1. Dow Jones U.S. Style Indexes Returns Recalculation August 31, 2001

2. Summary 1.U.S. Style Indexes were launched June 1, 2000 with daily data beginning July 1, 1997. 2.The annual style indexes audit was initiated July 1, 2001 and was completed August 15, 2001. 3.Errors were found primarily in June 1999 data. 4.Corrections were made and Index returns were recalculated for the full period beginning July 1, 1997 through the present. 5.No investment product problems were created since the style index funds were not launched until July 5, 2000. 6.Quality control procedures were updated to prevent a reoccurrence of the problems.

3. U.S. Style Indexes daily returns are currently available beginning July 1, 1997. A project is now in progress that will calculate daily returns back to January 1, 1994. The goal is to complete the project by year-end.

4. Errors found in June 1999 data were nonrecurring. In that month two upgrades were made in our index products: There was a software change that occurred coincidentally with a change in stock symbol identifiers. As a result, 36 stock symbols were not properly linked from old to new, which caused incorrect adjustments to the index. This was a human error. Since that incident data integrity software has been put in place to prevent similar problems in the future.

5. Historic index returns revisions were required but style funds and style ETF’s were not launched until July 5, 2000 and September 29, 2000 respectively. The audit confirms that index construction data has been correct since January 1, 2000.

6. Attached is revised data for the style indexes, please update your records. Call if you have questions (George Daniels, 404-248-1838).