<PAGE> PAGE 1
000 A000000 06/30/99
000 C000000 0000862084
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 INSTITUTIONAL INDEX FUND
001 B000000 811-6093
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 N
007 B000000 0
007 C010100 1
007 C010200 2
007 C010300 3
007 C010400 4
007 C010500 5
007 C010600 6
007 C010700 7
007 C010800 8
007 C010900 9
007 C011000 10
010 A000001 THE VANGUARD GROUP, INC.
010 B000001 801-11953
010 C010001 MALVERN
010 C020001 PA
010 C030001 19355
012 A000001 THE VANGUARD GROUP, INC.
012 B000001 84-772
012 C010001 MALVERN
012 C020001 PA
012 C030001 19355
013 A000001 PRICEWATERHOUSECOOPERS LLP
013 B010001 PHILADELPHIA
013 B020001 PA
013 B030001 19103
014 A000001 VANGUARD MARKETING CORPORATION
014 B000001 8-21570
015 A000001 FIRST UNION BANK
015 B000001 C
015 C010001 PHILADELPHIA
<PAGE> PAGE 2
015 C020001 PA
015 C030001 19106
015 E010001 X
018 000000 Y
019 A000000 Y
019 B000000 102
019 C000000 VANGUARDGR
020 A000001 SMITH BARNEY INC.
020 B000001 13-1912900
020 C000001 136
020 A000002 BEAR, STEARNS & CO.
020 B000002 13-3299429
020 C000002 134
020 A000003 PAINEWEBBER INCORPORATED
020 B000003 13-2638166
020 C000003 83
020 A000004 MORGAN STANLEY & CO., INC.
020 B000004 13-2655998
020 C000004 60
020 A000005 INVESTMENT TECHNOLOGY GROUP, INC.
020 B000005 95-4339369
020 C000005 57
020 A000006 ABN AMRO INCORPORATED
020 B000006 13-3227945
020 C000006 44
020 A000007 INSTINET CORPORATION
020 B000007 13-3443395
020 C000007 41
020 A000008 CREDIT SUISSE FIRST BOSTON CORPORATION
020 B000008 13-5659485
020 C000008 38
020 A000009 GOLDMAN, SACHS & CO.
020 B000009 13-5108880
020 C000009 33
020 A000010 MERRILL LYNCH, PIERCE FENNER & SMITH INC.
020 B000010 13-5674085
020 C000010 31
021 000000 783
022 A000001 THE VANGUARD GROUP, INC./POOLED CASH ACCOUNT
022 B000001 23-1945930
022 C000001 1852213
022 D000001 1935431
022 A000002 SPEAR, LEEDS & KELLOGG CAPITAL MARKETS
022 B000002 13-5515160
022 C000002 255969
022 D000002 5527
022 A000003 VANGUARD EXTENDED MARKET INDEX FUND
022 B000003 23-2482430
022 C000003 35312
022 D000003 2590
022 A000004 GOLDMAN SACHS & CO.
<PAGE> PAGE 3
022 B000004 13-5108880
022 C000004 27757
022 D000004 460
022 A000005 BANKERS TRUST CORP.
022 C000005 0
022 D000005 26334
022 A000006 MORTON INTERNATIONAL, INC.
022 C000006 0
022 D000006 14784
022 A000007 LEHMAN BROTHERS INC.
022 B000007 13-2518466
022 C000007 9880
022 D000007 0
022 A000008 VANGUARD SMALL CAPITALIZATION STOCK PORTFOLIO
022 B000008 52-0794097
022 C000008 7025
022 D000008 355
022 A000009 ROHM & HAAS CO.
022 C000009 0
022 D000009 6118
022 A000010 SMITH BARNEY INC.
022 B000010 13-1912900
022 C000010 5264
022 D000010 0
023 C000000 2227795
023 D000000 1998938
024 000000 Y
025 A000001 MORGAN STANLEY DEAN WITTER & CO.
025 B000001 13-2655998
025 C000001 E
025 D000001 171526
025 A000002 MERRILL LYNCH, PIERCE FENNER & SMITH INC.
025 B000002 13-5674085
025 C000002 E
025 D000002 85552
025 A000003 PAINEWEBBER GROUP
025 B000003 13-2638166
025 C000003 E
025 D000003 19686
025 A000004 BEAR STEARNS CO., INC.
025 B000004 13-3299429
025 C000004 E
025 D000004 15523
025 A000005 DELETE
025 D000005 0
025 D000006 0
025 D000007 0
025 D000008 0
026 A000000 N
026 B000000 N
026 C000000 N
<PAGE> PAGE 4
026 D000000 Y
026 E000000 N
026 F000000 N
026 G010000 N
026 G020000 Y
026 H000000 N
027 000000 Y
028 A010000 1248110
028 A020000 0
028 A030000 0
028 A040000 586916
028 B010000 966852
028 B020000 2
028 B030000 0
028 B040000 500300
028 C010000 1655662
028 C020000 172305
028 C030000 0
028 C040000 1243645
028 D010000 1918585
028 D020000 3
028 D030000 0
028 D040000 1135100
028 E010000 845451
028 E020000 0
028 E030000 0
028 E040000 432462
028 F010000 1176195
028 F020000 101349
028 F030000 0
028 F040000 1852398
028 G010000 7810855
028 G020000 273659
028 G030000 0
028 G040000 5750821
028 H000000 0
029 000000 N
030 A000000 0
030 B000000 0.00
030 C000000 0.00
031 A000000 0
031 B000000 0
032 000000 0
033 000000 0
034 000000 N
035 000000 0
036 B000000 0
037 000000 N
038 000000 0
039 000000 N
040 000000 N
<PAGE> PAGE 5
042 A000000 0
042 B000000 0
042 C000000 0
042 D000000 0
042 E000000 0
042 F000000 0
042 G000000 0
042 H000000 0
043 000000 0
044 000000 0
045 000000 N
048 000000 0.000
048 A010000 0
048 A020000 0.000
048 B010000 0
048 B020000 0.000
048 C010000 0
048 C020000 0.000
048 D010000 0
048 D020000 0.000
048 E010000 0
048 E020000 0.000
048 F010000 0
048 F020000 0.000
048 G010000 0
048 G020000 0.000
048 H010000 0
048 H020000 0.000
048 I010000 0
048 I020000 0.000
048 J010000 0
048 J020000 0.000
048 K010000 0
048 K020000 0.000
055 A000000 N
055 B000000 N
056 000000 N
057 000000 N
058 A000000 N
059 000000 Y
060 A000000 Y
060 B000000 Y
061 000000 10000000
062 A000000 N
062 B000000 0.0
062 C000000 0.0
062 D000000 0.0
062 E000000 0.0
062 F000000 0.0
062 G000000 0.0
062 H000000 0.0
<PAGE> PAGE 6
062 I000000 0.0
062 J000000 0.0
062 K000000 0.0
062 L000000 0.0
062 M000000 0.0
062 N000000 0.0
062 O000000 0.0
062 P000000 0.0
062 Q000000 0.0
062 R000000 0.0
063 A000000 0
063 B000000 0.0
066 A000000 Y
066 B000000 N
066 C000000 N
066 D000000 N
066 E000000 Y
066 F000000 N
066 G000000 N
067 000000 N
068 A000000 N
068 B000000 N
069 000000 Y
070 A010000 Y
070 A020000 Y
070 B010000 Y
070 B020000 N
070 C010000 N
070 C020000 N
070 D010000 Y
070 D020000 N
070 E010000 N
070 E020000 N
070 F010000 Y
070 F020000 Y
070 G010000 Y
070 G020000 N
070 H010000 Y
070 H020000 N
070 I010000 N
070 I020000 N
070 J010000 Y
070 J020000 N
070 K010000 Y
070 K020000 N
070 L010000 Y
070 L020000 Y
070 M010000 Y
070 M020000 N
070 N010000 Y
070 N020000 Y
<PAGE> PAGE 7
070 O010000 Y
070 O020000 N
070 P010000 Y
070 P020000 Y
070 Q010000 N
070 Q020000 N
070 R010000 N
070 R020000 N
071 A000000 4106065
071 B000000 1869747
071 C000000 30139699
071 D000000 6
072 A000000 6
072 B000000 4467
072 C000000 201921
072 D000000 0
072 E000000 362
072 F000000 0
072 G000000 3013
072 H000000 0
072 I000000 4963
072 J000000 0
072 K000000 0
072 L000000 0
072 M000000 0
072 N000000 0
072 O000000 0
072 P000000 0
072 Q000000 0
072 R000000 0
072 S000000 0
072 T000000 0
072 U000000 0
072 V000000 0
072 W000000 0
072 X000000 7976
072 Y000000 0
072 Z000000 198774
072AA000000 1164686
072BB000000 33344
072CC010000 2247131
072CC020000 0
072DD010000 152725
072DD020000 39039
072EE000000 107706
073 A010000 0.7300
073 A020000 0.7480
073 B000000 0.4200
073 C000000 0.0000
074 A000000 2960
074 B000000 17400
<PAGE> PAGE 8
074 C000000 12958
074 D000000 0
074 E000000 0
074 F000000 32790756
074 G000000 0
074 H000000 0
074 I000000 0
074 J000000 649556
074 K000000 0
074 L000000 253289
074 M000000 0
074 N000000 33726919
074 O000000 139070
074 P000000 0
074 Q000000 0
074 R010000 0
074 R020000 0
074 R030000 0
074 R040000 687739
074 S000000 0
074 T000000 32900110
074 U010000 211933
074 U020000 50016
074 V010000 125.60
074 V020000 125.60
074 W000000 0.0000
074 X000000 21125
074 Y000000 12958
075 A000000 0
075 B000000 30324661
076 000000 0.00
077 A000000 N
078 000000 N
080 A000000 ICI MUTUAL INSURANCE COMPANY
080 C000000 350000
081 A000000 Y
081 B000000 181
082 A000000 N
082 B000000 0
083 A000000 N
083 B000000 0
084 A000000 N
084 B000000 0
085 A000000 Y
085 B000000 N
086 A010000 0
086 A020000 0
086 B010000 0
086 B020000 0
086 C010000 0
086 C020000 0
<PAGE> PAGE 9
086 D010000 0
086 D020000 0
086 E010000 0
086 E020000 0
086 F010000 0
086 F020000 0
SIGNATURE GARY P. SOURA
TITLE MANAGER
WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
<TABLE> <S> <C>
<ARTICLE> 6
<RESTATED>
<CIK> 0000862084
<NAME> VANGUARD INSTITUTIONAL INDEX FUND
<SERIES>
<NUMBER> 001
<NAME> VANGUARD INSTITUTIONAL INDEX FUND-INSTITUTIONAL SHARES
<MULTIPLIER> 1000
<CURRENCY> US
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> DEC-31-1999
<PERIOD-START> JAN-01-1999
<PERIOD-END> JUN-30-1999
<EXCHANGE-RATE> 1
<INVESTMENTS-AT-COST> 19176387
<INVESTMENTS-AT-VALUE> 32821114
<RECEIVABLES> 902845
<ASSETS-OTHER> 2960
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 33726919
<PAYABLE-FOR-SECURITIES> 139070
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 687739
<TOTAL-LIABILITIES> 826809
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 19143191
<SHARES-COMMON-STOCK> 211933
<SHARES-COMMON-PRIOR> 197950
<ACCUMULATED-NII-CURRENT> 10396
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 99987
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 13646536
<NET-ASSETS> 26617972
<DIVIDEND-INCOME> 201921
<INTEREST-INCOME> 4467
<OTHER-INCOME> 362
<EXPENSES-NET> 7976
<NET-INVESTMENT-INCOME> 198774
<REALIZED-GAINS-CURRENT> 1131342
<APPREC-INCREASE-CURRENT> 2247131
<NET-CHANGE-FROM-OPS> 3577247
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 152725
<DISTRIBUTIONS-OF-GAINS> 86316
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 48053
<NUMBER-OF-SHARES-REDEEMED> 35904
<SHARES-REINVESTED> 1834
<NET-CHANGE-IN-ASSETS> 5611470
<ACCUMULATED-NII-PRIOR> 3386
<ACCUMULATED-GAINS-PRIOR> 102885
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 3013
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 7976
<AVERAGE-NET-ASSETS> 24292846
<PER-SHARE-NAV-BEGIN> 112.85
<PER-SHARE-NII> 0.755
<PER-SHARE-GAIN-APPREC> 13.145
<PER-SHARE-DIVIDEND> 0.730
<PER-SHARE-DISTRIBUTIONS> 0.420
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 125.60
<EXPENSE-RATIO> 0.06
[AVG-DEBT-OUTSTANDING] 0
[AVG-DEBT-PER-SHARE] 0
</TABLE>
WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
<TABLE> <S> <C>
<ARTICLE> 6
<RESTATED>
<CIK> 0000862084
<NAME> VANGUARD INSTITUTIONAL INDEX FUND
<SERIES>
<NUMBER> 002
<NAME> VANGUARD INSTITUTIONAL INDEX FUND- PLUS SHARES
<MULTIPLIER> 1000
<CURRENCY> US
<S> <C>
<PERIOD-TYPE> 6-MOS
<FISCAL-YEAR-END> DEC-31-1999
<PERIOD-START> JAN-01-1999
<PERIOD-END> JUN-30-1999
<EXCHANGE-RATE> 1
<INVESTMENTS-AT-COST> 19176387
<INVESTMENTS-AT-VALUE> 32821114
<RECEIVABLES> 902845
<ASSETS-OTHER> 2960
<OTHER-ITEMS-ASSETS> 0
<TOTAL-ASSETS> 33726919
<PAYABLE-FOR-SECURITIES> 139070
<SENIOR-LONG-TERM-DEBT> 0
<OTHER-ITEMS-LIABILITIES> 687739
<TOTAL-LIABILITIES> 826809
<SENIOR-EQUITY> 0
<PAID-IN-CAPITAL-COMMON> 19143191
<SHARES-COMMON-STOCK> 50016
<SHARES-COMMON-PRIOR> 43868
<ACCUMULATED-NII-CURRENT> 10396
<OVERDISTRIBUTION-NII> 0
<ACCUMULATED-NET-GAINS> 99987
<OVERDISTRIBUTION-GAINS> 0
<ACCUM-APPREC-OR-DEPREC> 13646536
<NET-ASSETS> 6282138
<DIVIDEND-INCOME> 201921
<INTEREST-INCOME> 4467
<OTHER-INCOME> 362
<EXPENSES-NET> 7976
<NET-INVESTMENT-INCOME> 198774
<REALIZED-GAINS-CURRENT> 1131342
<APPREC-INCREASE-CURRENT> 2247131
<NET-CHANGE-FROM-OPS> 3577247
<EQUALIZATION> 0
<DISTRIBUTIONS-OF-INCOME> 39039
<DISTRIBUTIONS-OF-GAINS> 21390
<DISTRIBUTIONS-OTHER> 0
<NUMBER-OF-SHARES-SOLD> 17840
<NUMBER-OF-SHARES-REDEEMED> 12168
<SHARES-REINVESTED> 476
<NET-CHANGE-IN-ASSETS> 5611470
<ACCUMULATED-NII-PRIOR> 3386
<ACCUMULATED-GAINS-PRIOR> 102885
<OVERDISTRIB-NII-PRIOR> 0
<OVERDIST-NET-GAINS-PRIOR> 0
<GROSS-ADVISORY-FEES> 3013
<INTEREST-EXPENSE> 0
<GROSS-EXPENSE> 7976
<AVERAGE-NET-ASSETS> 6031815
<PER-SHARE-NAV-BEGIN> 112.85
<PER-SHARE-NII> 0.773
<PER-SHARE-GAIN-APPREC> 13.145
<PER-SHARE-DIVIDEND> 0.748
<PER-SHARE-DISTRIBUTIONS> 0.420
<RETURNS-OF-CAPITAL> 0
<PER-SHARE-NAV-END> 125.60
<EXPENSE-RATIO> 0.025
[AVG-DEBT-OUTSTANDING] 0
[AVG-DEBT-PER-SHARE] 0
</TABLE>
