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<PAGE> PAGE 6
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<PAGE> PAGE 10
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<PAGE> PAGE 11
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<PAGE> PAGE 13
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<PAGE> PAGE 15
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<PAGE> PAGE 20
015 A000501 FIRST UNION NATIONAL BANK
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<PAGE> PAGE 21
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<PAGE> PAGE 22
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<PAGE> PAGE 23
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015 A000601 FIRST UNION NATIONAL BANK
015 B000601 C
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024 000600 Y
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<PAGE> PAGE 24
056 000600 N
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<PAGE> PAGE 25
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<PAGE> PAGE 26
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015 A000701 FIRST UNION NATIONAL BANK
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<PAGE> PAGE 27
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<PAGE> PAGE 28
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<PAGE> PAGE 29
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<PAGE> PAGE 30
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<PAGE> PAGE 31
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<PAGE> PAGE 32
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<PAGE> PAGE 33
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<PAGE> PAGE 34
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<PAGE> PAGE 35
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<PAGE> PAGE 36
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SIGNATURE GARY P. SOURA
TITLE MANAGER
WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
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WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
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WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
<TABLE> <S> <C>
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<NAME> VANGUARD INDEX FUNDS
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<NAME> VANGUARD EXTENDED MARKET INDEX FUND-INSTITUTIONAL SHARES
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WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
<TABLE> <S> <C>
<ARTICLE> 6
<CIK> 0000036405
<NAME> VANGUARD INDEX FUNDS
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<NAME> VANGUARD TOTAL STOCK MARKET INDEX FUND - INVESTOR SHARES
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WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
<TABLE> <S> <C>
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<CIK> 0000036405
<NAME> VANGUARD INDEX FUNDS
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<NAME> VANGUARD TOTAL STOCK MARKET INDEX FUND -INSTITUTIONAL SHARES
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WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
<TABLE> <S> <C>
<ARTICLE> 6
<CIK> 0000036405
<NAME> VANGUARD INDEX FUNDS
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WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
<TABLE> <S> <C>
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<CIK> 0000036405
<NAME> VANGUARD INDEX FUNDS
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WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
<TABLE> <S> <C>
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<CIK> 0000036405
<NAME> VANGUARD INDEX FUNDS
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WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
<TABLE> <S> <C>
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<CIK> 0000036405
<NAME> VANGUARD INDEX FUNDS
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WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
<TABLE> <S> <C>
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<CIK> 0000036405
<NAME> VANGUARD INDEX FUNDS
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WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
<TABLE> <S> <C>
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<NAME> VANGUARD INDEX FUNDS
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<NAME> VANGUARD SMALL-CAP INDEX FUND-INSTITUTIONAL SHARES
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WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
<TABLE> <S> <C>
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<NAME> VANGUARD INDEX FUNDS
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WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
<TABLE> <S> <C>
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<NAME> VANGUARD INDEX FUNDS
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<NAME> VANGUARD MID-CAP INDEX FUND-INSTITUTIONAL SHARES
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WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
<TABLE> <S> <C>
<ARTICLE> 6
<CIK> 0000036405
<NAME> VANGUARD INDEX FUNDS
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<NAME> VANGUARD SMALL-CAP VALUE INDEX FUND-INVESTOR SHARES
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WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
<TABLE> <S> <C>
<ARTICLE> 6
<CIK> 0000036405
<NAME> VANGUARD INDEX FUNDS
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<NAME> VANGUARD SMALL-CAP GROWTH INDEX FUND-INVESTOR SHARES
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