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The Index works in a similar way to the TOC (although unlike the TOC, the index contains no hyperlinks). Index styles 1 to 9 set the formatting, and the Index generator automatically applies them. The index generator copies the page numbers from the page number built-in counter Word maintains. Again, it is simple and stable. 

If you see bad numbers in the Index, it means the page numbering in the document is bad. Often, it is because the user has forgotten to suppress the display of hidden text before generating the Index. The hidden text throws various paragraphs onto the following page: when you print the book, the page numbers in the index don't match those printed. A trap for young players...