<PAGE> PAGE 1
000 B000000 12/31/96
000 C000000 0000794105
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 VANGUARD BOND INDEX FUND, INC.
001 B000000 811-4681
001 C000000 6106691000
002 A000000 100 VANGUARD BOULEVARD
002 B000000 MALVERN
002 C000000 PA
002 D010000 19355
003 000000 N
004 000000 N
005 000000 N
006 000000 N
007 A000000 Y
007 B000000 4
007 C010100 1
007 C020100 TOTAL BOND MARKET PORTFOLIO
007 C030100 N
007 C010200 2
007 C020200 SHORT-TERM BOND PORTFOLIO
007 C030200 N
007 C010300 3
007 C020300 INTERMEDIATE-TERM BOND PORTFOLIO
007 C030300 N
007 C010400 4
007 C020400 LONG-TERM BOND PORTFOLIO
007 C030400 N
007 C010500 5
007 C010600 6
007 C010700 7
007 C010800 8
007 C010900 9
007 C011000 10
018 00AA00 Y
019 A00AA00 Y
019 B00AA00 94
019 C00AA00 VANGUARDGR
020 C000001 0
020 C000002 0
020 C000003 0
020 C000004 0
020 C000005 0
020 C000006 0
020 C000007 0
<PAGE> PAGE 2
020 C000008 0
020 C000009 0
020 C000010 0
021 000000 0
022 A000001 THE VANGUARD GROUP, INC./POOLED CASH ACCOUNT
022 B000001 23-1945930
022 C000001 11486112
022 D000001 0
022 A000002 BARCLAYS DE ZOETE WEDD SECURITIES, INC.
022 B000002 13-3551367
022 C000002 878493
022 D000002 487851
022 A000003 GREENWICH CAPITAL MARKETS, INC.
022 B000003 13-3172275
022 C000003 506713
022 D000003 329272
022 A000004 LEHMAN GOVERNMENT SECURITIES INC.
022 B000004 13-2726611
022 C000004 459643
022 D000004 310646
022 A000005 NATIONSBANC CAPITAL MARKETS
022 B000005 56-1684171
022 C000005 336603
022 D000005 185891
022 A000006 MERRILL LYNCH PIERCE FENNER & SMITH
022 B000006 13-5674085
022 C000006 339743
022 D000006 65860
022 A000007 LEHMAN BROTHERS INC.
022 B000007 13-2518466
022 C000007 224154
022 D000007 164968
022 A000008 UBS SECURITIES LLC
022 B000008 13-3873456
022 C000008 126774
022 D000008 8881
022 A000009 BEAR, STEARNS & CO.
022 B000009 13-3299429
022 C000009 40190
022 D000009 39933
022 A000010 CS FIRST BOSTON CORPORATION
022 B000010 13-5659485
022 C000010 35289
022 D000010 35385
023 C000000 14991005
023 D000000 1826688
077 A000000 Y
077 B000000 Y
077 C000000 N
077 D000000 N
077 E000000 N
<PAGE> PAGE 3
077 F000000 N
077 G000000 N
077 H000000 N
077 I000000 N
077 J000000 N
077 K000000 N
077 L000000 N
077 M000000 N
077 N000000 N
077 O000000 N
077 P000000 N
077 Q010000 N
077 Q020000 N
077 Q030000 N
078 000000 N
080 A00AA00 ICI MUTUAL INSURANCE COMPANY
080 C00AA00 200000
081 A00AA00 Y
081 B00AA00 111
082 A00AA00 N
082 B00AA00 0
083 A00AA00 N
083 B00AA00 0
084 A00AA00 N
084 B00AA00 0
085 A00AA00 Y
085 B00AA00 N
015 A000101 THE CHASE MANHATTAN BANK, N.A.
015 B000101 C
015 C010101 BROOKLYN
015 C020101 NY
015 C030101 11245
015 E010101 X
028 A010100 124832
028 A020100 16542
028 A030100 0
028 A040100 63575
028 B010100 125151
028 B020100 16994
028 B030100 0
028 B040100 54503
028 C010100 188744
028 C020100 16970
028 C030100 0
028 C040100 83003
028 D010100 138419
028 D020100 17879
028 D030100 0
028 D040100 58807
028 E010100 145415
028 E020100 18043
<PAGE> PAGE 4
028 E030100 0
028 E040100 75808
028 F010100 177597
028 F020100 18940
028 F030100 0
028 F040100 74542
028 G010100 900158
028 G020100 105368
028 G030100 0
028 G040100 410238
028 H000100 0
062 A000100 Y
062 B000100 0.1
062 C000100 0.0
062 D000100 1.3
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 0.3
062 M000100 34.8
062 N000100 32.4
062 O000100 0.0
062 P000100 27.5
062 Q000100 3.6
062 R000100 0.0
063 A000100 0
063 B000100 8.8
064 A000100 N
071 A000100 2687065
071 B000100 1284227
071 C000100 3310175
071 D000100 39
072 A000100 12
072 B000100 225339
072 C000100 0
072 D000100 0
072 E000100 0
072 F000100 400
072 G000100 1751
072 H000100 0
072 I000100 2277
072 J000100 175
072 K000100 0
072 L000100 127
072 M000100 9
072 N000100 0
072 O000100 246
<PAGE> PAGE 5
072 P000100 0
072 Q000100 0
072 R000100 11
072 S000100 0
072 T000100 932
072 U000100 0
072 V000100 30
072 W000100 0
072 X000100 5958
072 Y000100 0
072 Z000100 219381
072AA000100 5703
072BB000100 11217
072CC010100 0
072CC020100 74246
072DD010100 171657
072DD020100 47724
072EE000100 0
073 A010100 0.6400
073 A020100 0.6500
073 B000100 0.0000
073 C000100 0.0000
074 A000100 9642
074 B000100 50565
074 C000100 16463
074 D000100 3916601
074 E000100 0
074 F000100 0
074 G000100 0
074 H000100 0
074 I000100 345
074 J000100 40950
074 K000100 0
074 L000100 97390
074 M000100 0
074 N000100 4131956
074 O000100 105007
074 P000100 1062
074 Q000100 0
074 R010100 0
074 R020100 0
074 R030100 0
074 R040100 40451
074 S000100 0
074 T000100 3985436
074 U010100 301101
074 U020100 104095
074 V010100 9.84
074 V020100 9.84
074 W000100 0.0000
074 X000100 98176
<PAGE> PAGE 6
074 Y000100 0
075 A000100 0
075 B000100 3357497
076 000100 0.00
028 A010200 9128
028 A020200 1227
028 A030200 0
028 A040200 5800
028 B010200 13435
028 B020200 1266
028 B030200 0
028 B040200 2604
028 C010200 7601
028 C020200 1253
028 C030200 0
028 C040200 4045
028 D010200 9776
028 D020200 1308
028 D030200 0
028 D040200 3029
028 E010200 18822
028 E020200 1312
028 E030200 0
028 E040200 12852
028 F010200 9390
028 F020200 1389
028 F030200 0
028 F040200 4214
028 G010200 68152
028 G020200 7755
028 G030200 0
028 G040200 32544
028 H000200 0
062 A000200 Y
062 B000200 0.0
062 C000200 0.0
062 D000200 0.6
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 0.6
062 M000200 70.3
062 N000200 0.7
062 O000200 0.0
062 P000200 25.3
062 Q000200 1.4
062 R000200 1.1
<PAGE> PAGE 7
063 A000200 0
063 B000200 2.4
064 A000200 N
071 A000200 304669
071 B000200 176713
071 C000200 273543
071 D000200 65
072 A000200 12
072 B000200 17107
072 C000200 0
072 D000200 0
072 E000200 0
072 F000200 32
072 G000200 304
072 H000200 0
072 I000200 92
072 J000200 19
072 K000200 0
072 L000200 3
072 M000200 1
072 N000200 0
072 O000200 20
072 P000200 0
072 Q000200 0
072 R000200 8
072 S000200 0
072 T000200 77
072 U000200 0
072 V000200 1
072 W000200 0
072 X000200 557
072 Y000200 0
072 Z000200 16550
072AA000200 689
072BB000200 779
072CC010200 0
072CC020200 3312
072DD010200 16550
072DD020200 0
072EE000200 88
073 A010200 0.5870
073 A020200 0.0000
073 B000200 0.0040
073 C000200 0.0000
074 A000200 0
074 B000200 1976
074 C000200 2047
074 D000200 320622
074 E000200 0
074 F000200 0
074 G000200 0
<PAGE> PAGE 8
074 H000200 0
074 I000200 29
074 J000200 5450
074 K000200 0
074 L000200 17017
074 M000200 0
074 N000200 347141
074 O000200 7493
074 P000200 62
074 Q000200 0
074 R010200 0
074 R020200 0
074 R030200 0
074 R040200 11294
074 S000200 0
074 T000200 328292
074 U010200 33094
074 U020200 0
074 V010200 9.92
074 V020200 0.00
074 W000200 0.0000
074 X000200 4248
074 Y000200 0
075 A000200 0
075 B000200 278625
076 000200 0.00
028 A010300 17432
028 A020300 2280
028 A030300 0
028 A040300 15282
028 B010300 15328
028 B020300 2336
028 B030300 0
028 B040300 13846
028 C010300 24737
028 C020300 2301
028 C030300 0
028 C040300 79343
028 D010300 13647
028 D020300 2058
028 D030300 0
028 D040300 7248
028 E010300 10342
028 E020300 2030
028 E030300 0
028 E040300 4607
028 F010300 19643
028 F020300 2086
028 F030300 0
028 F040300 10283
028 G010300 101129
<PAGE> PAGE 9
028 G020300 13091
028 G030300 0
028 G040300 130609
028 H000300 0
062 A000300 Y
062 B000300 0.3
062 C000300 0.0
062 D000300 1.0
062 E000300 0.0
062 F000300 0.0
062 G000300 0.0
062 H000300 0.0
062 I000300 0.0
062 J000300 0.0
062 K000300 0.0
062 L000300 0.0
062 M000300 51.5
062 N000300 4.3
062 O000300 0.0
062 P000300 33.9
062 Q000300 8.1
062 R000300 0.9
063 A000300 0
063 B000300 7.5
064 A000300 N
071 A000300 471363
071 B000300 338008
071 C000300 420256
071 D000300 80
072 A000300 12
072 B000300 29172
072 C000300 0
072 D000300 0
072 E000300 0
072 F000300 52
072 G000300 401
072 H000300 0
072 I000300 215
072 J000300 21
072 K000300 0
072 L000300 10
072 M000300 1
072 N000300 0
072 O000300 32
072 P000300 0
072 Q000300 0
072 R000300 8
072 S000300 0
072 T000300 123
072 U000300 0
072 V000300 2
<PAGE> PAGE 10
072 W000300 0
072 X000300 865
072 Y000300 0
072 Z000300 28307
072AA000300 2160
072BB000300 6091
072CC010300 0
072CC020300 11605
072DD010300 28307
072DD020300 0
072EE000300 166
073 A010300 0.6480
073 A020300 0.0000
073 B000300 0.0040
073 C000300 0.0000
074 A000300 520
074 B000300 4447
074 C000300 1566
074 D000300 450031
074 E000300 0
074 F000300 0
074 G000300 0
074 H000300 0
074 I000300 40
074 J000300 0
074 K000300 0
074 L000300 39231
074 M000300 0
074 N000300 495835
074 O000300 5402
074 P000300 102
074 Q000300 0
074 R010300 0
074 R020300 0
074 R030300 0
074 R040300 29972
074 S000300 0
074 T000300 460359
074 U010300 46206
074 U020300 0
074 V010300 9.96
074 V020300 0.00
074 W000300 0.0000
074 X000300 7127
074 Y000300 0
075 A000300 0
075 B000300 430039
076 000300 0.00
028 A010400 4650
028 A020400 170
028 A030400 0
<PAGE> PAGE 11
028 A040400 1092
028 B010400 2099
028 B020400 184
028 B030400 0
028 B040400 1601
028 C010400 2072
028 C020400 185
028 C030400 0
028 C040400 853
028 D010400 2869
028 D020400 190
028 D030400 0
028 D040400 2180
028 E010400 2192
028 E020400 191
028 E030400 0
028 E040400 1400
028 F010400 1296
028 F020400 202
028 F030400 0
028 F040400 1614
028 G010400 15178
028 G020400 1122
028 G030400 0
028 G040400 8740
028 H000400 0
062 A000400 Y
062 B000400 0.0
062 C000400 0.0
062 D000400 0.2
062 E000400 0.0
062 F000400 0.0
062 G000400 0.0
062 H000400 0.0
062 I000400 0.0
062 J000400 0.0
062 K000400 0.0
062 L000400 0.0
062 M000400 66.2
062 N000400 0.0
062 O000400 0.0
062 P000400 25.3
062 Q000400 6.7
062 R000400 1.6
063 A000400 0
063 B000400 21.7
064 A000400 N
071 A000400 36478
071 B000400 15876
071 C000400 34728
071 D000400 46
<PAGE> PAGE 12
072 A000400 12
072 B000400 2460
072 C000400 0
072 D000400 0
072 E000400 0
072 F000400 4
072 G000400 0
072 H000400 0
072 I000400 30
072 J000400 14
072 K000400 0
072 L000400 2
072 M000400 0
072 N000400 0
072 O000400 3
072 P000400 0
072 Q000400 0
072 R000400 8
072 S000400 0
072 T000400 9
072 U000400 0
072 V000400 1
072 W000400 0
072 X000400 71
072 Y000400 0
072 Z000400 2389
072AA000400 100
072BB000400 573
072CC010400 0
072CC020400 1054
072DD010400 2389
072DD020400 0
072EE000400 26
073 A010400 0.6740
073 A020400 0.0000
073 B000400 0.0090
073 C000400 0.0000
074 A000400 0
074 B000400 101
074 C000400 0
074 D000400 43325
074 E000400 0
074 F000400 0
074 G000400 0
074 H000400 0
074 I000400 4
074 J000400 0
074 K000400 0
074 L000400 946
074 M000400 0
074 N000400 44376
<PAGE> PAGE 13
074 O000400 111
074 P000400 13
074 Q000400 0
074 R010400 0
074 R020400 0
074 R030400 0
074 R040400 128
074 S000400 0
074 T000400 44124
074 U010400 4377
074 U020400 0
074 V010400 10.08
074 V020400 0.00
074 W000400 0.0000
074 X000400 2469
074 Y000400 0
075 A000400 0
075 B000400 35442
076 000400 0.00
SIGNATURE GARY P. SOURA
TITLE MANAGER
<TABLE> <S> <C>
<ARTICLE> 6
<CIK> 0000794105
<NAME> VANGUARD BOND INDEX FUND, INC.
<SERIES>
<NUMBER> 011
<NAME> TOTAL BOND MARKET PORTFOLIO-INDIVIDUAL SHARES
<MULTIPLIER> 1,000
<CURRENCY> US
<S> <C>
<PERIOD-TYPE> YEAR
<FISCAL-YEAR-END> DEC-31-1996
<PERIOD-START> JAN-01-1996
<PERIOD-END> DEC-31-1996
<EXCHANGE-RATE> 1
<INVESTMENTS-AT-COST> 3937879
<INVESTMENTS-AT-VALUE> 3983629
<RECEIVABLES> 138340
<ASSETS-OTHER> 9987
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 4131956
<PAYABLE-FOR-SECURITIES> 105007
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 41513
<TOTAL-LIABILITIES> 146520
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 3952980
<SHARES-COMMON-STOCK> 301101
<SHARES-COMMON-PRIOR> 237212
<ACCUMULATED-NII-CURRENT> 0
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> (13294)
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 45750
<NET-ASSETS> 2961576
<DIVIDEND-INCOME> 0
<INTEREST-INCOME> 225339
<OTHER-INCOME> 0
<EXPENSES-NET> 5958
<NET-INVESTMENT-INCOME> 219381
<REALIZED-GAINS-CURRENT> (5514)
<APPREC-INCREASE-CURRENT> (74246)
<NET-CHANGE-FROM-OPS> 139621
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 171657
<DISTRIBUTIONS-OF-GAINS> 0
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 139884
<NUMBER-OF-SHARES-REDEEMED> 91062
<SHARES-REINVESTED> 15068
<NET-CHANGE-IN-ASSETS> 1167219
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> (7780)
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 400
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 5958
<AVERAGE-NET-ASSETS> 2643416
<PER-SHARE-NAV-BEGIN> 10.14
<PER-SHARE-NII> 0.640
<PER-SHARE-GAIN-APPREC> (0.300)
<PER-SHARE-DIVIDEND> 0.640
<PER-SHARE-DISTRIBUTIONS> 0
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 9.84
<EXPENSE-RATIO> 0.20
<AVG-DEBT-OUTSTANDING> 0
<AVG-DEBT-PER-SHARE> 0
</TABLE>
<TABLE> <S> <C>
<ARTICLE> 6
<CIK> 0000794105
<NAME> VANGUARD BOND INDEX FUND, INC.
<SERIES>
<NUMBER> 012
<NAME> TOTAL BOND MARKET PORTFOLIO-INSTITUTIONAL SHARES
<MULTIPLIER> 1,000
<CURRENCY> US
<S> <C>
<PERIOD-TYPE> YEAR
<FISCAL-YEAR-END> DEC-31-1996
<PERIOD-START> JAN-01-1996
<PERIOD-END> DEC-31-1996
<EXCHANGE-RATE> 1
<INVESTMENTS-AT-COST> 3937879
<INVESTMENTS-AT-VALUE> 3983629
<RECEIVABLES> 138340
<ASSETS-OTHER> 9987
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 4131956
<PAYABLE-FOR-SECURITIES> 105007
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 41513
<TOTAL-LIABILITIES> 146520
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 3952980
<SHARES-COMMON-STOCK> 104095
<SHARES-COMMON-PRIOR> 40753
<ACCUMULATED-NII-CURRENT> 0
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> (13294)
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 45750
<NET-ASSETS> 1023860
<DIVIDEND-INCOME> 0
<INTEREST-INCOME> 225339
<OTHER-INCOME> 0
<EXPENSES-NET> 5958
<NET-INVESTMENT-INCOME> 219381
<REALIZED-GAINS-CURRENT> (5514)
<APPREC-INCREASE-CURRENT> (74246)
<NET-CHANGE-FROM-OPS> 139621
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 47724
<DISTRIBUTIONS-OF-GAINS> 0
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 71819
<NUMBER-OF-SHARES-REDEEMED> 12749
<SHARES-REINVESTED> 4272
<NET-CHANGE-IN-ASSETS> 1167219
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> (7780)
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 400
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 5958
<AVERAGE-NET-ASSETS> 714081
<PER-SHARE-NAV-BEGIN> 10.14
<PER-SHARE-NII> 0.650
<PER-SHARE-GAIN-APPREC> (0.300)
<PER-SHARE-DIVIDEND> 0.650
<PER-SHARE-DISTRIBUTIONS> 0
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 9.84
<EXPENSE-RATIO> 0.10
<AVG-DEBT-OUTSTANDING> 0
<AVG-DEBT-PER-SHARE> 0
</TABLE>
<TABLE> <S> <C>
<ARTICLE> 6
<CIK> 0000794105
<NAME> VANGUARD BOND INDEX FUND, INC.
<SERIES>
<NUMBER> 02
<NAME> SHORT-TERM BOND PORTFOLIO
<MULTIPLIER> 1,000
<CURRENCY> US
<S> <C>
<PERIOD-TYPE> YEAR
<FISCAL-YEAR-END> DEC-31-1996
<PERIOD-START> JAN-01-1996
<PERIOD-END> DEC-31-1996
<EXCHANGE-RATE> 1
<INVESTMENTS-AT-COST> 323555
<INVESTMENTS-AT-VALUE> 324645
<RECEIVABLES> 22467
<ASSETS-OTHER> 29
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 347141
<PAYABLE-FOR-SECURITIES> 7493
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 11356
<TOTAL-LIABILITIES> 18849
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 327288
<SHARES-COMMON-STOCK> 33094
<SHARES-COMMON-PRIOR> 20614
<ACCUMULATED-NII-CURRENT> 0
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> (86)
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 1090
<NET-ASSETS> 328292
<DIVIDEND-INCOME> 0
<INTEREST-INCOME> 17107
<OTHER-INCOME> 0
<EXPENSES-NET> 557
<NET-INVESTMENT-INCOME> 16550
<REALIZED-GAINS-CURRENT> (90)
<APPREC-INCREASE-CURRENT> (3312)
<NET-CHANGE-FROM-OPS> 13148
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 16550
<DISTRIBUTIONS-OF-GAINS> 88
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 16763
<NUMBER-OF-SHARES-REDEEMED> 5726
<SHARES-REINVESTED> 1443
<NET-CHANGE-IN-ASSETS> 120695
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> 92
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 32
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 557
<AVERAGE-NET-ASSETS> 278625
<PER-SHARE-NAV-BEGIN> 10.07
<PER-SHARE-NII> 0.587
<PER-SHARE-GAIN-APPREC> (0.146)
<PER-SHARE-DIVIDEND> 0.587
<PER-SHARE-DISTRIBUTIONS> 0.004
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 9.92
<EXPENSE-RATIO> 0.20
<AVG-DEBT-OUTSTANDING> 0
<AVG-DEBT-PER-SHARE> 0
</TABLE>
<TABLE> <S> <C>
<ARTICLE> 6
<CIK> 0000794105
<NAME> VANGUARD BOND INDEX FUND, INC.
<SERIES>
<NUMBER> 03
<NAME> INTERMEDIATE-TERM BOND PORTFOLIO
<MULTIPLIER> 1,000
<CURRENCY> US
<S> <C>
<PERIOD-TYPE> YEAR
<FISCAL-YEAR-END> DEC-31-1996
<PERIOD-START> JAN-01-1996
<PERIOD-END> DEC-31-1996
<EXCHANGE-RATE> 1
<INVESTMENTS-AT-COST> 450653
<INVESTMENTS-AT-VALUE> 456044
<RECEIVABLES> 39231
<ASSETS-OTHER> 560
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 495835
<PAYABLE-FOR-SECURITIES> 5402
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 30074
<TOTAL-LIABILITIES> 35476
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 458907
<SHARES-COMMON-STOCK> 46206
<SHARES-COMMON-PRIOR> 33335
<ACCUMULATED-NII-CURRENT> 0
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> (3939)
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 5391
<NET-ASSETS> 460359
<DIVIDEND-INCOME> 0
<INTEREST-INCOME> 29172
<OTHER-INCOME> 0
<EXPENSES-NET> 865
<NET-INVESTMENT-INCOME> 28307
<REALIZED-GAINS-CURRENT> (3931)
<APPREC-INCREASE-CURRENT> (11605)
<NET-CHANGE-FROM-OPS> 12771
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 28307
<DISTRIBUTIONS-OF-GAINS> 166
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 28221
<NUMBER-OF-SHARES-REDEEMED> 17819
<SHARES-REINVESTED> 2469
<NET-CHANGE-IN-ASSETS> 114727
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> 158
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 52
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 865
<AVERAGE-NET-ASSETS> 430039
<PER-SHARE-NAV-BEGIN> 10.37
<PER-SHARE-NII> 0.648
<PER-SHARE-GAIN-APPREC> (0.406)
<PER-SHARE-DIVIDEND> 0.648
<PER-SHARE-DISTRIBUTIONS> 0.004
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 9.96
<EXPENSE-RATIO> 0.20
<AVG-DEBT-OUTSTANDING> 0
<AVG-DEBT-PER-SHARE> 0
</TABLE>
<TABLE> <S> <C>
<ARTICLE> 6
<CIK> 0000794105
<NAME> VANGUARD BOND INDEX FUND, INC.
<SERIES>
<NUMBER> 04
<NAME> LONG-TERM BOND PORTFOLIO
<MULTIPLIER> 1,000
<CURRENCY> US
<S> <C>
<PERIOD-TYPE> YEAR
<FISCAL-YEAR-END> DEC-31-1996
<PERIOD-START> JAN-01-1996
<PERIOD-END> DEC-31-1996
<EXCHANGE-RATE> 1
<INVESTMENTS-AT-COST> 42239
<INVESTMENTS-AT-VALUE> 43426
<RECEIVABLES> 946
<ASSETS-OTHER> 4
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 44376
<PAYABLE-FOR-SECURITIES> 111
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 141
<TOTAL-LIABILITIES> 252
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 43410
<SHARES-COMMON-STOCK> 4377
<SHARES-COMMON-PRIOR> 2262
<ACCUMULATED-NII-CURRENT> 0
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> (473)
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 1187
<NET-ASSETS> 44124
<DIVIDEND-INCOME> 0
<INTEREST-INCOME> 2460
<OTHER-INCOME> 0
<EXPENSES-NET> 71
<NET-INVESTMENT-INCOME> 2389
<REALIZED-GAINS-CURRENT> (473)
<APPREC-INCREASE-CURRENT> (1054)
<NET-CHANGE-FROM-OPS> 862
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 2389
<DISTRIBUTIONS-OF-GAINS> 26
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 3616
<NUMBER-OF-SHARES-REDEEMED> 1693
<SHARES-REINVESTED> 192
<NET-CHANGE-IN-ASSETS> 19642
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> 26
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 4
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 71
<AVERAGE-NET-ASSETS> 35442
<PER-SHARE-NAV-BEGIN> 10.82
<PER-SHARE-NII> 0.674
<PER-SHARE-GAIN-APPREC> (0.731)
<PER-SHARE-DIVIDEND> 0.674
<PER-SHARE-DISTRIBUTIONS> 0.009
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 10.08
<EXPENSE-RATIO> 0.20
<AVG-DEBT-OUTSTANDING> 0
<AVG-DEBT-PER-SHARE> 0
</TABLE>
