
<SHARES-REINVESTED> 20,622,768
<NET-CHANGE-IN-ASSETS> 865,013,232
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> 0
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 4,790,313
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 4,454,806
<AVERAGE-NET-ASSETS> 915,642,000
<PER-SHARE-NAV-BEGIN> 23.13
<PER-SHARE-NII> 0.36
<PER-SHARE-GAIN-APPREC> 5.96
<PER-SHARE-DIVIDEND> (0.29)
<PER-SHARE-DISTRIBUTIONS> (0.17)
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 28.99
<EXPENSE-RATIO> 0.30
[AVG-DEBT-OUTSTANDING] 0.00
[AVG-DEBT-PER-SHARE] 0.00
</TABLE>
WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
<TABLE> <S> <C>
<ARTICLE> 6
<CIK> 0000887991
<NAME> PRUDENTIAL INDEX SERIES FUND
<SERIES>
<NUMBER> 001
<NAME> STOCK INDEX FUND (CLASS Z)
<S> <C>
<PERIOD-TYPE> YEAR
<FISCAL-YEAR-END> SEP-30-1999
<PERIOD-END> SEP-30-1999
<INVESTMENTS-AT-COST> 1,498,533,061
<INVESTMENTS-AT-VALUE> 1,883,753,842
<RECEIVABLES> 9,624,363
<ASSETS-OTHER> 1,058,767
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 1,894,436,972
<PAYABLE-FOR-SECURITIES> 895,549
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 7,746,130
<TOTAL-LIABILITIES> 8,641,679
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 1,466,997,236
<SHARES-COMMON-STOCK> 65,074,705
<SHARES-COMMON-PRIOR> 44,143,076
<ACCUMULATED-NII-CURRENT> 16,232,296
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 20,561,230
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 382,004,531
<NET-ASSETS> 1,885,795,293
<DIVIDEND-INCOME> 20,948,752
<INTEREST-INCOME> 3,944,653
<OTHER-INCOME> 0
<EXPENSES-NET> 5,471,445
<NET-INVESTMENT-INCOME> 19,421,960
<REALIZED-GAINS-CURRENT> 24,134,380
<APPREC-INCREASE-CURRENT> 247,855,460
<NET-CHANGE-FROM-OPS> 291,411,800
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 0
<DISTRIBUTIONS-OF-GAINS> (8,023,152)
<DISTRIBUTIONS-OTHER> (12,614,911)
<NUMBER-OF-SHARES-SOLD> 1,320,487,868
<NUMBER-OF-SHARES-REDEEMED> (746,871,141)
<SHARES-REINVESTED> 20,622,768
<NET-CHANGE-IN-ASSETS> 865,013,232
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> 0
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 4,790,313
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 4,454,806
<AVERAGE-NET-ASSETS> 681,129,000
<PER-SHARE-NAV-BEGIN> 23.11
<PER-SHARE-NII> 0.220
<PER-SHARE-GAIN-APPREC> 6.07
<PER-SHARE-DIVIDEND> (0.260)
<PER-SHARE-DISTRIBUTIONS> (0.18)
<RETURNS-OF-CAPITAL> 0.00
<PER-SHARE-NAV-END> 28.96
<EXPENSE-RATIO> 0.40
[AVG-DEBT-OUTSTANDING] 0
[AVG-DEBT-PER-SHARE] 0.00
</TABLE>
