<PAGE> PAGE 1
000 A000000 06/30/98
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
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
010 A00AA01 THE VANGUARD GROUP, INC.
010 B00AA01 801-11953
010 C01AA01 MALVERN
010 C02AA01 PA
010 C03AA01 19355
012 A00AA01 THE VANGUARD GROUP, INC.
012 B00AA01 84-772
012 C01AA01 MALVERN
012 C02AA01 PA
012 C03AA01 19355
013 A00AA01 PRICE WATERHOUSE LLP
<PAGE> PAGE 2
013 B01AA01 PHILADELPHIA
013 B02AA01 PA
013 B03AA01 19103
014 A00AA01 VANGUARD MARKETING CORPORATION
014 B00AA01 8-21570
018 00AA00 Y
019 A00AA00 Y
019 B00AA00 97
019 C00AA00 VANGUARDGR
020 C000001 0
020 C000002 0
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 0
022 A000001 THE VANGUARD GROUP, INC./POOLED CASH ACCOUNT
022 B000001 23-1945930
022 C000001 2148753
022 D000001 2164010
022 A000002 DONALDSON, LUFKIN & JENRETTE SECURITIES
022 B000002 13-2741729
022 C000002 552525
022 D000002 759840
022 A000003 LEHMAN BROTHERS INC.
022 B000003 13-2518466
022 C000003 734837
022 D000003 292705
022 A000004 BEAR, STEARNS & CO.
022 B000004 13-3299429
022 C000004 699066
022 D000004 248412
022 A000005 BARCLAYS DEZOETEWEDD SECURITIES INC.
022 B000005 13-3551367
022 C000005 353196
022 D000005 569007
022 A000006 GREENWICH CAPITAL MARKETS INC.
022 B000006 13-3172275
022 C000006 320309
022 D000006 112727
022 A000007 MERRILL LYNCH CO.
022 B000007 13-5674085
022 C000007 295460
022 D000007 35694
022 A000008 PAINEWEBBER INCORPORATED
022 B000008 13-2638166
022 C000008 278030
<PAGE> PAGE 3
022 D000008 1266
022 A000009 GOLDMAN SACHS & CO.
022 B000009 13-5108880
022 C000009 179926
022 D000009 94484
022 A000010 UBS SECURITIES LLC
022 B000010 13-3873456
022 C000010 205246
022 D000010 179
023 C000000 6361505
023 D000000 4346974
024 00AA00 N
026 A000000 N
026 B000000 N
026 C000000 N
026 D000000 Y
026 E000000 N
026 F000000 N
026 G010000 N
026 G020000 Y
026 H000000 N
027 000000 Y
029 00AA00 N
030 A00AA00 0
030 B00AA00 0.00
030 C00AA00 0.00
031 A00AA00 0
031 B00AA00 0
032 00AA00 0
033 00AA00 0
034 00AA00 N
035 00AA00 0
036 B00AA00 0
037 00AA00 N
038 00AA00 0
039 00AA00 Y
040 00AA00 N
041 00AA00 N
042 A00AA00 0
042 B00AA00 0
042 C00AA00 0
042 D00AA00 0
042 E00AA00 0
042 F00AA00 0
042 G00AA00 0
042 H00AA00 0
043 00AA00 0
044 00AA00 0
045 00AA00 N
048 00AA00 0.000
048 A01AA00 0
<PAGE> PAGE 4
048 A02AA00 0.000
048 B01AA00 0
048 B02AA00 0.000
048 C01AA00 0
048 C02AA00 0.000
048 D01AA00 0
048 D02AA00 0.000
048 E01AA00 0
048 E02AA00 0.000
048 F01AA00 0
048 F02AA00 0.000
048 G01AA00 0
048 G02AA00 0.000
048 H01AA00 0
048 H02AA00 0.000
048 I01AA00 0
048 I02AA00 0.000
048 J01AA00 0
048 J02AA00 0.000
048 K01AA00 0
048 K02AA00 0.000
058 A00AA00 N
059 00AA00 Y
060 A00AA00 Y
060 B00AA00 Y
061 00AA00 3000
066 A00AA00 N
067 00AA00 N
068 A00AA00 N
068 B00AA00 N
069 00AA00 Y
077 A000000 Y
077 B000000 N
077 C000000 Y
077 D000000 N
077 E000000 N
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
<PAGE> PAGE 5
080 C00AA00 0
081 B00AA00 0
082 B00AA00 0
083 B00AA00 0
084 B00AA00 0
086 A010000 0
086 A020000 0
086 B010000 0
086 B020000 0
086 C010000 0
086 C020000 0
086 D010000 0
086 D020000 0
086 E010000 0
086 E020000 0
086 F010000 0
086 F020000 0
015 A000101 THE CHASE MANHATTAN BANK, N.A.
015 B000101 C
015 C010101 BROOKLYN
015 C020101 NY
015 C030101 11245
015 E010101 X
025 A000101 LEHMAN BROTHERS
025 B000101 13-2518466
025 C000101 D
025 D000101 60541
025 A000102 MERRILL LYNCH CO.
025 B000102 13-5674085
025 C000102 D
025 D000102 67976
025 A000103 PAINEWEBBER INCORPORATED
025 B000103 13-2638166
025 C000103 D
025 D000103 8316
028 A010100 250756
028 A020100 31890
028 A030100 0
028 A040100 85179
028 B010100 237787
028 B020100 31320
028 B030100 0
028 B040100 74523
028 C010100 319934
028 C020100 33465
028 C030100 0
028 C040100 123791
028 D010100 289563
028 D020100 33864
028 D030100 0
028 D040100 101655
<PAGE> PAGE 6
028 E010100 276711
028 E020100 35329
028 E030100 0
028 E040100 88087
028 F010100 291890
028 F020100 35975
028 F030100 0
028 F040100 172708
028 G010100 1666641
028 G020100 201843
028 G030100 0
028 G040100 645943
028 H000100 0
055 A000100 N
055 B000100 N
056 000100 N
057 000100 N
062 A000100 Y
062 B000100 0.4
062 C000100 0.2
062 D000100 1.2
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 1.8
062 M000100 30.4
062 N000100 31.2
062 O000100 0.0
062 P000100 30.9
062 Q000100 3.6
062 R000100 0.3
063 A000100 0
063 B000100 8.8
064 A000100 N
070 A010100 Y
070 A020100 Y
070 B010100 N
070 B020100 N
070 C010100 Y
070 C020100 N
070 D010100 N
070 D020100 N
070 E010100 Y
070 E020100 N
070 F010100 N
070 F020100 N
070 G010100 Y
<PAGE> PAGE 7
070 G020100 N
070 H010100 N
070 H020100 N
070 I010100 N
070 I020100 N
070 J010100 Y
070 J020100 Y
070 K010100 Y
070 K020100 N
070 L010100 Y
070 L020100 Y
070 M010100 N
070 M020100 N
070 N010100 Y
070 N020100 Y
070 O010100 Y
070 O020100 N
070 P010100 Y
070 P020100 N
070 Q010100 N
070 Q020100 N
070 R010100 N
070 R020100 N
071 A000100 3345713
071 B000100 1811486
071 C000100 7299189
071 D000100 25
072 A000100 6
072 B000100 235754
072 C000100 0
072 D000100 0
072 E000100 0
072 F000100 454
072 G000100 1257
072 H000100 0
072 I000100 3364
072 J000100 99
072 K000100 0
072 L000100 100
072 M000100 7
072 N000100 0
072 O000100 272
072 P000100 0
072 Q000100 0
072 R000100 6
072 S000100 0
072 T000100 1169
072 U000100 0
072 V000100 13
072 W000100 0
072 X000100 6741
<PAGE> PAGE 8
072 Y000100 0
072 Z000100 229013
072AA000100 13699
072BB000100 3375
072CC010100 45505
072CC020100 0
072DD010100 175182
072DD020100 53831
072EE000100 0
073 A010100 0.3130
073 A020100 0.3180
073 B000100 0.0000
073 C000100 0.0000
074 A000100 2431
074 B000100 93637
074 C000100 189979
074 D000100 7729607
074 E000100 0
074 F000100 0
074 G000100 0
074 H000100 0
074 I000100 1190
074 J000100 77691
074 K000100 0
074 L000100 182680
074 M000100 0
074 N000100 8277215
074 O000100 147026
074 P000100 1662
074 Q000100 0
074 R010100 0
074 R020100 0
074 R030100 0
074 R040100 92713
074 S000100 0
074 T000100 8035814
074 U010100 612793
074 U020100 177298
074 V010100 10.17
074 V020100 10.17
074 W000100 0.0000
074 X000100 163341
074 Y000100 0
075 A000100 0
075 B000100 7397820
076 000100 0.00
015 A000201 STATE STREET BANK & TRUST CO.
015 B000201 C
015 C010201 BOSTON
015 C020201 MA
015 C030201 02110
<PAGE> PAGE 9
015 E010201 X
025 A000201 LEHMAN BROTHERS
025 B000201 13-2518466
025 C000201 D
025 D000201 6294
025 A000202 MERRILL LYNCH CO.
025 B000202 13-5674085
025 C000202 D
025 D000202 5260
025 A000203 PAINEWEBBER INCORPORATED
025 B000203 13-2638166
025 C000203 D
025 D000203 2484
025 A000204 BEAR, STEARNS & CO.
025 B000204 13-3299429
025 C000204 D
025 D000204 770
028 A010200 28644
028 A020200 1927
028 A030200 0
028 A040200 11508
028 B010200 18756
028 B020200 1803
028 B030200 0
028 B040200 6650
028 C010200 27107
028 C020200 2712
028 C030200 0
028 C040200 12535
028 D010200 44282
028 D020200 2044
028 D030200 0
028 D040200 10778
028 E010200 22469
028 E020200 2247
028 E030200 0
028 E040200 13066
028 F010200 25338
028 F020200 2256
028 F030200 0
028 F040200 8673
028 G010200 166596
028 G020200 12989
028 G030200 0
028 G040200 63210
028 H000200 0
055 A000200 N
055 B000200 N
056 000200 N
057 000200 N
062 A000200 Y
<PAGE> PAGE 10
062 B000200 0.0
062 C000200 0.2
062 D000200 1.3
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 2.7
062 M000200 62.8
062 N000200 0.0
062 O000200 0.0
062 P000200 30.2
062 Q000200 2.6
062 R000200 0.2
063 A000200 0
063 B000200 2.6
064 A000200 N
070 A010200 Y
070 A020200 Y
070 B010200 N
070 B020200 N
070 C010200 Y
070 C020200 N
070 D010200 N
070 D020200 N
070 E010200 Y
070 E020200 N
070 F010200 N
070 F020200 N
070 G010200 Y
070 G020200 N
070 H010200 N
070 H020200 N
070 I010200 N
070 I020200 N
070 J010200 Y
070 J020200 Y
070 K010200 Y
070 K020200 N
070 L010200 Y
070 L020200 Y
070 M010200 N
070 M020200 N
070 N010200 Y
070 N020200 Y
070 O010200 Y
070 O020200 N
070 P010200 Y
<PAGE> PAGE 11
070 P020200 N
070 Q010200 N
070 Q020200 N
070 R010200 N
070 R020200 N
071 A000200 363702
071 B000200 246161
071 C000200 496657
071 D000200 50
072 A000200 6
072 B000200 15077
072 C000200 0
072 D000200 0
072 E000200 0
072 F000200 31
072 G000200 231
072 H000200 0
072 I000200 131
072 J000200 12
072 K000200 0
072 L000200 5
072 M000200 1
072 N000200 0
072 O000200 19
072 P000200 0
072 Q000200 0
072 R000200 4
072 S000200 0
072 T000200 87
072 U000200 0
072 V000200 1
072 W000200 0
072 X000200 522
072 Y000200 0
072 Z000200 14555
072AA000200 883
072BB000200 229
072CC010200 358
072CC020200 0
072DD010200 14555
072DD020200 0
072EE000200 740
073 A010200 0.2900
073 A020200 0.0000
073 B000200 0.0150
073 C000200 0.0000
074 A000200 0
074 B000200 7239
074 C000200 16733
074 D000200 537901
074 E000200 0
<PAGE> PAGE 12
074 F000200 0
074 G000200 0
074 H000200 0
074 I000200 105
074 J000200 7347
074 K000200 0
074 L000200 10588
074 M000200 0
074 N000200 579913
074 O000200 12267
074 P000200 112
074 Q000200 0
074 R010200 0
074 R020200 0
074 R030200 0
074 R040200 4618
074 S000200 0
074 T000200 562916
074 U010200 56231
074 U020200 0
074 V010200 10.01
074 V020200 0.00
074 W000200 0.0000
074 X000200 9367
074 Y000200 0
075 A000200 0
075 B000200 504084
076 000200 0.00
015 A000301 STATE STREET BANK & TRUST CO.
015 B000301 C
015 C010301 BOSTON
015 C020301 MA
015 C030301 02110
015 E010301 X
025 A000301 LEHMAN BROTHERS
025 B000301 13-2518466
025 C000301 D
025 D000301 8417
025 A000302 MERRILL LYNCH CO.
025 B000302 13-5674085
025 C000302 D
025 D000302 373
025 A000303 PAINEWEBBER INCORPORATED
025 B000303 13-2638166
025 C000303 D
025 D000303 265
025 A000304 BEAR, STEARNS & CO.
025 B000304 13-3299429
025 C000304 D
025 D000304 356
028 A010300 46323
<PAGE> PAGE 13
028 A020300 3128
028 A030300 0
028 A040300 7289
028 B010300 31747
028 B020300 2952
028 B030300 0
028 B040300 6405
028 C010300 49758
028 C020300 3298
028 C030300 0
028 C040300 27285
028 D010300 42189
028 D020300 3369
028 D030300 0
028 D040300 11240
028 E010300 35188
028 E020300 3622
028 E030300 0
028 E040300 18619
028 F010300 47044
028 F020300 3689
028 F030300 0
028 F040300 12080
028 G010300 252249
028 G020300 20058
028 G030300 0
028 G040300 82918
028 H000300 0
055 A000300 N
055 B000300 N
056 000300 N
057 000300 N
062 A000300 Y
062 B000300 0.3
062 C000300 0.0
062 D000300 1.3
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 52.2
062 N000300 1.9
062 O000300 0.0
062 P000300 37.0
062 Q000300 7.0
062 R000300 0.3
063 A000300 0
<PAGE> PAGE 14
063 B000300 7.0
064 A000300 N
070 A010300 Y
070 A020300 Y
070 B010300 N
070 B020300 N
070 C010300 Y
070 C020300 N
070 D010300 N
070 D020300 N
070 E010300 Y
070 E020300 N
070 F010300 N
070 F020300 N
070 G010300 Y
070 G020300 N
070 H010300 N
070 H020300 N
070 I010300 N
070 I020300 N
070 J010300 Y
070 J020300 N
070 K010300 Y
070 K020300 N
070 L010300 Y
070 L020300 Y
070 M010300 N
070 M020300 N
070 N010300 Y
070 N020300 Y
070 O010300 Y
070 O020300 N
070 P010300 Y
070 P020300 N
070 Q010300 N
070 Q020300 N
070 R010300 N
070 R020300 N
071 A000300 424852
071 B000300 221663
071 C000300 766526
071 D000300 29
072 A000300 6
072 B000300 25338
072 C000300 0
072 D000300 0
072 E000300 0
072 F000300 47
072 G000300 392
072 H000300 0
072 I000300 205
<PAGE> PAGE 15
072 J000300 3
072 K000300 0
072 L000300 8
072 M000300 1
072 N000300 0
072 O000300 29
072 P000300 0
072 Q000300 0
072 R000300 4
072 S000300 0
072 T000300 126
072 U000300 0
072 V000300 1
072 W000300 0
072 X000300 816
072 Y000300 0
072 Z000300 24522
072AA000300 1482
072BB000300 299
072CC010300 5486
072CC020300 0
072DD010300 24522
072DD020300 0
072EE000300 0
073 A010300 0.3200
073 A020300 0.0000
073 B000300 0.0000
073 C000300 0.0000
074 A000300 0
074 B000300 11824
074 C000300 2921
074 D000300 865560
074 E000300 0
074 F000300 0
074 G000300 0
074 H000300 0
074 I000300 168
074 J000300 3962
074 K000300 0
074 L000300 16609
074 M000300 0
074 N000300 901044
074 O000300 8631
074 P000300 159
074 Q000300 0
074 R010300 0
074 R020300 0
074 R030300 0
074 R040300 9614
074 S000300 0
074 T000300 882640
<PAGE> PAGE 16
074 U010300 85750
074 U020300 0
074 V010300 10.29
074 V020300 0.00
074 W000300 0.0000
074 X000300 15225
074 Y000300 0
075 A000300 0
075 B000300 786319
076 000300 0.00
015 A000401 STATE STREET BANK & TRUST CO.
015 B000401 C
015 C010401 BOSTON
015 C020401 MA
015 C030401 02110
015 E010401 X
025 A000401 LEHMAN BROTHERS
025 B000401 13-2518466
025 C000401 D
025 D000401 879
028 A010400 16994
028 A020400 409
028 A030400 0
028 A040400 4523
028 B010400 11769
028 B020400 415
028 B030400 0
028 B040400 4533
028 C010400 12087
028 C020400 563
028 C030400 0
028 C040400 6723
028 D010400 13268
028 D020400 495
028 D030400 0
028 D040400 4632
028 E010400 10089
028 E020400 564
028 E030400 0
028 E040400 4212
028 F010400 10279
028 F020400 579
028 F030400 0
028 F040400 3606
028 G010400 74486
028 G020400 3025
028 G030400 0
028 G040400 28229
028 H000400 0
055 A000400 N
055 B000400 N
<PAGE> PAGE 17
056 000400 N
057 000400 N
062 A000400 Y
062 B000400 0.0
062 C000400 0.0
062 D000400 0.1
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 58.6
062 N000400 0.0
062 O000400 0.0
062 P000400 34.8
062 Q000400 4.7
062 R000400 1.8
063 A000400 0
063 B000400 21.7
064 A000400 N
070 A010400 Y
070 A020400 Y
070 B010400 N
070 B020400 N
070 C010400 Y
070 C020400 N
070 D010400 N
070 D020400 N
070 E010400 Y
070 E020400 N
070 F010400 N
070 F020400 N
070 G010400 Y
070 G020400 N
070 H010400 N
070 H020400 N
070 I010400 N
070 I020400 N
070 J010400 Y
070 J020400 Y
070 K010400 Y
070 K020400 N
070 L010400 Y
070 L020400 Y
070 M010400 N
070 M020400 N
070 N010400 Y
070 N020400 N
<PAGE> PAGE 18
070 O010400 Y
070 O020400 N
070 P010400 Y
070 P020400 N
070 Q010400 N
070 Q020400 N
070 R010400 N
070 R020400 N
071 A000400 88486
071 B000400 39800
071 C000400 112612
071 D000400 35
072 A000400 6
072 B000400 3641
072 C000400 0
072 D000400 0
072 E000400 0
072 F000400 6
072 G000400 0
072 H000400 0
072 I000400 77
072 J000400 8
072 K000400 0
072 L000400 4
072 M000400 0
072 N000400 0
072 O000400 4
072 P000400 0
072 Q000400 0
072 R000400 4
072 S000400 0
072 T000400 15
072 U000400 0
072 V000400 1
072 W000400 0
072 X000400 119
072 Y000400 0
072 Z000400 3522
072AA000400 256
072BB000400 185
072CC010400 3083
072CC020400 0
072DD010400 3522
072DD020400 0
072EE000400 95
073 A010400 0.3320
073 A020400 0.0000
073 B000400 0.0090
073 C000400 0.0000
074 A000400 0
074 B000400 173
<PAGE> PAGE 19
074 C000400 0
074 D000400 137641
074 E000400 0
074 F000400 0
074 G000400 0
074 H000400 0
074 I000400 28
074 J000400 2564
074 K000400 0
074 L000400 2754
074 M000400 0
074 N000400 143160
074 O000400 1507
074 P000400 40
074 Q000400 0
074 R010400 0
074 R020400 0
074 R030400 0
074 R040400 1320
074 S000400 0
074 T000400 140293
074 U010400 12689
074 U020400 0
074 V010400 11.06
074 V020400 0.00
074 W000400 0.0000
074 X000400 6583
074 Y000400 0
075 A000400 0
075 B000400 115147
076 000400 0.00
SIGNATURE GARY P. SOURA
TITLE MANAGER
<TABLE> <S> <C>
<ARTICLE> 6
<CIK> 0000794105
<NAME> VANGUARD BOND INDEX FUND
<SERIES>
<NUMBER> 011
<NAME> TOTAL BOND MARKET PORTFOLIO - INVESTOR SHARES
<MULTIPLIER> 1000
<CURRENCY> US
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> DEC-31-1998
<PERIOD-START> JAN-01-1998
<PERIOD-END> JUN-30-1998
<EXCHANGE-RATE> 1
<INVESTMENTS-AT-COST> 7759990
<INVESTMENTS-AT-VALUE> 8013223
<RECEIVABLES> 260371
<ASSETS-OTHER> 3621
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 8277215
<PAYABLE-FOR-SECURITIES> 147026
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 94375
<TOTAL-LIABILITIES> 241401
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 7785980
<SHARES-COMMON-STOCK> 612793
<SHARES-COMMON-PRIOR> 508189
<ACCUMULATED-NII-CURRENT> 0
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> (3399)
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 253233
<NET-ASSETS> 6232590
<DIVIDEND-INCOME> 0
<INTEREST-INCOME> 235754
<OTHER-INCOME> 0
<EXPENSES-NET> 6741
<NET-INVESTMENT-INCOME> 229013
<REALIZED-GAINS-CURRENT> 10324
<APPREC-INCREASE-CURRENT> 45505
<NET-CHANGE-FROM-OPS> 284842
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 175182
<DISTRIBUTIONS-OF-GAINS> 0
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 139530
<NUMBER-OF-SHARES-REDEEMED> 50471
<SHARES-REINVESTED> 15545
<NET-CHANGE-IN-ASSETS> 1278370
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> (12869)
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 454
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 6741
<AVERAGE-NET-ASSETS> 5680451
<PER-SHARE-NAV-BEGIN> 10.09
<PER-SHARE-NII> 0.313
<PER-SHARE-GAIN-APPREC> 0.080
<PER-SHARE-DIVIDEND> 0.313
<PER-SHARE-DISTRIBUTIONS> 0
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 10.17
<EXPENSE-RATIO> 0.21
<AVG-DEBT-OUTSTANDING> 0
<AVG-DEBT-PER-SHARE> 0
</TABLE>
<TABLE> <S> <C>
<ARTICLE> 6
<CIK> 0000794105
<NAME> VANGUARD BOND INDEX FUND
<SERIES>
<NUMBER> 012
<NAME> TOTAL BOND MARKET PORTFOLIO - INSTITUTIONAL SHARES
<MULTIPLIER> 1000
<CURRENCY> US
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> DEC-31-1998
<PERIOD-START> JAN-01-1998
<PERIOD-END> JUN-30-1998
<EXCHANGE-RATE> 1
<INVESTMENTS-AT-COST> 7759990
<INVESTMENTS-AT-VALUE> 8013223
<RECEIVABLES> 260371
<ASSETS-OTHER> 3621
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 8277215
<PAYABLE-FOR-SECURITIES> 147026
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 94375
<TOTAL-LIABILITIES> 241401
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 7785980
<SHARES-COMMON-STOCK> 177298
<SHARES-COMMON-PRIOR> 161306
<ACCUMULATED-NII-CURRENT> 0
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> (3399)
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 253233
<NET-ASSETS> 1803224
<DIVIDEND-INCOME> 0
<INTEREST-INCOME> 235754
<OTHER-INCOME> 0
<EXPENSES-NET> 6741
<NET-INVESTMENT-INCOME> 229013
<REALIZED-GAINS-CURRENT> 10324
<APPREC-INCREASE-CURRENT> 45505
<NET-CHANGE-FROM-OPS> 284842
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 53831
<DISTRIBUTIONS-OF-GAINS> 0
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 24891
<NUMBER-OF-SHARES-REDEEMED> 13281
<SHARES-REINVESTED> 4382
<NET-CHANGE-IN-ASSETS> 1278370
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> (12869)
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 454
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 6741
<AVERAGE-NET-ASSETS> 1717370
<PER-SHARE-NAV-BEGIN> 10.09
<PER-SHARE-NII> 0.318
<PER-SHARE-GAIN-APPREC> 0.080
<PER-SHARE-DIVIDEND> 0.318
<PER-SHARE-DISTRIBUTIONS> 0
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 10.17
<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
<SERIES>
<NUMBER> 02
<NAME> SHORT-TERM BOND PORTFOLIO
<MULTIPLIER> 1000
<CURRENCY> US
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> DEC-31-1998
<PERIOD-START> JAN-01-1998
<PERIOD-END> JUN-30-1998
<EXCHANGE-RATE> 1
<INVESTMENTS-AT-COST> 557349
<INVESTMENTS-AT-VALUE> 561873
<RECEIVABLES> 17935
<ASSETS-OTHER> 105
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 579913
<PAYABLE-FOR-SECURITIES> 12267
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 4730
<TOTAL-LIABILITIES> 16997
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 557757
<SHARES-COMMON-STOCK> 56231
<SHARES-COMMON-PRIOR> 44613
<ACCUMULATED-NII-CURRENT> 0
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 635
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 4524
<NET-ASSETS> 562916
<DIVIDEND-INCOME> 0
<INTEREST-INCOME> 15077
<OTHER-INCOME> 0
<EXPENSES-NET> 522
<NET-INVESTMENT-INCOME> 14555
<REALIZED-GAINS-CURRENT> 654
<APPREC-INCREASE-CURRENT> 358
<NET-CHANGE-FROM-OPS> 15567
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 14555
<DISTRIBUTIONS-OF-GAINS> 740
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 16629
<NUMBER-OF-SHARES-REDEEMED> 6308
<SHARES-REINVESTED> 1297
<NET-CHANGE-IN-ASSETS> 116647
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> 721
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 31
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 522
<AVERAGE-NET-ASSETS> 504084
<PER-SHARE-NAV-BEGIN> 10.00
<PER-SHARE-NII> 0.290
<PER-SHARE-GAIN-APPREC> 0.025
<PER-SHARE-DIVIDEND> 0.290
<PER-SHARE-DISTRIBUTIONS> 0.015
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 10.01
<EXPENSE-RATIO> 0.21
<AVG-DEBT-OUTSTANDING> 0
<AVG-DEBT-PER-SHARE> 0
</TABLE>
<TABLE> <S> <C>
<ARTICLE> 6
<CIK> 0000794105
<NAME> VANGUARD BOND INDEX FUND
<SERIES>
<NUMBER> 04
<NAME> LONG-TERM BOND PORTFOLIO
<MULTIPLIER> 1000
<CURRENCY> US
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> DEC-31-1998
<PERIOD-START> JAN-01-1998
<PERIOD-END> JUN-30-1998
<EXCHANGE-RATE> 1
<INVESTMENTS-AT-COST> 129140
<INVESTMENTS-AT-VALUE> 137814
<RECEIVABLES> 5318
<ASSETS-OTHER> 28
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 143160
<PAYABLE-FOR-SECURITIES> 1507
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 1360
<TOTAL-LIABILITIES> 2867
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 131551
<SHARES-COMMON-STOCK> 12689
<SHARES-COMMON-PRIOR> 8157
<ACCUMULATED-NII-CURRENT> 0
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 68
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 8674
<NET-ASSETS> 140293
<DIVIDEND-INCOME> 0
<INTEREST-INCOME> 3641
<OTHER-INCOME> 0
<EXPENSES-NET> 119
<NET-INVESTMENT-INCOME> 3522
<REALIZED-GAINS-CURRENT> 71
<APPREC-INCREASE-CURRENT> 3083
<NET-CHANGE-FROM-OPS> 6676
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 3522
<DISTRIBUTIONS-OF-GAINS> 95
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 6861
<NUMBER-OF-SHARES-REDEEMED> 2607
<SHARES-REINVESTED> 278
<NET-CHANGE-IN-ASSETS> 52341
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> 92
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 6
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 119
<AVERAGE-NET-ASSETS> 115147
<PER-SHARE-NAV-BEGIN> 10.78
<PER-SHARE-NII> 0.332
<PER-SHARE-GAIN-APPREC> 0.289
<PER-SHARE-DIVIDEND> 0.332
<PER-SHARE-DISTRIBUTIONS> 0.009
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 11.06
<EXPENSE-RATIO> 0.21
<AVG-DEBT-OUTSTANDING> 0
<AVG-DEBT-PER-SHARE> 0
</TABLE>
<TABLE> <S> <C>
<ARTICLE> 6
<CIK> 0000794105
<NAME> VANGUARD BOND INDEX FUND
<SERIES>
<NUMBER> 03
<NAME> INTERMEDIATE-TERM BOND PORTFOLIO
<MULTIPLIER> 1000
<CURRENCY> US
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> DEC-31-1998
<PERIOD-START> JAN-01-1998
<PERIOD-END> JUN-30-1998
<EXCHANGE-RATE> 1
<INVESTMENTS-AT-COST> 853631
<INVESTMENTS-AT-VALUE> 880305
<RECEIVABLES> 20571
<ASSETS-OTHER> 168
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 901044
<PAYABLE-FOR-SECURITIES> 8631
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 9773
<TOTAL-LIABILITIES> 18404
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 858802
<SHARES-COMMON-STOCK> 85750
<SHARES-COMMON-PRIOR> 67296
<ACCUMULATED-NII-CURRENT> 0
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> (2836)
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 26674
<NET-ASSETS> 882640
<DIVIDEND-INCOME> 0
<INTEREST-INCOME> 25338
<OTHER-INCOME> 0
<EXPENSES-NET> 816
<NET-INVESTMENT-INCOME> 24522
<REALIZED-GAINS-CURRENT> 1183
<APPREC-INCREASE-CURRENT> 5486
<NET-CHANGE-FROM-OPS> 31191
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 24522
<DISTRIBUTIONS-OF-GAINS> 0
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 24597
<NUMBER-OF-SHARES-REDEEMED> 8100
<SHARES-REINVESTED> 1957
<NET-CHANGE-IN-ASSETS> 196058
<ACCUMULATED-NII-PRIOR> 0
<ACCUMULATED-GAINS-PRIOR> (4019)
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 47
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 816
<AVERAGE-NET-ASSETS> 786319
<PER-SHARE-NAV-BEGIN> 10.20
<PER-SHARE-NII> 0.320
<PER-SHARE-GAIN-APPREC> 0.090
<PER-SHARE-DIVIDEND> 0.320
<PER-SHARE-DISTRIBUTIONS> 0
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 10.29
<EXPENSE-RATIO> 0.21
<AVG-DEBT-OUTSTANDING> 0
<AVG-DEBT-PER-SHARE> 0
</TABLE>