US SEC Filing Announcement · The Vanguard Group, Inc. in the US has completed and filed Form NSAR-B (annual report) for Registered Investment Companies with the Securities and Exchange

US SEC Filing Announcement for the Vanguard® Exchange Traded Funds US SEC Filing Announcement for the Vanguard® Exchange Traded Funds

28 February 2012 Vanguard Investments Australia Ltd announces the following:

FUND ASX CODE

ANNOUNCEMENT

Vanguard® US Total Market Shares Index ETF VTS US SEC Filing of Form NSAR-B

The Vanguard Group, Inc. in the US has completed and filed Form NSAR-B (annual report) for Registered Investment Companies with the Securities and Exchange Commission (SEC) in the US as part of the regulatory requirements of the SEC. The completed form is attached and can be viewed online at the SEC website at:

• www.sec.gov/Archives/edgar/data/36405/000093247112003748/0000932471-12-003748-index.htm Further details of the SEC requirements for this filing are available at:

• sec.gov/about/forms/formn-sar.pdf Note: The SEC filing relates to the Vanguard ETF listed in the United States of America under code ‘VTI’, issued in Australia by Vanguard Investments Australia Ltd under the ASX code ‘VTS’. Further Information If you have any queries on Vanguard ETFs, please visit vanguard.com.au/etf © 2012 Vanguard Investments Australia Ltd (ABN 72 072 881 086 / AFS Licence 227263) (Vanguard) is the issuer of the Prospectus on behalf of the US listed ETFs described in the Prospectus. Vanguard has arranged for the interests in the US ETFs to be made available to Australian investors via CHESS Depositary Interests (CDIs) that are quoted on the AQUA market of the ASX. Vanguard is a wholly owned subsidiary of The Vanguard Group, Inc. based in the US. All rights reserved. ‘Vanguard’, ‘Vanguard Investments’ and the ship logo are the trademarks of The Vanguard Group, Inc. Vanguard Investments Australia Ltd, Level 34, Freshwater Place, 2 Southbank Boulevard, Southbank VIC 3006 vanguard.com.au 03-8888 3888

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http://sec.gov/Archives/edgar/data/36405/000093247112003748/0000932471-12-003748.txt[2/27/2012 3:06:27 PM]

<SEC-DOCUMENT>0000932471-12-003748.txt : 20120227<SEC-HEADER>0000932471-12-003748.hdr.sgml : 20120227<ACCEPTANCE-DATETIME>20120227150251ACCESSION NUMBER: 0000932471-12-003748CONFORMED SUBMISSION TYPE: NSAR-BPUBLIC DOCUMENT COUNT: 4CONFORMED PERIOD OF REPORT: 20111231FILED AS OF DATE: 20120227DATE AS OF CHANGE: 20120227EFFECTIVENESS DATE: 20120227

FILER:

COMPANY DATA: COMPANY CONFORMED NAME: VANGUARD INDEX FUNDS CENTRAL INDEX KEY: 0000036405 IRS NUMBER: 231999755 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231

FILING VALUES: FORM TYPE: NSAR-B SEC ACT: 1940 Act SEC FILE NUMBER: 811-02652 FILM NUMBER: 12641516

BUSINESS ADDRESS: STREET 1: PO BOX 2600 STREET 2: V26 CITY: VALLEY FORGE STATE: PA ZIP: 19482 BUSINESS PHONE: 6106691000

MAIL ADDRESS: STREET 1: PO BOX 2600 STREET 2: V26 CITY: VALLEY FORGE STATE: PA ZIP: 19482

FORMER COMPANY: FORMER CONFORMED NAME: VANGUARD INDEX FUNDS/ DATE OF NAME CHANGE: 20011121

FORMER COMPANY: FORMER CONFORMED NAME: VANGUARD INDEX TRUST DATE OF NAME CHANGE: 19920703

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<CLASS-CONTRACT-TICKER-SYMBOL>VIGIX</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007786<CLASS-CONTRACT-NAME>ETF Shares<CLASS-CONTRACT-TICKER-SYMBOL>VUG</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000035205<CLASS-CONTRACT-NAME>Signal Shares<CLASS-CONTRACT-TICKER-SYMBOL>VIGSX</CLASS-CONTRACT></SERIES><SERIES><OWNER-CIK>0000036405<SERIES-ID>S000002843<SERIES-NAME>Vanguard Large-Cap Index Fund<CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007787<CLASS-CONTRACT-NAME>Investor Shares<CLASS-CONTRACT-TICKER-SYMBOL>VLACX</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007788<CLASS-CONTRACT-NAME>Admiral Shares<CLASS-CONTRACT-TICKER-SYMBOL>VLCAX</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007789<CLASS-CONTRACT-NAME>Institutional Shares<CLASS-CONTRACT-TICKER-SYMBOL>VLISX</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007790<CLASS-CONTRACT-NAME>ETF Shares<CLASS-CONTRACT-TICKER-SYMBOL>VV</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000035206<CLASS-CONTRACT-NAME>Signal Shares<CLASS-CONTRACT-TICKER-SYMBOL>VLCSX</CLASS-CONTRACT></SERIES><SERIES><OWNER-CIK>0000036405<SERIES-ID>S000002844<SERIES-NAME>Vanguard Mid-Cap Index Fund<CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007791<CLASS-CONTRACT-NAME>Investor Shares<CLASS-CONTRACT-TICKER-SYMBOL>VIMSX</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007792<CLASS-CONTRACT-NAME>Admiral Shares<CLASS-CONTRACT-TICKER-SYMBOL>VIMAX</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007793<CLASS-CONTRACT-NAME>Institutional Shares<CLASS-CONTRACT-TICKER-SYMBOL>VMCIX</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007794<CLASS-CONTRACT-NAME>ETF Shares<CLASS-CONTRACT-TICKER-SYMBOL>VO</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000035207<CLASS-CONTRACT-NAME>Signal Shares<CLASS-CONTRACT-TICKER-SYMBOL>VMISX</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000096111<CLASS-CONTRACT-NAME>Institutional Plus Shares<CLASS-CONTRACT-TICKER-SYMBOL>VMCPX</CLASS-CONTRACT></SERIES><SERIES><OWNER-CIK>0000036405<SERIES-ID>S000002845

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028 B030300 0028 B040300 3148390028 C010300 2994932028 C020300 618487028 C030300 0028 C040300 2151264028 D010300 2322450028 D020300 0028 D030300 0028 D040300 4084073<PAGE> PAGE 9028 E010300 5583938028 E020300 0028 E030300 0028 E040300 1276551028 F010300 3182839028 F020300 759302028 F030300 0028 F040300 1934478028 G010300 21816028028 G020300 1377794028 G030300 0028 G040300 14659671028 H000300 0028 A010400 248373028 A020400 0028 A030400 0028 A040400 269642028 B010400 246856028 B020400 0028 B030400 0028 B040400 174007028 C010400 235583028 C020400 60617028 C030400 0028 C040400 164613028 D010400 128072028 D020400 0028 D030400 0028 D040400 239076028 E010400 553470028 E020400 -1028 E030400 0028 E040400 532570028 F010400 234160028 F020400 69409028 F030400 0028 F040400 238570028 G010400 1646514028 G020400 130025028 G030400 0028 G040400 1618478028 H000400 0028 A010500 333505028 A020500 0028 A030500 0028 A040500 381918028 B010500 419287028 B020500 0028 B030500 0028 B040500 326112028 C010500 435752<PAGE> PAGE 10028 C020500 36401028 C030500 0028 C040500 263542028 D010500 262577028 D020500 0028 D030500 0028 D040500 334759028 E010500 383083028 E020500 0028 E030500 0028 E040500 240115028 F010500 731294028 F020500 47924028 F030500 0028 F040500 489422028 G010500 2565498028 G020500 84325028 G030500 0

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028 G040500 2035868028 H000500 0028 A010600 937401028 A020600 0028 A030600 0028 A040600 985548028 B010600 1140574028 B020600 0028 B030600 0028 B040600 931533028 C010600 636820028 C020600 1028 C030600 0028 C040600 1060836028 D010600 407213028 D020600 0028 D030600 0028 D040600 482621028 E010600 1667228028 E020600 0028 E030600 0028 E040600 1697014028 F010600 469870028 F020600 236368028 F030600 0028 F040600 768610028 G010600 5259106028 G020600 236369028 G030600 0028 G040600 5926162028 H000600 0028 A010700 1055220028 A020700 0<PAGE> PAGE 11028 A030700 0028 A040700 1396963028 B010700 663303028 B020700 0028 B030700 0028 B040700 948020028 C010700 504128028 C020700 0028 C030700 0028 C040700 495942028 D010700 908278028 D020700 0028 D030700 0028 D040700 861967028 E010700 1190059028 E020700 0028 E030700 0028 E040700 1218851028 F010700 686556028 F020700 278117028 F030700 0028 F040700 854175028 G010700 5007544028 G020700 278117028 G030700 0028 G040700 5775918028 H000700 0028 A010800 71797028 A020800 0028 A030800 0028 A040800 133560028 B010800 98564028 B020800 0028 B030800 0028 B040800 151717028 C010800 93102028 C020800 0028 C030800 0028 C040800 140483028 D010800 159638028 D020800 0028 D030800 0028 D040800 201248028 E010800 1575462028 E020800 0028 E030800 0028 E040800 1631701

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028 F010800 838385028 F020800 86692028 F030800 0028 F040800 871755<PAGE> PAGE 12028 G010800 2836948028 G020800 86692028 G030800 0028 G040800 3130464028 H000800 0028 A010900 170958028 A020900 0028 A030900 0028 A040900 190838028 B010900 221129028 B020900 0028 B030900 0028 B040900 396833028 C010900 156148028 C020900 0028 C030900 0028 C040900 225299028 D010900 207412028 D020900 0028 D030900 0028 D040900 261952028 E010900 1611061028 E020900 0028 E030900 0028 E040900 1654667028 F010900 803855028 F020900 0028 F030900 25224028 F040900 862815028 G010900 3170563028 G020900 0028 G030900 25224028 G040900 3592404028 H000900 0028 A011000 34568028 A021000 0028 A031000 0028 A041000 75328028 B011000 140014028 B021000 0028 B031000 0028 B041000 63375028 C011000 56173028 C021000 8371028 C031000 0028 C041000 36717028 D011000 47462028 D021000 0028 D031000 0028 D041000 47566028 E011000 94299<PAGE> PAGE 13028 E021000 0028 E031000 0028 E041000 55684028 F011000 60890028 F021000 10470028 F031000 0028 F041000 84160028 G011000 433406028 G021000 18841028 G031000 0028 G041000 362830028 H001000 0028 A011100 87952028 A021100 0028 A031100 0028 A041100 45624028 B011100 96828028 B021100 0028 B031100 0028 B041100 148172028 C011100 63005028 C021100 0028 C031100 0028 C041100 56037

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028 D011100 65897028 D021100 0028 D031100 0028 D041100 114404028 E011100 347590028 E021100 0028 E031100 0028 E041100 343200028 F011100 227302028 F021100 3708028 F031100 0028 F041100 242717028 G011100 888574028 G021100 3708028 G031100 0028 G041100 950154028 H001100 0028 A011200 34305028 A021200 0028 A031200 0028 A041200 32814028 B011200 35754028 B021200 0028 B031200 0028 B041200 66273028 C011200 34208028 C021200 0<PAGE> PAGE 14028 C031200 0028 C041200 16215028 D011200 42014028 D021200 0028 D031200 0028 D041200 69146028 E011200 241004028 E021200 0028 E031200 0028 E041200 243379028 F011200 138941028 F021200 12908028 F031200 0028 F041200 116139028 G011200 526226028 G021200 12908028 G031200 0028 G041200 543966028 H001200 0029 00AA00 N030 A00AA00 0030 B00AA00 0.00030 C00AA00 0.00031 A00AA00 0031 B00AA00 0032 00AA00 0033 00AA00 0034 00AA00 N035 00AA00 0036 B00AA00 0037 000100 N037 000200 N037 000300 N037 000400 N037 000500 N037 000600 N037 000700 N037 000800 N037 000900 N037 001000 N037 001100 N037 001200 N038 000100 0038 000200 0038 000300 0038 000400 0038 000500 0038 000600 0038 000700 0038 000800 0038 000900 0<PAGE> PAGE 15038 001000 0

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038 001100 0038 001200 0039 000100 Y039 000200 Y039 000300 Y039 000400 Y039 000500 Y039 000600 Y039 000700 Y039 000800 Y039 000900 Y039 001000 Y039 001100 Y039 001200 Y040 000100 N040 000200 N040 000300 N040 000400 N040 000500 N040 000600 N040 000700 N040 000800 N040 000900 N040 001000 N040 001100 N040 001200 N042 A00AA00 0042 B00AA00 0042 C00AA00 0042 D00AA00 0042 E00AA00 0042 F00AA00 0042 G00AA00 0042 H00AA00 0043 00AA00 0044 00AA00 0045 00AA00 N048 00AA00 0.000048 A01AA00 0048 A02AA00 0.000048 B01AA00 0048 B02AA00 0.000048 C01AA00 0048 C02AA00 0.000048 D01AA00 0048 D02AA00 0.000048 E01AA00 0048 E02AA00 0.000048 F01AA00 0048 F02AA00 0.000<PAGE> PAGE 16048 G01AA00 0048 G02AA00 0.000048 H01AA00 0048 H02AA00 0.000048 I01AA00 0048 I02AA00 0.000048 J01AA00 0048 J02AA00 0.000048 K01AA00 0048 K02AA00 0.000055 A000100 N055 B000100 N055 A000200 N055 B000200 N055 A000300 N055 B000300 N055 A000400 N055 B000400 N055 A000500 N055 B000500 N055 A000600 N055 B000600 N055 A000700 N055 B000700 N055 A000800 N055 B000800 N055 A000900 N055 B000900 N055 A001000 N055 B001000 N

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055 A001100 N055 B001100 N055 A001200 N055 B001200 N056 000100 Y056 000200 Y056 000300 Y056 000400 Y056 000500 Y056 000600 Y056 000700 Y056 000800 Y056 000900 Y056 001000 Y056 001100 Y056 001200 Y057 000100 N057 000200 N057 000300 N057 000400 N057 000500 N<PAGE> PAGE 17057 000600 N057 000700 N057 000800 N057 000900 N057 001000 N057 001100 N057 001200 N058 A000100 N058 A000200 N058 A000300 N058 A000400 N058 A000500 N058 A000600 N058 A000700 N058 A000800 N058 A000900 N058 A001000 N058 A001100 N058 A001200 N059 000100 Y059 000200 Y059 000300 Y059 000400 Y059 000500 Y059 000600 Y059 000700 Y059 000800 Y059 000900 Y059 001000 Y059 001100 Y059 001200 Y060 A000100 Y060 B000100 Y060 A000200 Y060 B000200 Y060 A000300 Y060 B000300 Y060 A000400 Y060 B000400 Y060 A000500 Y060 B000500 Y060 A000600 Y060 B000600 Y060 A000700 Y060 B000700 Y060 A000800 Y060 B000800 Y060 A000900 Y060 B000900 Y060 A001000 Y060 B001000 Y<PAGE> PAGE 18060 A001100 Y060 B001100 Y060 A001200 Y060 B001200 Y061 000100 3000061 000200 3000061 000300 3000

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061 000400 3000061 000500 3000061 000600 3000061 000700 3000061 000800 3000061 000900 3000061 001000 3000061 001100 3000061 001200 3000062 A00AA00 N062 B00AA00 0.0062 C00AA00 0.0062 D00AA00 0.0062 E00AA00 0.0062 F00AA00 0.0062 G00AA00 0.0062 H00AA00 0.0062 I00AA00 0.0062 J00AA00 0.0062 K00AA00 0.0062 L00AA00 0.0062 M00AA00 0.0062 N00AA00 0.0062 O00AA00 0.0062 P00AA00 0.0062 Q00AA00 0.0062 R00AA00 0.0063 A00AA00 0063 B00AA00 0.0066 A000100 Y066 B000100 N066 C000100 N066 D000100 N066 E000100 Y066 F000100 N066 G000100 N066 A000200 Y066 B000200 N066 C000200 N066 D000200 Y066 E000200 N066 F000200 N066 G000200 N066 A000300 Y<PAGE> PAGE 19066 B000300 N066 C000300 N066 D000300 N066 E000300 Y066 F000300 N066 G000300 N066 A000400 Y066 B000400 N066 C000400 N066 D000400 N066 E000400 Y066 F000400 N066 G000400 N066 A000500 Y066 B000500 N066 C000500 N066 D000500 Y066 E000500 N066 F000500 N066 G000500 N066 A000600 Y066 B000600 N066 C000600 Y066 D000600 N066 E000600 N066 F000600 N066 G000600 N066 A000700 Y066 B000700 N066 C000700 N066 D000700 Y066 E000700 N066 F000700 N066 G000700 N066 A000800 Y066 B000800 N

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066 C000800 Y066 D000800 N066 E000800 N066 F000800 N066 G000800 N066 A000900 Y066 B000900 N066 C000900 Y066 D000900 N066 E000900 N066 F000900 N066 G000900 N066 A001000 Y066 B001000 N066 C001000 N<PAGE> PAGE 20066 D001000 N066 E001000 Y066 F001000 N066 G001000 N066 A001100 Y066 B001100 N066 C001100 N066 D001100 Y066 E001100 N066 F001100 N066 G001100 N066 A001200 Y066 B001200 N066 C001200 N066 D001200 Y066 E001200 N066 F001200 N066 G001200 N067 000100 N067 000200 N067 000300 N067 000400 N067 000500 N067 000600 N067 000700 N067 000800 N067 000900 N067 001000 N067 001100 N067 001200 N068 A000100 N068 B000100 N068 A000200 N068 B000200 N068 A000300 N068 B000300 N068 A000400 N068 B000400 N068 A000500 N068 B000500 N068 A000600 N068 B000600 N068 A000700 N068 B000700 N068 A000800 N068 B000800 N068 A000900 N068 B000900 N068 A001000 N068 B001000 N068 A001100 N<PAGE> PAGE 21068 B001100 N068 A001200 N068 B001200 N069 000100 Y069 000200 Y069 000300 Y069 000400 Y069 000500 Y069 000600 Y069 000700 Y069 000800 Y069 000900 Y069 001000 Y

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069 001100 Y069 001200 Y070 A010100 Y070 A020100 N070 B010100 Y070 B020100 N070 C010100 N070 C020100 N070 D010100 Y070 D020100 N070 E010100 N070 E020100 N070 F010100 Y070 F020100 Y070 G010100 Y070 G020100 N070 H010100 Y070 H020100 N070 I010100 Y070 I020100 N070 J010100 Y070 J020100 N070 K010100 Y070 K020100 Y070 L010100 Y070 L020100 N070 M010100 Y070 M020100 N070 N010100 Y070 N020100 Y070 O010100 Y070 O020100 N070 P010100 Y070 P020100 Y070 Q010100 Y070 Q020100 N070 R010100 Y070 R020100 N<PAGE> PAGE 22070 A010200 Y070 A020200 N070 B010200 Y070 B020200 N070 C010200 N070 C020200 N070 D010200 Y070 D020200 N070 E010200 N070 E020200 N070 F010200 Y070 F020200 Y070 G010200 Y070 G020200 N070 H010200 Y070 H020200 N070 I010200 Y070 I020200 N070 J010200 Y070 J020200 N070 K010200 Y070 K020200 Y070 L010200 Y070 L020200 N070 M010200 Y070 M020200 N070 N010200 Y070 N020200 Y070 O010200 Y070 O020200 N070 P010200 Y070 P020200 Y070 Q010200 Y070 Q020200 N070 R010200 Y070 R020200 N070 A010300 Y070 A020300 N070 B010300 Y070 B020300 N070 C010300 N070 C020300 N

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070 D010300 Y070 D020300 N070 E010300 N070 E020300 N070 F010300 Y070 F020300 Y070 G010300 Y070 G020300 N070 H010300 Y<PAGE> PAGE 23070 H020300 N070 I010300 Y070 I020300 N070 J010300 Y070 J020300 N070 K010300 Y070 K020300 Y070 L010300 Y070 L020300 N070 M010300 Y070 M020300 N070 N010300 Y070 N020300 Y070 O010300 Y070 O020300 N070 P010300 Y070 P020300 Y070 Q010300 Y070 Q020300 N070 R010300 Y070 R020300 N070 A010400 Y070 A020400 N070 B010400 Y070 B020400 N070 C010400 N070 C020400 N070 D010400 Y070 D020400 N070 E010400 N070 E020400 N070 F010400 Y070 F020400 Y070 G010400 Y070 G020400 N070 H010400 Y070 H020400 N070 I010400 Y070 I020400 N070 J010400 Y070 J020400 N070 K010400 Y070 K020400 Y070 L010400 Y070 L020400 N070 M010400 Y070 M020400 N070 N010400 Y070 N020400 Y070 O010400 Y070 O020400 N<PAGE> PAGE 24070 P010400 Y070 P020400 Y070 Q010400 Y070 Q020400 N070 R010400 Y070 R020400 N070 A010500 Y070 A020500 N070 B010500 Y070 B020500 N070 C010500 N070 C020500 N070 D010500 Y070 D020500 N070 E010500 N070 E020500 N070 F010500 Y070 F020500 N070 G010500 Y

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070 G020500 N070 H010500 Y070 H020500 N070 I010500 Y070 I020500 N070 J010500 Y070 J020500 N070 K010500 Y070 K020500 Y070 L010500 Y070 L020500 N070 M010500 Y070 M020500 N070 N010500 Y070 N020500 Y070 O010500 Y070 O020500 N070 P010500 Y070 P020500 Y070 Q010500 Y070 Q020500 N070 R010500 Y070 R020500 N070 A010600 Y070 A020600 N070 B010600 Y070 B020600 N070 C010600 N070 C020600 N070 D010600 Y070 D020600 N070 E010600 N<PAGE> PAGE 25070 E020600 N070 F010600 Y070 F020600 Y070 G010600 Y070 G020600 N070 H010600 Y070 H020600 N070 I010600 Y070 I020600 N070 J010600 Y070 J020600 N070 K010600 Y070 K020600 Y070 L010600 Y070 L020600 N070 M010600 Y070 M020600 N070 N010600 Y070 N020600 Y070 O010600 Y070 O020600 N070 P010600 Y070 P020600 Y070 Q010600 Y070 Q020600 N070 R010600 Y070 R020600 N070 A010700 Y070 A020700 N070 B010700 Y070 B020700 N070 C010700 N070 C020700 N070 D010700 Y070 D020700 N070 E010700 N070 E020700 N070 F010700 Y070 F020700 Y070 G010700 Y070 G020700 N070 H010700 Y070 H020700 N070 I010700 Y070 I020700 N070 J010700 Y070 J020700 N070 K010700 Y

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070 K020700 Y070 L010700 Y070 L020700 N<PAGE> PAGE 26070 M010700 Y070 M020700 N070 N010700 Y070 N020700 Y070 O010700 Y070 O020700 N070 P010700 Y070 P020700 Y070 Q010700 Y070 Q020700 N070 R010700 Y070 R020700 N070 A010800 Y070 A020800 N070 B010800 Y070 B020800 N070 C010800 N070 C020800 N070 D010800 Y070 D020800 N070 E010800 N070 E020800 N070 F010800 Y070 F020800 Y070 G010800 Y070 G020800 N070 H010800 Y070 H020800 N070 I010800 Y070 I020800 N070 J010800 Y070 J020800 N070 K010800 Y070 K020800 Y070 L010800 Y070 L020800 N070 M010800 Y070 M020800 N070 N010800 Y070 N020800 Y070 O010800 Y070 O020800 N070 P010800 Y070 P020800 Y070 Q010800 Y070 Q020800 N070 R010800 Y070 R020800 N070 A010900 Y070 A020900 N070 B010900 Y<PAGE> PAGE 27070 B020900 N070 C010900 N070 C020900 N070 D010900 Y070 D020900 N070 E010900 N070 E020900 N070 F010900 Y070 F020900 Y070 G010900 Y070 G020900 N070 H010900 Y070 H020900 N070 I010900 Y070 I020900 N070 J010900 Y070 J020900 N070 K010900 Y070 K020900 Y070 L010900 Y070 L020900 N070 M010900 Y070 M020900 N070 N010900 Y070 N020900 Y

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070 O010900 Y070 O020900 N070 P010900 Y070 P020900 Y070 Q010900 Y070 Q020900 N070 R010900 Y070 R020900 N070 A011000 Y070 A021000 N070 B011000 Y070 B021000 N070 C011000 N070 C021000 N070 D011000 Y070 D021000 N070 E011000 N070 E021000 N070 F011000 Y070 F021000 Y070 G011000 Y070 G021000 N070 H011000 Y070 H021000 N070 I011000 Y070 I021000 N<PAGE> PAGE 28070 J011000 Y070 J021000 N070 K011000 Y070 K021000 Y070 L011000 Y070 L021000 N070 M011000 Y070 M021000 N070 N011000 Y070 N021000 Y070 O011000 Y070 O021000 N070 P011000 Y070 P021000 Y070 Q011000 Y070 Q021000 N070 R011000 Y070 R021000 N070 A011100 Y070 A021100 N070 B011100 Y070 B021100 N070 C011100 N070 C021100 N070 D011100 Y070 D021100 N070 E011100 N070 E021100 N070 F011100 Y070 F021100 N070 G011100 Y070 G021100 N070 H011100 Y070 H021100 N070 I011100 Y070 I021100 N070 J011100 Y070 J021100 N070 K011100 Y070 K021100 Y070 L011100 Y070 L021100 N070 M011100 Y070 M021100 N070 N011100 Y070 N021100 Y070 O011100 Y070 O021100 N070 P011100 Y070 P021100 Y070 Q011100 Y<PAGE> PAGE 29070 Q021100 N070 R011100 Y

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070 R021100 N070 A011200 Y070 A021200 N070 B011200 Y070 B021200 N070 C011200 N070 C021200 N070 D011200 Y070 D021200 N070 E011200 N070 E021200 N070 F011200 Y070 F021200 N070 G011200 Y070 G021200 N070 H011200 Y070 H021200 N070 I011200 Y070 I021200 N070 J011200 Y070 J021200 N070 K011200 Y070 K021200 Y070 L011200 Y070 L021200 N070 M011200 Y070 M021200 N070 N011200 Y070 N021200 Y070 O011200 Y070 O021200 N070 P011200 Y070 P021200 Y070 Q011200 Y070 Q021200 N070 R011200 Y070 R021200 N071 A000100 6985287071 B000100 7629841071 C000100 104466727071 D000100 7071 A000200 5102348071 B000200 3675831071 C000200 18559189071 D000200 20071 A000300 30084464071 B000300 12045501071 C000300 160993729071 D000300 7<PAGE> PAGE 30071 A000400 4995794071 B000400 4069137071 C000400 14989428071 D000400 27071 A000500 6428932071 B000500 4895546071 C000500 20495908071 D000500 24071 A000600 8861550071 B000600 8996151071 C000600 24553672071 D000600 36071 A000700 9774554071 B000700 8948812071 C000700 27456935071 D000700 33071 A000800 3462803071 B000800 3726044071 C000800 6961709071 D000800 50071 A000900 5875845071 B000900 5403242071 C000900 8458903071 D000900 64071 A001000 1120706071 B001000 478829071 C001000 5029403071 D001000 10071 A001100 1749941071 B001100 1500703071 C001100 2286608

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071 D001100 66071 A001200 1082135071 B001200 962673071 C001200 1552990071 D001200 62072 A000100 12072 B000100 490072 C000100 2159769072 D000100 0072 E000100 9776072 F000100 7182072 G000100 34647072 H000100 0072 I000100 21060072 J000100 1258072 K000100 0072 L000100 964072 M000100 117072 N000100 0072 O000100 0<PAGE> PAGE 31072 P000100 0072 Q000100 0072 R000100 34072 S000100 0072 T000100 22348072 U000100 0072 V000100 0072 W000100 0072 X000100 87610072 Y000100 0072 Z000100 2082425072AA000100 1775051072BB000100 1849792072CC010100 90802072CC020100 0072DD010100 0072DD020100 0072EE000100 0072 A000200 12072 B000200 156072 C000200 196862072 D000200 0072 E000200 19295072 F000200 1294072 G000200 11762072 H000200 0072 I000200 2890072 J000200 616072 K000200 0072 L000200 359072 M000200 20072 N000200 0072 O000200 0072 P000200 0072 Q000200 0072 R000200 37072 S000200 0072 T000200 4572072 U000200 0072 V000200 0072 W000200 0072 X000200 21550072 Y000200 0072 Z000200 194763072AA000200 1789771072BB000200 243628072CC010200 0072CC020200 2510849072DD010200 0072DD020200 0072EE000200 0<PAGE> PAGE 32072 A000300 12072 B000300 1071072 C000300 3100693072 D000300 0072 E000300 40810072 F000300 10455072 G000300 25810072 H000300 0

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072 I000300 73496072 J000300 1541072 K000300 0072 L000300 601072 M000300 166072 N000300 0072 O000300 0072 P000300 0072 Q000300 0072 R000300 34072 S000300 0072 T000300 38332072 U000300 0072 V000300 0072 W000300 0072 X000300 150435072 Y000300 0072 Z000300 2992139072AA000300 2720374072BB000300 2235994072CC010300 0072CC020300 1776715072DD010300 0072DD020300 0072EE000300 0072 A000400 12072 B000400 8072 C000400 407850072 D000400 0072 E000400 1663072 F000400 1087072 G000400 4271072 H000400 0072 I000400 7302072 J000400 360072 K000400 0072 L000400 273072 M000400 15072 N000400 0072 O000400 0072 P000400 0072 Q000400 0072 R000400 30<PAGE> PAGE 33072 S000400 0072 T000400 3723072 U000400 0072 V000400 0072 W000400 0072 X000400 17061072 Y000400 0072 Z000400 392460072AA000400 1164334072BB000400 68281072CC010400 0072CC020400 1314951072DD010400 0072DD020400 0072EE000400 0072 A000500 12072 B000500 44072 C000500 271836072 D000500 0072 E000500 1647072 F000500 1418072 G000500 7025072 H000500 0072 I000500 10123072 J000500 391072 K000500 0072 L000500 397072 M000500 22072 N000500 0072 O000500 0072 P000500 0072 Q000500 0072 R000500 30072 S000500 0072 T000500 4889072 U000500 0072 V000500 0

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072 W000500 0072 X000500 24295072 Y000500 0072 Z000500 249232072AA000500 1340483072BB000500 673273072CC010500 0072CC020500 560599072DD010500 0072DD020500 0072EE000500 0072 A000600 12072 B000600 228072 C000600 312036<PAGE> PAGE 34072 D000600 0072 E000600 28075072 F000600 1716072 G000600 10683072 H000600 0072 I000600 9745072 J000600 596072 K000600 0072 L000600 375072 M000600 26072 N000600 0072 O000600 0072 P000600 0072 Q000600 0072 R000600 37072 S000600 0072 T000600 6306072 U000600 0072 V000600 0072 W000600 0072 X000600 29484072 Y000600 0072 Z000600 310855072AA000600 3873400072BB000600 286055072CC010600 0072CC020600 4521752072DD010600 0072DD020600 0072EE000600 0072 A000700 12072 B000700 59072 C000700 373464072 D000700 0072 E000700 4295072 F000700 1890072 G000700 11926072 H000700 0072 I000700 10182072 J000700 584072 K000700 0072 L000700 552072 M000700 28072 N000700 0072 O000700 0072 P000700 0072 Q000700 0072 R000700 34072 S000700 0072 T000700 6816072 U000700 0<PAGE> PAGE 35072 V000700 0072 W000700 0072 X000700 32012072 Y000700 0072 Z000700 345806072AA000700 3238279072BB000700 412312072CC010700 0072CC020700 3704480072DD010700 0072DD020700 0072EE000700 0072 A000800 12072 B000800 31

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072 C000800 144637072 D000800 0072 E000800 3525072 F000800 583072 G000800 9456072 H000800 0072 I000800 0072 J000800 296072 K000800 0072 L000800 135072 M000800 8072 N000800 0072 O000800 0072 P000800 0072 Q000800 0072 R000800 34072 S000800 0072 T000800 1865072 U000800 0072 V000800 0072 W000800 0072 X000800 12377072 Y000800 0072 Z000800 135816072AA000800 1229444072BB000800 129882072CC010800 0072CC020800 1465616072DD010800 0072DD020800 0072EE000800 0072 A000900 12072 B000900 60072 C000900 37771072 D000900 0072 E000900 13960072 F000900 637<PAGE> PAGE 36072 G000900 5103072 H000900 0072 I000900 5421072 J000900 649072 K000900 0072 L000900 203072 M000900 9072 N000900 0072 O000900 0072 P000900 0072 Q000900 0072 R000900 33072 S000900 0072 T000900 2289072 U000900 0072 V000900 0072 W000900 0072 X000900 14344072 Y000900 0072 Z000900 37447072AA000900 1775317072BB000900 277166072CC010900 0072CC020900 1671176072DD010900 0072DD020900 0072EE000900 0072 A001000 12072 B001000 15072 C001000 102065072 D001000 0072 E001000 410072 F001000 427072 G001000 1803072 H001000 0072 I001000 1724072 J001000 199072 K001000 0072 L001000 62072 M001000 5072 N001000 0072 O001000 0072 P001000 0

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072 Q001000 0072 R001000 31072 S001000 0072 T001000 1102072 U001000 0072 V001000 0072 W001000 0072 X001000 5353<PAGE> PAGE 37072 Y001000 0072 Z001000 97137072AA001000 100780072BB001000 78546072CC011000 0072CC021000 48084072DD011000 0072DD021000 0072EE001000 0072 A001100 12072 B001100 7072 C001100 13030072 D001100 0072 E001100 366072 F001100 247072 G001100 1272072 H001100 0072 I001100 1379072 J001100 80072 K001100 0072 L001100 93072 M001100 2072 N001100 0072 O001100 0072 P001100 0072 Q001100 0072 R001100 28072 S001100 0072 T001100 618072 U001100 0072 V001100 0072 W001100 0072 X001100 3719072 Y001100 0072 Z001100 9684072AA001100 349412072BB001100 77111072CC011100 0072CC021100 383998072DD011100 0072DD021100 0072EE001100 0072 A001200 12072 B001200 3072 C001200 33964072 D001200 0072 E001200 128072 F001200 211072 G001200 752072 H001200 0072 I001200 933<PAGE> PAGE 38072 J001200 61072 K001200 0072 L001200 71072 M001200 2072 N001200 0072 O001200 0072 P001200 0072 Q001200 0072 R001200 30072 S001200 0072 T001200 445072 U001200 0072 V001200 0072 W001200 0072 X001200 2505072 Y001200 0072 Z001200 31590072AA001200 222067072BB001200 21430072CC011200 0

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072CC021200 238822072DD011200 0072DD021200 0072EE001200 0073 A010100 0.0000073 A020100 0.0000073 B000100 0.0000073 C000100 0.0000073 A010200 0.0000073 A020200 0.0000073 B000200 0.0000073 C000200 0.0000073 A010300 0.0000073 A020300 0.0000073 B000300 0.0000073 C000300 0.0000073 A010400 0.0000073 A020400 0.0000073 B000400 0.0000073 C000400 0.0000073 A010500 0.0000073 A020500 0.0000073 B000500 0.0000073 C000500 0.0000073 A010600 0.0000073 A020600 0.0000073 B000600 0.0000073 C000600 0.0000073 A010700 0.0000073 A020700 0.0000073 B000700 0.0000<PAGE> PAGE 39073 C000700 0.0000073 A010800 0.0000073 A020800 0.0000073 B000800 0.0000073 C000800 0.0000073 A010900 0.0000073 A020900 0.0000073 B000900 0.0000073 C000900 0.0000073 A011000 0.0000073 A021000 0.0000073 B001000 0.0000073 C001000 0.0000073 A011100 0.0000073 A021100 0.0000073 B001100 0.0000073 C001100 0.0000073 A011200 0.0000073 A021200 0.0000073 B001200 0.0000073 C001200 0.0000074 A000100 0074 B000100 0074 C000100 0074 D000100 0074 E000100 0074 F000100 0074 G000100 0074 H000100 0074 I000100 0074 J000100 0074 K000100 0074 L000100 0074 M000100 0074 N000100 0074 O000100 0074 P000100 0074 Q000100 0074 R010100 0074 R020100 0074 R030100 0074 R040100 0074 S000100 0074 T000100 0074 U010100 0074 U020100 0074 V010100 0.00074 V020100 0.00074 W000100 0.0000

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074 X000100 2145552074 Y000100 13996<PAGE> PAGE 40074 A000200 0074 B000200 0074 C000200 3000074 D000200 0074 E000200 0074 F000200 17784698074 G000200 0074 H000200 0074 I000200 231302074 J000200 1309074 K000200 0074 L000200 384620074 M000200 0074 N000200 18404929074 O000200 251732074 P000200 28386074 Q000200 0074 R010200 0074 R020200 0074 R030200 0074 R040200 273440074 S000200 0074 T000200 17851371074 U010200 0074 U020200 0074 V010200 0.00074 V020200 0.00074 W000200 0.0000074 X000200 406493074 Y000200 3000074 A000300 0074 B000300 0074 C000300 0074 D000300 0074 E000300 0074 F000300 0074 G000300 0074 H000300 0074 I000300 0074 J000300 0074 K000300 0074 L000300 0074 M000300 0074 N000300 0074 O000300 0074 P000300 0074 Q000300 0074 R010300 0074 R020300 0074 R030300 0074 R040300 0<PAGE> PAGE 41074 S000300 0074 T000300 0074 U010300 0074 U020300 0074 V010300 0.00074 V020300 0.00074 W000300 0.0000074 X000300 1368718074 Y000300 54988074 A000400 0074 B000400 0074 C000400 0074 D000400 0074 E000400 0074 F000400 14892109074 G000400 0074 H000400 0074 I000400 14199074 J000400 40638074 K000400 0074 L000400 36652074 M000400 0074 N000400 14983598074 O000400 4124074 P000400 24534074 Q000400 0

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074 R010400 0074 R020400 0074 R030400 0074 R040400 60782074 S000400 0074 T000400 14894158074 U010400 0074 U020400 0074 V010400 0.00074 V020400 0.00074 W000400 0.0000074 X000400 368955074 Y000400 0074 A000500 2075074 B000500 0074 C000500 0074 D000500 0074 E000500 0074 F000500 20885035074 G000500 0074 H000500 0074 I000500 38863074 J000500 11360074 K000500 0074 L000500 73554<PAGE> PAGE 42074 M000500 0074 N000500 21010887074 O000500 30608074 P000500 39185074 Q000500 0074 R010500 0074 R020500 0074 R030500 0074 R040500 52248074 S000500 0074 T000500 20888846074 U010500 0074 U020500 0074 V010500 0.00074 V020500 0.00074 W000500 0.0000074 X000500 542708074 Y000500 0074 A000600 0074 B000600 0074 C000600 12097074 D000600 0074 E000600 0074 F000600 22882222074 G000600 0074 H000600 0074 I000600 437299074 J000600 120936074 K000600 0074 L000600 130892074 M000600 0074 N000600 23583446074 O000600 507074 P000600 38392074 Q000600 0074 R010600 0074 R020600 0074 R030600 0074 R040600 602833074 S000600 0074 T000600 22941714074 U010600 0074 U020600 0074 V010600 0.00074 V020600 0.00074 W000600 0.0000074 X000600 369736074 Y000600 11997074 A000700 865074 B000700 0074 C000700 1000<PAGE> PAGE 43074 D000700 0074 E000700 0074 F000700 25978597

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074 G000700 0074 H000700 0074 I000700 126403074 J000700 172369074 K000700 0074 L000700 103816074 M000700 0074 N000700 26383050074 O000700 23392074 P000700 39786074 Q000700 0074 R010700 0074 R020700 0074 R030700 0074 R040700 328519074 S000700 0074 T000700 25991353074 U010700 0074 U020700 0074 V010700 0.00074 V020700 0.00074 W000700 0.0000074 X000700 487524074 Y000700 1000074 A000800 384074 B000800 0074 C000800 2350074 D000800 0074 E000800 0074 F000800 6385258074 G000800 0074 H000800 0074 I000800 62296074 J000800 12751074 K000800 0074 L000800 19375074 M000800 0074 N000800 6482414074 O000800 2947074 P000800 16176074 Q000800 0074 R010800 0074 R020800 0074 R030800 0074 R040800 65715074 S000800 0074 T000800 6397576074 U010800 0<PAGE> PAGE 44074 U020800 0074 V010800 0.00074 V020800 0.00074 W000800 0.0000074 X000800 193156074 Y000800 2050074 A000900 368074 B000900 0074 C000900 2999074 D000900 0074 E000900 0074 F000900 7859774074 G000900 0074 H000900 0074 I000900 146773074 J000900 8661074 K000900 0074 L000900 14459074 M000900 0074 N000900 8033034074 O000900 343074 P000900 13297074 Q000900 0074 R010900 0074 R020900 0074 R030900 0074 R040900 145931074 S000900 0074 T000900 7873463074 U010900 0074 U020900 0074 V010900 0.00

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074 V020900 0.00074 W000900 0.0000074 X000900 190205074 Y000900 2999074 A001000 19074 B001000 0074 C001000 1100074 D001000 0074 E001000 0074 F001000 5127518074 G001000 0074 H001000 0074 I001000 10513074 J001000 2784074 K001000 0074 L001000 10550074 M001000 0074 N001000 5152484074 O001000 3331<PAGE> PAGE 45074 P001000 6798074 Q001000 0074 R011000 0074 R021000 0074 R031000 0074 R041000 8047074 S001000 0074 T001000 5134308074 U011000 0074 U021000 0074 V011000 0.00074 V021000 0.00074 W001000 0.0000074 X001000 107322074 Y001000 600074 A001100 18074 B001100 0074 C001100 0074 D001100 0074 E001100 0074 F001100 2123583074 G001100 0074 H001100 0074 I001100 4098074 J001100 1335074 K001100 0074 L001100 3932074 M001100 0074 N001100 2132966074 O001100 957074 P001100 2764074 Q001100 0074 R011100 0074 R021100 0074 R031100 0074 R041100 6207074 S001100 0074 T001100 2123038074 U011100 0074 U021100 0074 V011100 0.00074 V021100 0.00074 W001100 0.0000074 X001100 93974074 Y001100 0074 A001200 0074 B001200 0074 C001200 0074 D001200 0074 E001200 0074 F001200 1507055<PAGE> PAGE 46074 G001200 0074 H001200 0074 I001200 10786074 J001200 897074 K001200 0074 L001200 4867074 M001200 0074 N001200 1523605074 O001200 10047

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074 P001200 2076074 Q001200 0074 R011200 0074 R021200 0074 R031200 0074 R041200 3775074 S001200 0074 T001200 1507707074 U011200 0074 U021200 0074 V011200 0.00074 V021200 0.00074 W001200 0.0000074 X001200 60592074 Y001200 0075 A000100 0075 B000100 0075 A000200 0075 B000200 18627302075 A000300 0075 B000300 0075 A000400 0075 B000400 14897028075 A000500 0075 B000500 20498116075 A000600 0075 B000600 24652077075 A000700 0075 B000700 27449393075 A000800 0075 B000800 6969870075 A000900 0075 B000900 8472441075 A001000 0075 B001000 5035300075 A001100 0075 B001100 2286297075 A001200 0075 B001200 1552490076 000100 0.00076 000200 0.00076 000300 0.00<PAGE> PAGE 47076 000400 0.00076 000500 0.00076 000600 0.00076 000700 0.00076 000800 0.00076 000900 0.00076 001000 0.00076 001100 0.00076 001200 0.00077 A000000 Y077 B000000 Y077 C000000 N077 D000000 N077 E000000 N077 F000000 N077 G000000 N077 H000000 N077 I000000 N077 J000000 N077 K000000 N077 L000000 N077 M000000 N077 N000000 N077 O000000 N077 P000000 N077 Q010000 N077 Q020000 N077 Q030000 Y078 000000 N080 A00AA00 ICI Mutual Insurance Company080 B00AA00 N/A080 C00AA00 400000081 A00AA00 Y081 B00AA00 218082 A00AA00 N082 B00AA00 0083 A00AA00 N083 B00AA00 0

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084 A00AA00 N084 B00AA00 0085 A00AA00 Y085 B00AA00 N086 A010000 0086 A020000 0086 B010000 0086 B020000 0086 C010000 0086 C020000 0086 D010000 0086 D020000 0086 E010000 0<PAGE> PAGE 48086 E020000 0086 F010000 0086 F020000 0SIGNATURE WILLIAM GESSIGTITLE MANAGER

</TEXT></DOCUMENT><DOCUMENT><TYPE>EX-99<SEQUENCE>2<FILENAME>q773indextrust123111.txt<DESCRIPTION>SUPPLIMENT<TEXT>

EXHIBIT 77Q3 TO FORM N-SAR

Registrant Name: Vanguard Index FundsFile Number: 811-2652Registrant CIK Number: 0000036405

Items 72, 73 and 74

Because the electronic format for filing Form N-SAR does not provideadequate space for responding to Items 72 through 74 completely, the Registranthas set forth in their entirety the complete responses to the indicated Items orSub-Items below, in accordance with verbal instructions provided to theRegistrant by the staff of the Commission on September 20, 2002, and September23, 2002.

<PAGE>

<TABLE><CAPTION><S> <C>

Series 1 SEC Identifier S000002839 500 Index TrustClass 1 SEC Identifier C000007773Class 2 SEC Identifier C000007774Class 3 SEC Identifier C000035202Class 4 SEC Identifier C000092055

Items 74A-75B

74A-$074C-$13,99674F-$101,643,78374I-$249,03074J-$552,88574L-$247,68074N-$102,707,37474O-$5,43674P-$152,28874R4-$699,82674T-$101,849,82475B-$104,694,938

Item 72DD

1. Total Income dividends for which record date passed during the period $552,815

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2. Dividends for a second class of open-end company shares $1,061,9493. Dividends for a third class of open-end company shares $433,6114. Dividends for a fourth class of open-end company shares $32,365

Item 73

Distributions per share for which record date passed during the period:

A) 1. Dividends from net investment income $2.246 2. Dividends from a second class of open-end company shares $2.390 3. Dividends from a third class of open-end company shares $1.975 4. Dividends from a fourth class of open-end company shares $1.186

Item 74

U) 1. Number of shares outstanding 224,244 2. Number of shares outstanding for a second class of shares of open-end company shares 448,425 3. Number of shares outstanding for a third class of shares of open-end company shares 225,742 4. Number of shares outstanding for a fourth class of shares of open-end company shares 41,169

V) 1. Net asset value per share (to the nearest cent) 115.80 2. Net asset value per share of a second class open-end company shares (to the nearest cent) 115.80 3. Net asset value per share of a third class open-end company shares (to the nearest cent) 95.65 4. Net asset value per share of a fourth class open-end company shares (to the nearest cent) 57.46

Series 2 SEC Identifier S000002841 Extended Market IndexClass 1 SEc Identifier C000007779Class 2 SEC Identifier C000007780Class 3 SEC Identifier C000007781Class 4 SEC Identifier C000007782Class 5 SEC Identifier C000035204Class 6 SEC Identifier C000096110

Item 72DD

1. Total Income dividends for which record date passed during the period $27,4222. Dividends for a second class of open-end company shares $56,6493. Dividends for a third class of open-end company shares $65,8144. Dividends for a fourth class of open-end company shares $13,0715. Dividends for a fifth class of open-end company shares $20,4436. Dividends for a sixth class of open-end company shares $11,696

Item 73


A) 1. Dividends from net investment income $.382 2. Dividends from a second class of open-end company shares $.448 3. Dividends from a third class of open-end company shares $.457 4. Dividends for a fourth class of open-end company shares $.590 5. Dividends for a fifth class of open-end company shares $.382 6. Dividends for a sixth class of open-end company shares $1.154

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Item 74

U) 1. Number of shares outstanding 69,985 2. Number of shares outstanding for a second class of shares of open-end company shares 127,527 3. Number of shares outstanding for a third class of shares of open-end company shares 147,684 4. Number of shares outstanding for a fourth class of shares of open-end company shares 22,135 5. Number of shares outstanding for a fifth class of shares of open-end company shares 53,662 6. Number of shares outstanding for a sixth class of shares of open-end company shares 13,457

V) 1. Net asset value per share (to the nearest cent) 39.34 2. Net asset value per share of a second class open-end company shares (to the nearest cent) 39.35 3. Net asset value per share of a third class open-end company shares (to the nearest cent) 39.34 4. Net asset value per share of a fourth class open-end company shares (to the nearest cent) 51.87 5. Net asset value per share of a fifth class open-end company shares (to the nearest cent) 33.81 6. Net asset value per share of a sixth class open-end company shares (to the nearest cent) 97.10

Series 3 SEC Identifier S000002848 Total Stock Market IndexClass 1 SEC Identifier C000007805Class 2 SEC Identifier C000007806Class 3 SEc Identifier C000007807Class 4 SEC Identifier C000007808Class 5 SEC Identifier C000035211

Items 74A-75B

74A- $98574C- $56,98774E- $074F- $166,476,16574I- $1,093,35274J- $1,64974L- $538,97674N- $168,168,11474O- $21,94874P- $177,63974R4-$683,50674T- $167,285,02175B- $161,541,018

Item 72DD

1. Total Income dividends for which record date passed during the period $1,076,6172. Dividends for a second class of open-end company shares $930,0563. Dividends for a third class of open-end company shares $512,8544. Dividends for a fourth class of open-end company shares $361,0915. Dividends for a fifth class of open-end company shares $112,466

Item 73


A) 1. Dividends from net investment income $0.562 2. Dividends from a second class of open-end company shares $0.599 3. Dividends from a third class of open-end company shares $0.601 4. Dividends for a fourth class of open-end company shares $1.233 5. Dividends for a fifth class of open-end company shares $0.579

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Item 74

U) 1. Number of shares outstanding 2,002,803 2. Number of shares outstanding for a second class of shares of open-end company shares 1,581,491 3. Number of shares outstanding for a third class of shares of open-end company shares 941,422 4. Number of shares outstanding for a fourth class of shares of open-end company shares 303,631 5. Number of shares outstanding for a fifth class of shares of open-end company shares 203,029

V) 1. Net asset value per share (to the nearest cent) 31.29 2. Net asset value per share of a second class open-end company shares (to the nearest cent) 31.30 3. Net asset value per share of a third class open-end company shares (to the nearest cent) 31.30 4. Net asset value per share of a fourth class open-end company shares (to the nearest cent) 64.29 5. Net asset value per share of a fifth class open-end company shares (to the nearest cent) 30.21

Series 4 SEC Identifier S000002840 Value IndexClass 1 SEC Identifier C000007775Class 2 SEC Identifier C000007776Class 3 SEC Identifier C000007777Class 4 SEC Identifier C000007778Class 5 SEC Identifier C000035203

Item 72DD

1. Total Income dividends for which record date passed during the period $49,2702. Dividends for a second class of open-end company shares $82,1513. Dividends for a third class of open-end company shares $92,6654. Dividends for a fourth class of open-end company shares $130,7975. Dividends for a fifth class of open-end company shares $35,324

Item 73



Item 74

U) 1. Number of shares outstanding 88,607 2. Number of shares outstanding for a second class of shares of open-end company shares 152,177 3. Number of shares outstanding for a third class of shares of open-end company shares 168,444 4. Number of shares outstanding for a fourth class of shares of open-end company shares 96,201 5. Number of shares outstanding for a fifth class of shares of open-end company shares 68,851

V) 1. Net asset value per share (to the nearest cent) 20.47 2. Net asset value per share of a second class open-end company shares (to the nearest cent) 20.47 3. Net asset value per share of a third class open-end company shares (to the nearest cent) 20.47 4. Net asset value per share of a fourth class open-end company shares (to the nearest cent) 52.48 5. Net asset value per share of a fifth class open-end company shares (to the nearest

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cent) 21.30

Series 5 SEC Identifier S000002842 Growth IndexClass 1 SEC Identifier C000007783Class 2 SEc Identifier C000007784Class 3 SEc Identifier C000007785Class 4 SEC Identifier C000007786Class 5 SEC Identifier C000035205

Item 72DD


Item 73



Item 74



Series 6 SEC Identifier S000002845 Small Cap IndexClass 1 SEc Identifier C000007795Class 2 SEc Identifier C000007796Class 3 SEc Identifier C000007797Class 4 SEc Identifier C000007798Class 5 SEC Identifier C000035208Class 6 SEC Identifier C000096112

Item 72DD


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6. Dividends for a sixth class of open-end company shares $27,129

Item 73


A) 1. Dividends from net investment income $.397 2. Dividends from a second class of open-end company shares $.456 3. Dividends from a third class of open-end company shares $.462 4. Dividends for a fourth class of open-end company shares $.946 5. Dividends for a fifth class of open-end company shares $.413 6. Dividends for a sixth class of open-end company shares $1.360

Item 74



Series 7 SEC Identifier S000002844 Mid Cap IndexClass 1 SEC Identifier C000007791Class 2 SEC Identifier C000007792Class 3 SEC Identifier C000007793Class 4 SEc Identifier C000007794Class 5 SEC Identifier C000035207Class 6 SEC Identifier C000096111

Item 72DD

1. Total Income dividends for which record date passed during the period $49,0022. Dividends for a second class of open-end company shares $80,3643. Dividends for a third class of open-end company shares $76,7304. Dividends for a fourth class of open-end company shares $43,9595. Dividends for a fifth class of open-end company shares $48,0896. Dividends for a sixth class of open-end company shares $48,066

Item 7389


A) 1. Dividends from net investment income $.232 2. Dividends from a second class of open-end company shares

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$1.209 3. Dividends from a third class of open-end company shares $.272 4. Dividends for a fourth class of open-end company shares $.976 5. Dividends for a fifth class of open-end company shares $.381 6. Dividends for a sixth class of open-end company shares $1.358

Item 74



Series 8 SEC Identifier S000002847 Small Cap Value IndexClass 1 SEC Identifier C000007802Class 2 SEc Identifier C000007803Class 3 SEc Identifier C000007804Class 4 SEC Identifier C000105305

Item 72DD

1. Total Income dividends for which record date passed during the period $40,0332. Dividends for a second class of open-end company shares $16,0423. Dividends for a third class of open-end company shares $38,4854. Dividends for a fourth class of open-end company shares $39,305

Item 73


A) 1. Dividends from net investment income $.305 2. Dividends from a second class of open-end company shares $.335 3. Dividends from a third class of open-end company shares $1.380 4. Dividends from a fourth class of open-end company shares $.556

Item 74

U) 1. Number of shares outstanding 131,662 2. Number of shares outstanding for a second class of shares of open-end company shares 47,893 3. Number of shares outstanding for a third class of shares of open-end company shares 27,979 4. Number of shares outstanding for a fourth class of shares of open-end companyshares 72,000

V) 1. Net asset value per share (to the nearest cent) 15.04

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2. Net asset value per share of a second class open-end company shares (to the nearest cent) 15.07 3. Net asset value per share of a third class open-end company shares (to the nearest cent) 62.73 4. Net asset value per share of a fourth class open-end company shares (to thenearest cent) 26.96

Series 9 SEC Identifier S000002846 Small Cap Growth IndexClass 1 SEC Identifier C000007799Class 2 SEc Identifier C000007800Class 3 SEC Identifier C000007801Class 4 SEC Identifier C000105304

Item 72DD

1. Total Income dividends for which record date passed during the period $10,5182. Dividends for a second class of open-end company shares $9,2783. Dividends for a third class of open-end company shares $10,1924. Dividends for a fourth class of ope-end company shares $7,469

Item 73


A) 1. Dividends from net investment income $.085 2. Dividends from a second class of open-end company shares $.123 3. Dividends from a third class of open-end company shares $.419 4. Dividends from a fourth class of open-end company shares $.113

Item 74

U) 1. Number of shares outstanding 121,595 2. Number of shares outstanding for a second class of shares of open-end company shares 75,345 3. Number of shares outstanding for a third class of shares of open-end company shares 24,293 4. Number of shares outstanding for a fourth class of shares of open-end companyshares 66,242

V) 1. Net asset value per share (to the nearest cent) 21.49 2. Net asset value per share of a second class open-end company shares (to the nearest cent) 21.53 3. Net asset value per share of a third class open-end company shares (to the nearest cent) 76.45 4. Net asset value per share of a fourth class open-end company shares (to thenearest cent) 26.88

Series 10 SEC Identifier S000002843 Large-Cap IndexClass 1 SEC Identifier C000007787Class 2 SEC Identifier C000007788Class 3 SEC Identifier C000007789Class 4 SEC Identifier C000007790Class 5 SEC Identifier C000035206

Item 72DD

1. Total Income dividends for which record date passed during the period $5,4222. Dividends for a second class of open-end company shares $15,0443. Dividends for a third class of open-end company shares $8,4164. Dividends for a fourth class of open-end company shares $58,1515. Dividends for a fifth class of open-end company shares $9,503Item 73


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A) 1. Dividends from net investment income $0.416 2. Dividends from a second class of open-end company shares $0.563 3. Dividends from a third class of open-end company shares $2.337 4. Dividends from a fourth class of open-end company shares $1.112 5. Dividends from a fifth class of open-end company shares $0.490

Item 74



Series 11 SEC Identifier S000012756 Mid-Cap Growth IndexClass 1 SEC Identifier C000034427Class 2 SEC Identifier C000105306Class 3 SEC Identifier C000034428

Item 72DD

1. Total Income dividends for which record date passed during the period $1,9692. Dividends for a second class of open-end company shares $2,1033. Dividends for a third class of open-end company shares $5,864

Item 73


A) 1. Dividends from net investment income $0.090 2. Dividends from a second class of open-end company shares $0.103 3. Dividends from a third class of open-end company shares $0.319

Item 74

U) 1. Number of shares outstanding 21,455 2. Number of shares outstanding for a second class of shares of open-end company shares 20,452 3. Number of shares outstanding for a third class of shares of open-end company shares 18,378

V) 1. Net asset value per share (to the nearest cent) 23.43 2. Net asset value per share of a second class open-end company shares (to the nearest cent) 25.66 3. Net asset value per share of a third class open-end company shares (to the nearest cent) 59.61

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Series 12 SEC Identifier S000012757 Mid Cap Value IndexClass 1 SEC Identifier C000034429Class 2 SEC Identifier C000105306Class 3 SEC Identifier C000034430

Item 72DD

1. Total Income dividends for which record date passed during the period $9,0822. Dividends for a second class of open-end company shares $5,3683. Dividends for a third class of open-end company shares $17,269

Item 7389


A) 1. Dividends from net investment income $.418 2. Dividends from a second class of open-end company shares $.552 3. Dividends from a third class of open-end company shares $1.137

Item 74

U) 1. Number of shares outstanding 22,382 2. Number of shares outstanding for a second class of shares of open-end company shares 10,004 3. Number of shares outstanding for a third class of shares of open-end company shares 15,186

V) 1. Net asset value per share (to the nearest cent) 20.34 2. Net asset value per share of a second class open-end company shares (to the nearest cent) 26.77 3. Net asset value per share of a third class open-end company shares (to the nearest cent) 51.67

</TABLE>

</TEXT></DOCUMENT><DOCUMENT><TYPE>EX-99<SEQUENCE>3<FILENAME>b77indextrust123111.txt<DESCRIPTION>PWC LETTER<TEXT>

Report of Independent Registered Public AccountingFirm

To the Board of Trustees of Vanguard Index Funds and theShareholders ofVanguard 500 Index FundVanguard Growth Index FundVanguard Value Index FundVanguard Large-Cap Index FundVanguard Total Stock Market Index FundVanguard Extended Market Index FundVanguard Mid-Cap Index FundVanguard Mid-Cap Growth Index FundVanguard Mid-Cap Value Index Fund

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In planning and performing our audits of the financialstatements of Vanguard 500 Index Fund, Vanguard GrowthIndex Fund, Vanguard Value Index Fund, Vanguard Large-CapIndex Fund, Vanguard Total Stock Market Index Fund,Vanguard Extended Market Index Fund, Vanguard Mid-CapIndex Fund, Vanguard Mid-Cap Growth Index Fund andVanguard Mid-Cap Value Index Fund (constituting separateportfolios of Vanguard Index Funds, hereafter referred to as the?Funds?) as of and for the year ended December 31, 2011, inaccordance with the standards of the Public CompanyAccounting Oversight Board (United States), we considered theFunds' internal control over financial reporting, includingcontrols over safeguarding securities, as a basis for designingour auditing procedures for the purpose of expressing ouropinion on the financial statements and to comply with therequirements of Form N-SAR, but not for the purpose ofexpressing an opinion on the effectiveness of the Funds'internal control over financial reporting. Accordingly, we do notexpress an opinion on the effectiveness of the Funds' internalcontrol over financial reporting.

The management of the Funds is responsible for establishingand maintaining effective internal control over financialreporting. In fulfilling this responsibility, estimates andjudgments by management are required to assess the expectedbenefits and related costs of controls. A company's internalcontrol over financial reporting is a process designed to providereasonable assurance regarding the reliability of financialreporting and the preparation of financial statements forexternal purposes in accordance with generally acceptedaccounting principles. A company's internal control overfinancial reporting includes those policies and procedures that(1) pertain to the maintenance of records that, in reasonabledetail, accurately and fairly reflect the transactions anddispositions of the assets of the Company; (2) providereasonable assurance that transactions are recorded asnecessary to permit preparation of financial statements inaccordance with generally accepted accounting principles, andthat receipts and expenditures of the company are being madeonly in accordance with authorizations of management andtrustees of the company; and (3) provide reasonable assuranceregarding prevention or timely detection of unauthorizedacquisition, use or disposition of a company's assets that couldhave a material effect on the financial statements.

Because of its inherent limitations, internal control overfinancial reporting may not prevent or detect misstatements.Also, projections of any evaluation of effectiveness to futureperiods are subject to the risk that controls may becomeinadequate because of changes in conditions, or that the degreeof compliance with the policies or procedures may deteriorate.

A deficiency in internal control over financial reporting existswhen the design or operation of a control does not allowmanagement or employees, in the normal course of performingtheir assigned functions, to prevent or detect misstatements ona timely basis. A material weakness is a deficiency, or acombination of deficiencies, in internal control over financialreporting, such that there is a reasonable possibility that amaterial misstatement of the Funds' annual or interim financialstatements will not be prevented or detected on a timely basis.

Our consideration of the Funds' internal control over financialreporting was for the limited purpose described in the firstparagraph and would not necessarily disclose all deficiencies ininternal control over financial reporting that might be materialweaknesses under standards established by the PublicCompany Accounting Oversight Board (United States).However, we noted no deficiencies in the Funds' internalcontrol over financial reporting and its operation, includingcontrols for safeguarding securities, that we consider to bematerial weaknesses as defined above as of December 31, 2011.

This report is intended solely for the information and use ofmanagement and the Board of Trustees of Vanguard IndexFunds and the Securities and Exchange Commission and is notintended to be and should not be used by anyone other thanthese specified parties.

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PricewaterhouseCoopers LLPFebruary 10, 2012

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</TEXT></DOCUMENT><DOCUMENT><TYPE>EX-99<SEQUENCE>4<FILENAME>b77smallcap123111.txt<DESCRIPTION>PWC LETTER<TEXT>

Report of Independent Registered Public AccountingFirm

To the Board of Trustees of Vanguard Index Funds and theShareholders ofVanguard Small-Cap Index FundVanguard Small-Cap Growth Index Fund andVanguard Small-Cap Value Index Fund

In planning and performing our audits of the financialstatements of Vanguard Small-Cap Index Fund, VanguardSmall-Cap Growth Index Fund and Vanguard Small-Cap ValueIndex Fund (constituting separate portfolios of Vanguard IndexFunds, hereafter referred to as the ?Funds?) as of and for theyear ended December 31, 2011, in accordance with thestandards of the Public Company Accounting Oversight Board(United States), we considered the Funds' internal control overfinancial reporting, including controls over safeguardingsecurities, as a basis for designing our auditing procedures forthe purpose of expressing our opinion on the financialstatements and to comply with the requirements of Form N-SAR, but not for the purpose of expressing an opinion on theeffectiveness of the Funds' internal control over financialreporting. Accordingly, we do not express an opinion on theeffectiveness of the Funds' internal control over financialreporting.

The management of the Funds is responsible for establishingand maintaining effective internal control over financialreporting. In fulfilling this responsibility, estimates andjudgments by management are required to assess the expectedbenefits and related costs of controls. A company's internalcontrol over financial reporting is a process designed to providereasonable assurance regarding the reliability of financialreporting and the preparation of financial statements forexternal purposes in accordance with generally acceptedaccounting principles. A company's internal control overfinancial reporting includes those policies and procedures that(1) pertain to the maintenance of records that, in reasonabledetail, accurately and fairly reflect the transactions anddispositions of the assets of the Company; (2) providereasonable assurance that transactions are recorded asnecessary to permit preparation of financial statements inaccordance with generally accepted accounting principles, andthat receipts and expenditures of the company are being madeonly in accordance with authorizations of management andtrustees of the company; and (3) provide reasonable assuranceregarding prevention or timely detection of unauthorizedacquisition, use or disposition of a company's assets that couldhave a material effect on the financial statements.

Because of its inherent limitations, internal control overfinancial reporting may not prevent or detect misstatements.Also, projections of any evaluation of effectiveness to futureperiods are subject to the risk that controls may become

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inadequate because of changes in conditions, or that the degreeof compliance with the policies or procedures may deteriorate.

A deficiency in internal control over financial reporting existswhen the design or operation of a control does not allowmanagement or employees, in the normal course of performingtheir assigned functions, to prevent or detect misstatements ona timely basis. A material weakness is a deficiency, or acombination of deficiencies, in internal control over financialreporting, such that there is a reasonable possibility that amaterial misstatement of the Funds' annual or interim financialstatements will not be prevented or detected on a timely basis.

Our consideration of the Funds' internal control over financialreporting was for the limited purpose described in the firstparagraph and would not necessarily disclose all deficiencies ininternal control over financial reporting that might be materialweaknesses under standards established by the PublicCompany Accounting Oversight Board (United States).However, we noted no deficiencies in the Funds' internalcontrol over financial reporting and its operation, includingcontrols for safeguarding securities, that we consider to bematerial weaknesses as defined above as of December 31, 2011.

This report is intended solely for the information and use ofmanagement and the Board of Trustees of Vanguard IndexFunds and the Securities and Exchange Commission and is notintended to be and should not be used by anyone other thanthese specified parties.

PricewaterhouseCoopers LLPFebruary 15, 2012

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</TEXT></DOCUMENT></SEC-DOCUMENT>

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Documents

US SEC Filing Announcement · The Vanguard Group, Inc. in the US has completed and filed Form NSAR-B (annual report) for Registered Investment Companies with the Securities and Exchange