N-Q 1 formnq113.htm FORM N-Q formnq113.htm - Generated by SEC Publisher for SEC Filing

UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549

FORM N-Q

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT
INVESTMENT COMPANY

Investment Company Act file number 811-6325

Dreyfus Midcap Index Fund, 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)

Michael A. Rosenberg, 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: 1/31/2010



FORM N-Q

Item 1. Schedule of Investments.



STATEMENT OF INVESTMENTS
Dreyfus Midcap Index Fund, Inc.
January 31, 2010 (Unaudited)

Common Stocks--99.0% Shares Value ($)
Consumer Discretionary--14.1%    
99 Cents Only Stores 96,003 a,b 1,251,879
Aaron's 113,036 a 3,149,183
Advance Auto Parts 199,822 a 7,882,978
Aeropostale 141,039 b 4,638,773
American Eagle Outfitters 434,254 6,900,296
American Greetings, Cl. A 82,143 1,518,003
AnnTaylor Stores 120,748 a,b 1,516,595
Barnes & Noble 81,738 a 1,428,780
Bob Evans Farms 65,107 1,817,136
BorgWarner 243,201 a,b 8,533,923
Boyd Gaming 119,540 a,b 932,412
Brink's Home Security Holdings 94,393 b 3,870,113
Brinker International 215,079 3,510,089
Burger King Holdings 186,752 a 3,256,955
Career Education 146,572 a,b 3,187,941
Carmax 463,920 a,b 9,570,670
Cheesecake Factory 125,489 a,b 2,652,837
Chico's FAS 373,402 b 4,768,344
Chipotle Mexican Grill 66,018 a,b 6,368,096
Coldwater Creek 117,788 a,b 525,334
Collective Brands 135,252 b 2,661,759
Corinthian Colleges 183,350 a,b 2,566,900
Dick's Sporting Goods 186,915 b 4,181,289
Dollar Tree 186,490 b 9,234,985
DreamWorks Animation SKG, Cl. A 156,971 b 6,112,451
Foot Locker 326,392 3,684,966
Fossil 99,399 a,b 3,245,377
Gentex 290,027 5,559,818
Guess? 121,223 4,813,765
Hanesbrands 199,564 a,b 4,583,985
Harte-Hanks 79,599 a 840,565
International Speedway, Cl. A 63,244 1,626,003
ITT Educational Services 65,913 a,b 6,384,992
J Crew Group 117,012 a,b 4,588,041
John Wiley & Sons, Cl. A 89,465 a 3,735,164
KB Home 154,597 a 2,362,242
Lamar Advertising, Cl. A 115,808 a,b 3,312,109
Life Time Fitness 86,557 a,b 2,073,040
LKQ 295,125 b 5,533,594
Matthews International, Cl. A 62,701 2,122,429
MDC Holdings 77,952 a 2,619,187
Mohawk Industries 117,044 a,b 4,846,792
NetFlix 93,664 a,b 5,830,584
NVR 12,418 a,b 8,495,651
Panera Bread, Cl. A 65,549 a,b 4,681,510
PetSmart 260,901 a 6,718,201
Phillips-Van Heusen 108,498 4,262,886
Regis 119,409 1,902,185
Rent-A-Center 136,902 b 2,738,040
Ryland Group 91,473 a 2,036,189
Saks 332,388 a,b 2,140,579
Scholastic 52,510 a 1,570,049



Scientific Games, Cl. A 133,362 a,b 1,877,737
Service Corporation International 528,883 4,056,533
Sotheby's 137,889 a 3,204,540
Strayer Education 29,181 a 6,063,228
Thor Industries 75,069 2,383,441
Timberland, Cl. A 94,304 b 1,622,029
Toll Brothers 284,857 b 5,261,309
Tupperware Brands 132,927 a 5,644,080
Under Armour, Cl. A 77,869 a,b 1,977,873
Urban Outfitters 271,022 a,b 8,556,165
Warnaco Group 94,802 a,b 3,670,733
Wendy's/Arby's Group, Cl. A 776,678 a 3,580,486
Williams-Sonoma 221,096 a 4,196,402
WMS Industries 110,090 b 4,082,137
    260,522,357
Consumer Staples--4.1%    
Alberto-Culver 178,056 5,055,010
BJ's Wholesale Club 116,892 a,b 3,949,781
Church & Dwight 146,568 a 8,836,585
Corn Products International 157,028 4,462,736
Energizer Holdings 145,905 b 8,097,728
Flowers Foods 161,799 a 3,930,098
Green Mountain Coffee Roasters 70,148 a,b 5,949,953
Hansen Natural 152,531 a,b 5,864,817
Lancaster Colony 40,668 2,218,439
NBTY 129,395 b 5,761,959
PepsiAmericas 118,021 3,428,510
Ralcorp Holdings 118,024 b 7,293,883
Ruddick 84,452 a 2,394,214
Smithfield Foods 294,483 a,b 4,434,914
Tootsie Roll Industries 54,645 a 1,422,409
Universal 51,265 a 2,326,918
    75,427,954
Energy--6.9%    
Arch Coal 338,942 a 7,141,508
Atwood Oceanics 112,998 b 3,787,693
Bill Barrett 80,294 a,b 2,489,114
Cimarex Energy 173,886 a 8,556,930
Comstock Resources 97,883 a,b 3,816,458
Encore Acquisition 115,245 b 5,487,967
Exterran Holdings 131,744 a,b 2,671,768
Forest Oil 234,628 a,b 5,659,227
Frontier Oil 220,806 a 2,751,243
Helix Energy Solutions Group 191,408 a,b 2,030,839
Helmerich & Payne 219,880 a 9,197,580
Mariner Energy 211,559 b 3,057,028
Newfield Exploration 277,888 b 13,599,839
Oceaneering International 114,374 b 6,256,258
Overseas Shipholding Group 49,561 a 2,210,916
Patriot Coal 155,497 a,b 2,408,649
Patterson-UTI Energy 322,947 a 4,960,466
Plains Exploration & Production 291,331 b 9,715,889
Pride International 364,979 b 10,803,378
Quicksilver Resources 245,928 a,b 3,268,383
Southern Union 258,681 5,701,329
Superior Energy Services 164,704 b 3,783,251
Tidewater 107,810 5,047,664
Unit 85,736 a,b 3,904,417
    128,307,794



Financial--19.4%    
Affiliated Managers Group 87,947 a,b 5,326,950
Alexandria Real Estate Equities 92,373 a,c 5,517,439
AMB Property 304,940 a,c 7,318,560
American Financial Group 163,796 4,063,779
AmeriCredit 207,870 a,b 4,359,034
Apollo Investment 361,944 3,728,023
Arthur J. Gallagher & Co. 210,945 4,756,810
Associated Banc-Corp 331,625 a 4,218,270
Astoria Financial 173,365 2,288,418
BancorpSouth 152,751 a 3,494,943
Bank of Hawaii 100,702 4,579,927
BRE Properties 113,603 a,c 3,643,248
Brown & Brown 244,308 4,299,821
Camden Property Trust 133,711 a,c 5,183,975
Cathay General Bancorp 129,071 a 1,236,500
City National 90,329 a 4,461,349
Commerce Bancshares 151,527 5,997,439
Corporate Office Properties Trust 120,852 a,c 4,313,208
Cousins Properties 208,462 a,c 1,596,819
Cullen/Frost Bankers 125,075 a 6,418,849
Duke Realty 467,005 c 5,286,497
Eaton Vance 245,960 a 7,086,108
Equity One 69,030 a,c 1,156,253
Essex Property Trust 60,880 a,c 4,851,527
Everest Re Group 127,023 10,890,952
Federal Realty Investment Trust 127,967 a,c 8,238,515
Fidelity National Financial, Cl. A 481,757 6,214,665
First American 209,039 6,181,283
First Niagara Financial Group 393,513 5,402,933
FirstMerit 178,379 3,654,986
Fulton Financial 368,571 a 3,405,596
Hanover Insurance Group 106,114 4,501,356
HCC Insurance Holdings 234,141 a 6,345,221
Highwoods Properties 147,766 a,c 4,464,011
Horace Mann Educators 83,093 996,285
Hospitality Properties Trust 258,016 c 5,707,314
International Bancshares 108,432 a 2,259,723
Jefferies Group 256,316 a 6,546,311
Jones Lang LaSalle 86,948 a 4,956,905
Liberty Property Trust 235,502 a,c 7,159,261
Macerich 201,570 c 6,218,435
Mack-Cali Realty 163,333 c 5,327,922
Mercury General 75,068 a 2,869,099
MSCI, Cl. A 216,366 b 6,395,779
Nationwide Health Properties 233,863 a,c 7,708,124
New York Community Bancorp 869,618 13,070,359
NewAlliance Bancshares 225,138 a 2,620,606
Old Republic International 501,660 a 5,312,579
Omega Healthcare Investors 177,976 a,c 3,329,931
PacWest Bancorp 62,220 a 1,291,065
Potlatch 83,871 a,c 2,574,840
Protective Life 178,495 3,007,641
Raymond James Financial 207,377 a 5,248,712
Rayonier 166,192 c 6,970,092
Realty Income 217,457 a,c 6,073,574
Regency Centers 168,392 a,c 5,639,448
Reinsurance Group of America 151,745 7,393,016
SEI Investments 271,666 4,811,205



Senior Housing Properties Trust 257,452 c 5,367,874
SL Green Realty 161,503 a,c 7,346,771
StanCorp Financial Group 103,309 a 4,440,221
SVB Financial Group 85,376 a,b 3,704,465
Synovus Financial 1,004,294 a 2,771,851
TCF Financial 233,214 a 3,414,253
Trustmark 116,535 a 2,656,998
UDR 317,017 a,c 4,932,785
Unitrin 104,305 2,263,419
Valley National Bancorp 309,110 a 4,250,263
W.R. Berkley 281,032 a 6,837,509
Waddell & Reed Financial, Cl. A 179,105 5,611,360
Washington Federal 234,723 4,377,584
Webster Financial 134,711 a 2,083,979
Weingarten Realty Investors 217,801 a,c 4,066,345
Westamerica Bancorporation 61,507 a 3,418,559
Wilmington Trust 146,262 a 1,918,957
    357,434,683
Health Care--12.4%    
Affymetrix 147,340 a,b 777,955
Beckman Coulter 144,987 a 9,477,800
Bio-Rad Laboratories, Cl. A 40,372 b 3,761,863
Cerner 141,699 a,b 10,719,529
Charles River Laboratories    
International 137,446 a,b 4,994,788
Community Health Systems 193,304 a,b 6,305,576
Covance 133,379 a,b 7,750,654
Edwards Lifesciences 117,807 a,b 10,557,863
Endo Pharmaceuticals Holdings 244,339 b 4,913,657
Gen-Probe 105,329 b 4,521,774
Health Management Associates,    
Cl. A 519,447 a,b 3,449,128
Health Net 218,779 b 5,307,579
Henry Schein 189,241 a,b 10,228,476
Hill-Rom Holdings 131,054 3,062,732
Hologic 539,502 b 8,130,295
IDEXX Laboratories 122,272 a,b 6,418,057
Immucor 146,666 a,b 2,720,654
Kindred Healthcare 79,437 a,b 1,343,280
Kinetic Concepts 129,583 a,b 5,350,482
LifePoint Hospitals 114,535 a,b 3,433,759
Lincare Holdings 141,709 a,b 5,217,725
Masimo 107,397 a,b 2,981,341
Medicis Pharmaceutical, Cl. A 124,365 a 2,874,075
Mettler-Toledo International 70,277 b 6,849,899
Omnicare 249,561 6,239,025
OSI Pharmaceuticals 122,091 a,b 4,177,954
Owens & Minor 87,715 a 3,516,494
Perrigo 168,218 a 7,448,693
Pharmaceutical Product Development 248,125 5,796,200
Psychiatric Solutions 118,543 a,b 2,613,873
Resmed 157,480 a,b 8,053,527
STERIS 122,812 a 3,202,937
Techne 77,662 5,096,180
Teleflex 83,714 4,785,092
Thoratec 118,969 a,b 3,372,771
United Therapeutics 99,085 a,b 5,902,493
Universal Health Services, Cl. B 204,742 5,970,277
Valeant Pharmaceuticals    



International 143,695 a,b 4,809,472
Varian 60,444 a,b 3,116,493
VCA Antech 178,318 a,b 4,527,494
Vertex Pharmaceuticals 402,995 a,b 15,475,008
WellCare Health Plans 88,272 b 2,752,321
    228,005,245
Industrial--13.9%    
Aecom Technology 235,462 b 6,350,410
AGCO 192,766 a,b 5,958,397
AirTran Holdings 281,070 a,b 1,354,757
Alaska Air Group 74,273 a,b 2,327,716
Alexander & Baldwin 84,843 a 2,710,734
Alliant Techsystems 68,994 a,b 5,448,456
AMETEK 225,537 8,218,568
BE Aerospace 212,903 a,b 4,775,414
Brink's 100,032 a 2,338,748
Bucyrus International 156,668 a 8,206,270
Carlisle Cos. 129,061 4,326,125
Clean Harbors 47,705 a,b 2,731,588
Con-way 102,880 a 2,944,426
Copart 139,622 a,b 4,713,639
Corporate Executive Board 69,758 a 1,614,200
Corrections Corp. of America 240,202 b 4,494,179
Crane 99,273 3,029,812
Deluxe 104,866 1,951,556
Donaldson 160,920 6,153,581
Federal Signal 99,735 a 647,280
FTI Consulting 108,035 a,b 4,478,051
GATX 96,188 a 2,522,049
Graco 126,241 a 3,369,372
Granite Construction 70,143 a 2,166,016
Harsco 167,468 4,983,848
Herman Miller 114,147 a 1,927,943
HNI 95,270 a 2,383,655
Hubbell, Cl. B 123,522 5,318,857
IDEX 168,302 4,749,482
JB Hunt Transport Services 183,460 5,624,884
JetBlue Airways 444,866 a,b 2,197,638
Joy Global 213,323 9,757,394
Kansas City Southern 200,762 a,b 5,962,631
KBR 334,483 6,264,867
Kennametal 170,230 a 4,167,230
Kirby 112,652 a,b 3,654,431
Korn/Ferry International 94,880 a,b 1,404,224
Landstar System 108,108 a 3,923,239
Lennox International 100,952 a 3,858,385
Lincoln Electric Holdings 88,941 a 4,342,989
Manpower 163,427 8,463,884
Mine Safety Appliances 63,164 a 1,521,621
MSC Industrial Direct, Cl. A 91,602 3,956,290
Navigant Consulting 104,513 b 1,417,196
Nordson 69,910 a 3,952,711
Oshkosh 187,099 6,748,661
Pentair 204,997 a 6,260,608
Regal-Beloit 76,999 3,649,753
Rollins 90,280 1,776,710
Shaw Group 174,262 b 5,626,920
SPX 102,328 a 5,570,736
Terex 226,903 a,b 4,435,954



Thomas & Betts 109,904 b 3,710,359
Timken 166,781 3,737,562
Towers Watson & Co., Cl. A 89,810 3,918,410
Trinity Industries 165,792 a 2,592,987
United Rentals 124,447 a,b 996,820
URS 174,988 b 7,853,461
Valmont Industries 41,763 a 2,900,858
Wabtec 99,223 a 3,803,218
Waste Connections 167,032 b 5,373,419
Werner Enterprises 90,780 1,795,628
Woodward Governor 118,642 a 3,017,066
    256,433,873
Information Technology--14.6%    
3Com 815,953 b 6,078,850
ACI Worldwide 72,247 b 1,156,674
Acxiom 162,207 b 2,494,744
ADC Telecommunications 198,218 a,b 1,052,538
ADTRAN 115,716 a 2,453,179
Advent Software 32,294 a,b 1,219,099
Alliance Data Systems 111,085 a,b 6,605,114
ANSYS 184,435 b 7,720,449
AOL 224,210 b 5,374,314
Arrow Electronics 249,439 b 6,552,763
Atmel 949,565 a,b 4,405,982
Avnet 315,016 b 8,329,023
Broadridge Financial Solutions 290,669 6,313,331
Cadence Design Systems 555,118 a,b 3,225,236
Ciena 191,277 a,b 2,438,782
CommScope 194,502 a,b 5,292,399
Convergys 257,021 b 2,750,125
Cree 216,720 b 12,116,815
Diebold 139,525 3,707,179
Digital River 80,451 a,b 2,021,734
DST Systems 82,229 a,b 3,727,441
Equinix 81,522 a,b 7,844,862
F5 Networks 165,785 b 8,194,753
FactSet Research Systems 87,932 a 5,539,716
Fair Isaac 103,784 a 2,275,983
Fairchild Semiconductor    
International 254,484 b 2,285,266
Gartner 125,864 b 2,693,490
Global Payments 169,481 7,541,905
Hewitt Associates, Cl. A 174,043 b 6,871,218
Informatica 187,045 a,b 4,431,096
Ingram Micro, Cl. A 340,635 b 5,756,732
Integrated Device Technology 346,562 b 1,965,007
International Rectifier 149,494 b 2,696,872
Intersil, Cl. A 257,499 a 3,468,512
Itron 84,084 a,b 5,174,529
Jack Henry & Associates 176,487 a 3,875,655
Lam Research 266,128 a,b 8,784,885
Lender Processing Services 200,377 7,766,613
ManTech International, Cl. A 45,679 a,b 2,188,481
Mentor Graphics 203,540 b 1,632,391
Micros Systems 166,855 a,b 4,768,716
National Instruments 118,660 a 3,487,417
NCR 333,975 a,b 3,997,681
NeuStar, Cl. A 154,599 b 3,472,294
Palm 345,677 a,b 3,591,584



Parametric Technology 244,212 a,b 4,044,151
Plantronics 102,730 a 2,714,127
Polycom 176,581 a,b 3,960,712
Quest Software 129,033 b 2,221,948
RF Micro Devices 560,756 a,b 2,158,911
Rovi 215,467 b 6,220,532
Semtech 128,774 a,b 1,929,035
Silicon Laboratories 95,507 b 4,034,216
Solera Holdings 145,225 a 4,808,400
SRA International, Cl. A 88,762 b 1,528,482
Sybase 170,516 a,b 6,934,886
Synopsys 303,279 b 6,450,744
Tech Data 105,814 b 4,311,921
Trimble Navigation 251,740 b 5,762,329
ValueClick 183,507 b 1,697,440
Vishay Intertechnology 393,236 a,b 2,964,999
Zebra Technologies, Cl. A 123,292 b 3,217,921
    270,302,183
Materials--6.2%    
Albemarle 190,876 a 6,818,091
AptarGroup 141,155 5,008,179
Ashland 156,660 6,330,631
Cabot 136,608 3,521,754
Carpenter Technology 90,483 2,424,944
Commercial Metals 233,515 a 3,208,496
Cytec Industries 101,673 3,793,420
Greif, Cl. A 72,134 3,488,400
Louisiana-Pacific 253,877 a,b 1,805,065
Lubrizol 142,764 a 10,520,279
Martin Marietta Materials 92,861 a 7,352,734
Minerals Technologies 38,447 1,837,767
Olin 164,449 a 2,713,409
Packaging Corp. of America 215,879 4,757,973
Reliance Steel & Aluminum 134,293 5,471,097
RPM International 270,450 5,057,415
Scotts Miracle-Gro, Cl. A 94,259 a 3,742,082
Sensient Technologies 102,742 a 2,666,155
Silgan Holdings 56,002 2,903,704
Sonoco Products 208,276 5,781,742
Steel Dynamics 450,913 6,844,859
Temple-Inland 222,794 a 3,869,932
Terra Industries 208,053 6,574,475
Valspar 211,049 5,588,578
Worthington Industries 127,390 1,843,333
    113,924,514
Telecommunication Services--.8%    
Cincinnati Bell 443,029 a,b 1,289,214
Syniverse Holdings 145,129 a,b 2,439,618
Telephone & Data Systems 199,083 6,281,069
TW Telecom 311,547 b 4,800,939
    14,810,840
Utilities--6.6%    
AGL Resources 161,117 5,685,819
Alliant Energy 230,667 7,196,810
Aqua America 285,520 a 4,736,777
Atmos Energy 192,340 a 5,312,431
Black Hills 82,283 a 2,137,712
Cleco 127,313 a 3,299,953
DPL 250,431 a 6,721,568



Dynegy, Cl. A 1,054,121 a,b 1,707,676
Energen 149,528 6,571,756
Great Plains Energy 284,319 a 5,077,937
Hawaiian Electric Industries 192,789 a 3,813,366
IDACORP 99,396 a 3,116,065
MDU Resources Group 392,607 8,645,206
National Fuel Gas 168,486 a 7,905,363
NSTAR 222,703 a 7,647,621
NV Energy 489,170 5,635,238
OGE Energy 202,099 a 7,320,026
ONEOK 219,738 9,270,746
PNM Resources 181,242 a 2,107,844
UGI 226,031 5,540,020
Vectren 170,654 a 3,972,825
Westar Energy 228,804 4,880,389
WGL Holdings 105,626 a 3,351,513
    121,654,661
Total Common Stocks    
(cost $1,800,753,089)   1,826,824,104
  Principal  
Short-Term Investments--.1% Amount ($) Value ($)
U.S. Treasury Bills    
0.03%, 3/11/10    
(cost $1,939,947) 1,940,000 d 1,939,950
 
Other Investment--.9% Shares Value ($)
Registered Investment Company;    
Dreyfus Institutional Preferred    
Plus Money Market Fund    
(cost $16,023,000) 16,023,000 e 16,023,000
 
Investment of Cash Collateral for    
Securities Loaned--25.4%    
Registered Investment Company;    
Dreyfus Institutional Cash    
Advantage Plus Fund    
(cost $468,650,754) 468,650,754 e 468,650,754
 
Total Investments (cost $2,287,366,790) 125.4% 2,313,437,808
Liabilities, Less Cash and Receivables (25.4%) (468,087,605)
Net Assets 100.0% 1,845,350,203

a Security, or portion thereof, on loan. At January 31, 2010, the total market value of the fund's securities on loan is
  $448,510,815 and the total market value of the collateral held by the fund is $468,650,754.
b Non-income producing security.
c Investment in Real Estate Investment Trust.
d Held by a broker as collateral for open financial futures positions.
e Investment in affiliated money market mutual fund.

At January 31, 2010, the aggregate cost of investment securities for income tax purposes was $2,287,366,790.

Net unrealized appreciation on investments was $26,071,018 of which $312,483,979 related to appreciated investment securities and $286,412,961 related to depreciated investment securities.

STATEMENT OF FINANCIAL FUTURES



January 31, 2010 (Unaudited)        
 
 
    Market Value   Unrealized
    Covered by   (Depreciation)
  Contracts Contracts ($) Expiration at 1/31/2010 ($)
Financial Futures Long        
Standard & Poor's Midcap 400 E-mini 267 18,724,710 March 2010 (979,385)



Various inputs are used in determining the value of the fund's investments relating to fair value measurements.

These inputs are summarized in the three broad levels listed below.

Level 1 - unadjusted quoted prices in active markets for identical investments.
Level 2 - other significant observable inputs (including quoted prices for similar investments,
interest rates, prepayment speeds, credit risk, etc.)
Level 3 - significant unobservable inputs (including fund's own assumptions in determining the
fair value of investments).

The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.

The following is a summary of the inputs used as of January 31, 2010 in valuing the fund's investments:

      Level 3 -  
  Level 1 - Level 2 - Other Significant  
  Unadjusted Significant Observable Unobservable  
Assets ($) Quoted Prices Inputs Inputs Total
Investments in Securities:        
Equity Securities - Domestic+ 1,826,824,104 - - 1,826,824,104
U.S. Treasury - 1,939,950 - 1,939,950
Mutual Funds 484,673,754 - - 484,673,754
Other Financial Instruments++ - - - -
Liabilities ($)        
Other Financial Instruments++ (979,385) - - (979,385)

+ See Statement of Investments for industry classification.
++ Other financial instruments include derivative instruments, such as futures, forward foreign currency
exchange contracts, swap contracts and options contracts. Amounts shown represent unrealized appreciation (depreciation),
or in the case of options, market value at period end.



The Financial Accounting Standards Board (“FASB”) Accounting Standards Codification (“ASC”) has become the exclusive reference of authoritative U.S. generally accepted accounting principles (“GAAP”) recognized by the FASB to be applied by nongovernmental entities. Rules and interpretive releases of the Securities and Exchange Commission (“SEC”) under authority of federal laws are also sources of authoritative GAAP for SEC registrants. The ASC has superseded all existing non-SEC accounting and reporting standards. The fund’s financial statements are prepared in accordance with GAAP, which may require the use of management estimates and assumptions. Actual results could differ from those estimates.

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 for valuation purposes. Bid price is used when no asked price is available. Registered investment companies that are not traded on an exchange 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 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 American Depository Receipts and futures contracts. For other securities that are fair valued by the 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.

Pursuant to a securities lending agreement with The Bank of New York Mellon, a subsidiary of BNY Mellon and an affiliate of Dreyfus, the fund may lend securities to qualified institutions. It is the fund’s policy that, at origination, all loans are secured by collateral of at least 102% of the value of U.S. securities loaned and 105% of the value of foreign securities loaned. Collateral equivalent to at least 100% of the market value of securities on loan is maintained at all times. Collateral is either in the form of cash, which can be invested in certain money market mutual funds managed by the Manager, U.S. Government and Agency securities or letters of credit. 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.

The fund adopted the provisions of ASC Topic 815 “Derivatives and Hedging” which requires qualitative disclosures about objectives and strategies for using derivatives, quantitative disclosures about fair value amounts of gains and losses on derivative instruments and disclosures about credit-risk-related contingent features in derivative agreements. The disclosure requirements distinguish between derivatives, which are accounted for as “hedges” and those that do not qualify for hedge accounting. Because investment companies value their derivatives at fair value and recognize changes in fair value through the Statement of Operations, they do not qualify for such accounting. Accordingly, even though a fund’s investments in derivatives may represent economic hedges, they are considered to be non-hedge transactions for purposes of this disclosure.

Futures Contracts: In the normal course of pursuing its investment objective, the fund is exposed to market risk and including equity risk, as a result of changes in value of underlying financial instruments. The fund invests in financial futures contracts in order to manage its exposure to or protect against changes in the market. A futures contract represents a commitment for the future purchase or a sale of an asset at a specified date. Upon entering into such contracts, 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. Accordingly, variation margin payments are received or made to reflect daily unrealized gains or losses which are recorded in the Statement of Operations. Futures contracts are valued daily at the last sales price established by the Board of Trade or exchange upon which they are traded. When the contracts are closed, the fund recognizes a realized gain or loss. There is minimal counterparty credit risk to the fund with futures, since futures are exchange traded and the exchange’s clearinghouse, as counterparty to all exchange traded futures, guarantees the futures against default.

Additional investment related disclosures are hereby incorporated by reference to the annual and semi-annual reports previously filed with the Securities and Exchange Commission on Form N-CSR.



Item 2. 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-Q 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-Q 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 Registrant's most recently ended fiscal quarter that have materially affected, or are reasonably likely to materially affect, the Registrant's internal control over financial reporting.

Item 3. Exhibits.

(a) Certifications of principal executive and principal financial officers as required by Rule 30a-2(a) under the Investment Company Act of 1940.



FORM N-Q

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 Midcap Index Fund, Inc.

By: /s/ Bradley J. Skapyak
  Bradley J. Skapyak
  President
 
Date: March 23, 2010

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/ Bradley J. Skapyak
  Bradley J. Skapyak
  President
 
Date: March 23, 2010
 
 
By: /s/ James Windels
James Windels
  Treasurer
 
Date: March 23, 2010

EXHIBIT INDEX

(a) 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)