<PAGE> PAGE 1
000 A000000 09/30/96
000 C000000 0000766589
000 D000000 N
000 E000000 NF
000 F000000 Y
000 G000000 N
000 H000000 N
000 I000000 3.0.a
000 J000000 U
001 A000000 SEI INDEX FUNDS
001 B000000 811-4283
001 C000000 8003425734
002 A000000 2 OLIVER STREET
002 B000000 BOSTON
002 C000000 MA
002 D010000 02109
003 000000 N
004 000000 N
005 000000 N
006 000000 N
007 A000000 Y
007 B000000 2
007 C010100 1
007 C020100 S&P 500 INDEX PORTFOLIO
007 C030100 N
007 C010200 2
007 C020200 BOND INDEX PORTFOLIO
007 C030200 N
007 C010300 3
007 C010400 4
007 C010500 5
007 C010600 6
007 C010700 7
007 C010800 8
007 C010900 9
007 C011000 10
020 A000001 PAINE WEBBER
020 B000001 13-2760086
020 C000001 35
020 A000002 WG TRADING
020 C000002 4
020 C000003 0
020 C000004 0
020 C000005 0
020 C000006 0
020 C000007 0
020 C000008 0
020 C000009 0
020 C000010 0
021 000000 41
022 A000001 J.P. MORGAN
<PAGE> PAGE 2
022 B000001 13-3224016
022 C000001 94316
022 D000001 109111
022 A000002 SMITH BARNEY
022 B000002 13-2518466
022 C000002 7909
022 D000002 8498
022 A000003 LEHMAN BROTHERS
022 B000003 13-2927667
022 C000003 5817
022 D000003 3217
022 A000004 PAINE WEBBER
022 B000004 13-2760086
022 C000004 5544
022 D000004 0
022 A000005 SALOMON BROTHERS
022 B000005 13-3082694
022 C000005 1042
022 D000005 4249
022 A000006 PRUDENTIAL
022 B000006 22-2347336
022 C000006 534
022 D000006 3619
022 A000007 MERRILL LYNCH
022 B000007 13-5674085
022 C000007 1295
022 D000007 1436
022 A000008 CAPITAL
022 B000008 75-1565705
022 C000008 1050
022 D000008 1014
022 A000009 FEDERAL HOME LOAN MORTGAGE CORP.
022 B000009 52-0904874
022 C000009 522
022 D000009 1002
022 A000010 BARCLAY DE ZOETE WEDD
022 B000010 13-4942190
022 C000010 1062
022 D000010 448
023 C000000 120618
023 D000000 133344
026 A000000 N
026 B000000 Y
026 C000000 N
026 D000000 Y
026 E000000 N
026 F000000 N
026 G010000 N
026 G020000 N
026 H000000 N
077 A000000 N
<PAGE> PAGE 3
025 A000101 DEAN WITTER DISCOVER
025 B000101 94-1671384
025 C000101 E
025 D000101 1249
025 A000102 MERRILL LYNCH
025 B000102 13-5674085
025 C000102 E
025 D000102 1529
025 A000103 J.P. MORGAN
025 B000103 13-3224016
025 C000103 E
025 D000103 2287
025 A000104 MORGAN STANLEY
025 B000104 13-2655998
025 C000104 E
025 D000104 1045
025 A000105 SALOMON BROTHERS
025 B000105 13-3082694
025 C000105 E
025 D000105 665
025 D000106 0
025 D000107 0
025 D000108 0
028 A010100 35600
028 A020100 1584
028 A030100 0
028 A040100 17289
028 B010100 34291
028 B020100 0
028 B030100 0
028 B040100 19542
028 C010100 27111
028 C020100 0
028 C030100 0
028 C040100 29584
028 D010100 29265
028 D020100 1927
028 D030100 0
028 D040100 24092
028 E010100 32576
028 E020100 0
028 E030100 0
028 E040100 11154
028 F010100 22098
028 F020100 0
028 F030100 0
028 F040100 11046
028 G010100 180941
028 G020100 3511
028 G030100 0
028 G040100 112707
<PAGE> PAGE 4
028 H000100 0
042 A000100 0
042 B000100 0
042 C000100 0
042 D000100 0
042 E000100 100
042 F000100 0
042 G000100 0
042 H000100 0
043 000100 36
044 000100 0
062 A000100 N
062 B000100 0.0
062 C000100 0.0
062 D000100 0.0
062 E000100 0.0
062 F000100 0.0
062 G000100 0.0
062 H000100 0.0
062 I000100 0.0
062 J000100 0.0
062 K000100 0.0
062 L000100 0.0
062 M000100 0.0
062 N000100 0.0
062 O000100 0.0
062 P000100 0.0
062 Q000100 0.0
062 R000100 0.0
071 A000100 85376
071 B000100 5246
071 C000100 647354
071 D000100 1
072 A000100 6
072 B000100 1024
072 C000100 7402
072 D000100 0
072 E000100 0
072 F000100 103
072 G000100 753
072 H000100 0
072 I000100 17
072 J000100 37
072 K000100 0
072 L000100 44
072 M000100 10
072 N000100 26
072 O000100 0
072 P000100 0
072 Q000100 0
072 R000100 17
<PAGE> PAGE 5
072 S000100 16
072 T000100 36
072 U000100 0
072 V000100 0
072 W000100 32
072 X000100 1091
072 Y000100 214
072 Z000100 7549
072AA000100 4008
072BB000100 0
072CC010100 39361
072CC020100 0
072DD010100 6774
072DD020100 164
072EE000100 0
073 A010100 0.2230
073 A020100 0.2180
073 B000100 0.0000
073 C000100 0.0000
074 A000100 0
074 B000100 26301
074 C000100 2227
074 D000100 0
074 E000100 109
074 F000100 719412
074 G000100 0
074 H000100 0
074 I000100 0
074 J000100 0
074 K000100 0
074 L000100 0
074 M000100 1249
074 N000100 749298
074 O000100 0
074 P000100 0
074 Q000100 0
074 R010100 0
074 R020100 0
074 R030100 0
074 R040100 0
074 S000100 0
074 T000100 749298
074 U010100 31458
074 U020100 2265
074 V010100 22.22
074 V020100 22.19
074 W000100 0.0000
074 X000100 245
074 Y000100 2227
075 A000100 0
075 B000100 682864
<PAGE> PAGE 6
076 000100 0.00
025 A000201 J.P. MORGAN
025 B000201 13-3224016
025 C000201 D
025 D000201 175
025 D000202 0
025 D000203 0
025 D000204 0
025 D000205 0
025 D000206 0
025 D000207 0
025 D000208 0
028 A010200 1298
028 A020200 185
028 A030200 0
028 A040200 928
028 B010200 1799
028 B020200 0
028 B030200 0
028 B040200 1946
028 C010200 808
028 C020200 200
028 C030200 0
028 C040200 1144
028 D010200 760
028 D020200 85
028 D030200 0
028 D040200 7732
028 E010200 724
028 E020200 0
028 E030200 0
028 E040200 811
028 F010200 1491
028 F020200 71
028 F030200 0
028 F040200 1034
028 G010200 6880
028 G020200 541
028 G030200 0
028 G040200 13595
028 H000200 0
042 A000200 0
042 B000200 0
042 C000200 0
042 D000200 0
042 E000200 100
042 F000200 0
042 G000200 0
042 H000200 0
043 000200 1
044 000200 0
<PAGE> PAGE 7
062 A000200 Y
062 B000200 0.0
062 C000200 0.0
062 D000200 2.5
062 E000200 0.0
062 F000200 0.0
062 G000200 0.0
062 H000200 0.0
062 I000200 0.0
062 J000200 0.0
062 K000200 0.0
062 L000200 2.2
062 M000200 41.5
062 N000200 34.3
062 O000200 0.0
062 P000200 14.9
062 Q000200 3.4
062 R000200 1.2
063 A000200 0
063 B000200 9.9
071 A000200 11383
071 B000200 17233
071 C000200 46274
071 D000200 25
072 A000200 6
072 B000200 1586
072 C000200 0
072 D000200 0
072 E000200 0
072 F000200 17
072 G000200 84
072 H000200 0
072 I000200 1
072 J000200 3
072 K000200 0
072 L000200 4
072 M000200 1
072 N000200 2
072 O000200 0
072 P000200 0
072 Q000200 0
072 R000200 1
072 S000200 1
072 T000200 1
072 U000200 0
072 V000200 0
072 W000200 1
072 X000200 116
072 Y000200 25
072 Z000200 1495
072AA000200 0
<PAGE> PAGE 8
072BB000200 304
072CC010200 0
072CC020200 309
072DD010200 1734
072DD020200 0
072EE000200 0
073 A010200 0.3634
073 A020200 0.0000
073 B000200 0.0000
073 C000200 0.0000
074 A000200 0
074 B000200 1123
074 C000200 1010
074 D000200 41516
074 E000200 0
074 F000200 0
074 G000200 0
074 H000200 0
074 I000200 0
074 J000200 0
074 K000200 0
074 L000200 0
074 M000200 510
074 N000200 44159
074 O000200 0
074 P000200 0
074 Q000200 0
074 R010200 0
074 R020200 0
074 R030200 0
074 R040200 0
074 S000200 0
074 T000200 44159
074 U010200 4372
074 U020200 0
074 V010200 10.10
074 V020200 0.00
074 W000200 0.0000
074 X000200 73
074 Y000200 0
075 A000200 0
075 B000200 47778
076 000200 0.00
SIGNATURE STEPHEN MEYER
TITLE CONTROLLER
<TABLE> <S> <C>
<ARTICLE> 6
<CIK> 0000766589
<NAME> SEI INDEX FUNDS
<SERIES>
<NUMBER> 011
<NAME> S&P 500 INDEX FUND CLASS A
<MULTIPLIER> 1,000
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> MAR-31-1997
<PERIOD-START> APR-01-1996
<PERIOD-END> SEP-30-1996
<INVESTMENTS-AT-COST> 528424
<INVESTMENTS-AT-VALUE> 748049
<RECEIVABLES> 0
<ASSETS-OTHER> 1249
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 749298
<PAYABLE-FOR-SECURITIES> 0
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 0
<TOTAL-LIABILITIES> 0
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 514799
<SHARES-COMMON-STOCK> 31458
<SHARES-COMMON-PRIOR> 30195
<ACCUMULATED-NII-CURRENT> 3871
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 10555
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 220073
<NET-ASSETS> 749298
<DIVIDEND-INCOME> 7402
<INTEREST-INCOME> 1024
<OTHER-INCOME> 0
<EXPENSES-NET> (877)
<NET-INVESTMENT-INCOME> 7549
<REALIZED-GAINS-CURRENT> 4008
<APPREC-INCREASE-CURRENT> 39361
<NET-CHANGE-FROM-OPS> 50918
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (6774)
<DISTRIBUTIONS-OF-GAINS> 0
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 6362
<NUMBER-OF-SHARES-REDEEMED> (5470)
<SHARES-REINVESTED> 157
<NET-CHANGE-IN-ASSETS> 26859
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> 6547
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 103
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 1091
<AVERAGE-NET-ASSETS> 655177
<PER-SHARE-NAV-BEGIN> 20.88
<PER-SHARE-NII> .23
<PER-SHARE-GAIN-APPREC> 1.33
<PER-SHARE-DIVIDEND> (.22)
<PER-SHARE-DISTRIBUTIONS> 0
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 22.22
<EXPENSE-RATIO> .25
<AVG-DEBT-OUTSTANDING> 0
<AVG-DEBT-PER-SHARE> 0
</TABLE>
<TABLE> <S> <C>
<ARTICLE> 6
<CIK> 0000766589
<NAME> SEI INDEX FUNDS
<SERIES>
<NUMBER> 012
<NAME> S&P 500 INDEX FUND CLASS E
<MULTIPLIER> 1,000
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> MAR-31-1997
<PERIOD-START> APR-01-1996
<PERIOD-END> SEP-30-1996
<INVESTMENTS-AT-COST> 528424
<INVESTMENTS-AT-VALUE> 748049
<RECEIVABLES> 0
<ASSETS-OTHER> 1249
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 749298
<PAYABLE-FOR-SECURITIES> 0
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 0
<TOTAL-LIABILITIES> 0
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 514799
<SHARES-COMMON-STOCK> 2265
<SHARES-COMMON-PRIOR> 144
<ACCUMULATED-NII-CURRENT> 3871
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 10555
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 220073
<NET-ASSETS> 749298
<DIVIDEND-INCOME> 7402
<INTEREST-INCOME> 1024
<OTHER-INCOME> 0
<EXPENSES-NET> (877)
<NET-INVESTMENT-INCOME> 7549
<REALIZED-GAINS-CURRENT> 4008
<APPREC-INCREASE-CURRENT> 39361
<NET-CHANGE-FROM-OPS> 50918
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (164)
<DISTRIBUTIONS-OF-GAINS> 0
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 2201
<NUMBER-OF-SHARES-REDEEMED> (88)
<SHARES-REINVESTED> 7
<NET-CHANGE-IN-ASSETS> 44886
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> 6547
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 103
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 1091
<AVERAGE-NET-ASSETS> 27687
<PER-SHARE-NAV-BEGIN> 20.87
<PER-SHARE-NII> .28
<PER-SHARE-GAIN-APPREC> 1.26
<PER-SHARE-DIVIDEND> (.22)
<PER-SHARE-DISTRIBUTIONS> 0
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 22.19
<EXPENSE-RATIO> .40
<AVG-DEBT-OUTSTANDING> 0
<AVG-DEBT-PER-SHARE> 0
</TABLE>
<TABLE> <S> <C>
<ARTICLE> 6
<CIK> 0000766589
<NAME> SEI INDEX FUNDS
<SERIES>
<NUMBER> 021
<NAME> BOND INDEX FUND
<MULTIPLIER> 1,000
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> MAR-31-1997
<PERIOD-START> APR-01-1996
<PERIOD-END> SEP-30-1996
<INVESTMENTS-AT-COST> 43843
<INVESTMENTS-AT-VALUE> 43649
<RECEIVABLES> 0
<ASSETS-OTHER> 510
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 44159
<PAYABLE-FOR-SECURITIES> 0
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 0
<TOTAL-LIABILITIES> 0
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 45361
<SHARES-COMMON-STOCK> 4372
<SHARES-COMMON-PRIOR> 4987
<ACCUMULATED-NII-CURRENT> 0
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> (1008)
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> (194)
<NET-ASSETS> 44159
<DIVIDEND-INCOME> 0
<INTEREST-INCOME> 1586
<OTHER-INCOME> 0
<EXPENSES-NET> (91)
<NET-INVESTMENT-INCOME> 1495
<REALIZED-GAINS-CURRENT> (304)
<APPREC-INCREASE-CURRENT> (309)
<NET-CHANGE-FROM-OPS> 882
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> (1734)
<DISTRIBUTIONS-OF-GAINS> 0
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 682
<NUMBER-OF-SHARES-REDEEMED> (1351)
<SHARES-REINVESTED> 54
<NET-CHANGE-IN-ASSETS> (6174)
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> (704)
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 17
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 116
<AVERAGE-NET-ASSETS> 47778
<PER-SHARE-NAV-BEGIN> 10.26
<PER-SHARE-NII> .31
<PER-SHARE-GAIN-APPREC> (.11)
<PER-SHARE-DIVIDEND> (.36)
<PER-SHARE-DISTRIBUTIONS> 0
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 10.10
<EXPENSE-RATIO> .38
<AVG-DEBT-OUTSTANDING> 0
<AVG-DEBT-PER-SHARE> 0
</TABLE>