For personal use only · The Vanguard Group, Inc. in the US has completed and filed Form NSAR-B...

US SEC Filing Announcement for the Vanguard® Exchange Traded Funds US SEC Filing Announcement for the Vanguard® Exchange Traded Funds

28 February 2017 Vanguard Investments Australia Ltd announces the following:

ETF ASX CODE

ANNOUNCEMENT

Vanguard® US Total Market Shares Index ETF VTS US SEC Filing of Form NSAR-B

The Vanguard Group, Inc. in the US has completed and filed Form NSAR-B (annual report) for Registered Investment Companies with the Securities and Exchange Commission (SEC) in the US as part of the regulatory requirements of the SEC. The completed form is attached and can be viewed online at the SEC website at: https://www.sec.gov/Archives/edgar/data/36405/000093247117003358/0000932471-17-003358-index.htm Further details of the SEC requirements for this filing are available at: sec.gov/about/forms/formn-sar.pdf Note: The SEC filing relates to the Vanguard ETF listed in the United States of America under code ‘VTI’, CDIs are issued in Australia by Vanguard Investments Australia Ltd under the ASX code ‘VTS’. Further Information If you have any queries on Vanguard ETFs, please visit vanguard.com.au/etf © 2017 Vanguard Investments Australia Ltd (ABN 72 072 881 086 / AFS Licence 227263) (Vanguard) is the issuer of the Prospectus on behalf of the US listed ETFs described in the Prospectus. Vanguard has arranged for the interests in the US ETFs to be made available to Australian investors via CHESS Depositary Interests (CDIs) that are quoted on the AQUA market of the ASX. Vanguard is a wholly owned subsidiary of The Vanguard Group, Inc. based in the US. All rights reserved. Vanguard Investments Australia Ltd, Level 34, Freshwater Place, 2 Southbank Boulevard, Southbank VIC 3006 vanguard.com.au 1300 655 888

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https://www.sec.gov/Archives/edgar/data/36405/000093247117003358/0000932471-17-003358-index.htm

https://www.sec.gov/Archives/edgar/data/36405/000093247117003358/0000932471-17-003358.txt[2/27/2017 5:01:32 PM]

<SEC-DOCUMENT>0000932471-17-003358.txt : 20170227<SEC-HEADER>0000932471-17-003358.hdr.sgml : 20170227<ACCEPTANCE-DATETIME>20170227165002ACCESSION NUMBER: 0000932471-17-003358CONFORMED SUBMISSION TYPE: NSAR-BPUBLIC DOCUMENT COUNT: 4CONFORMED PERIOD OF REPORT: 20161231FILED AS OF DATE: 20170227DATE AS OF CHANGE: 20170227EFFECTIVENESS DATE: 20170227

FILER:

COMPANY DATA: COMPANY CONFORMED NAME: VANGUARD INDEX FUNDS CENTRAL INDEX KEY: 0000036405 IRS NUMBER: 231999755 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231

FILING VALUES: FORM TYPE: NSAR-B SEC ACT: 1940 Act SEC FILE NUMBER: 811-02652 FILM NUMBER: 17642541

BUSINESS ADDRESS: STREET 1: PO BOX 2600 STREET 2: V26 CITY: VALLEY FORGE STATE: PA ZIP: 19482 BUSINESS PHONE: 6106691000

MAIL ADDRESS: STREET 1: PO BOX 2600 STREET 2: V26 CITY: VALLEY FORGE STATE: PA ZIP: 19482

FORMER COMPANY: FORMER CONFORMED NAME: VANGUARD INDEX FUNDS/ DATE OF NAME CHANGE: 20011121

FORMER COMPANY: FORMER CONFORMED NAME: VANGUARD INDEX TRUST DATE OF NAME CHANGE: 19920703

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<CLASS-CONTRACT-NAME>Institutional Shares</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000179713<CLASS-CONTRACT-NAME>Institutional Plus Shares</CLASS-CONTRACT></SERIES><SERIES><OWNER-CIK>0000036405<SERIES-ID>S000002840<SERIES-NAME>Vanguard Value Index Fund<CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007775<CLASS-CONTRACT-NAME>Investor Shares<CLASS-CONTRACT-TICKER-SYMBOL>VIVAX</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007776<CLASS-CONTRACT-NAME>Admiral Shares<CLASS-CONTRACT-TICKER-SYMBOL>VVIAX</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007777<CLASS-CONTRACT-NAME>Institutional Shares<CLASS-CONTRACT-TICKER-SYMBOL>VIVIX</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007778<CLASS-CONTRACT-NAME>ETF Shares<CLASS-CONTRACT-TICKER-SYMBOL>VTV</CLASS-CONTRACT></SERIES><SERIES><OWNER-CIK>0000036405<SERIES-ID>S000002841<SERIES-NAME>Vanguard Extended Market Index Fund<CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007779<CLASS-CONTRACT-NAME>Investor Shares<CLASS-CONTRACT-TICKER-SYMBOL>VEXMX</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007780<CLASS-CONTRACT-NAME>Admiral Shares<CLASS-CONTRACT-TICKER-SYMBOL>VEXAX</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007781<CLASS-CONTRACT-NAME>Institutional Shares<CLASS-CONTRACT-TICKER-SYMBOL>VIEIX</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007782<CLASS-CONTRACT-NAME>ETF Shares<CLASS-CONTRACT-TICKER-SYMBOL>VXF</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000096110<CLASS-CONTRACT-NAME>Institutional Plus Shares<CLASS-CONTRACT-TICKER-SYMBOL>VEMPX</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000170275<CLASS-CONTRACT-NAME>Institutional Select Shares<CLASS-CONTRACT-TICKER-SYMBOL>VSEMX</CLASS-CONTRACT></SERIES><SERIES><OWNER-CIK>0000036405<SERIES-ID>S000002842<SERIES-NAME>Vanguard Growth Index Fund<CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007783<CLASS-CONTRACT-NAME>Investor Shares<CLASS-CONTRACT-TICKER-SYMBOL>VIGRX</CLASS-CONTRACT><CLASS-CONTRACT><CLASS-CONTRACT-ID>C000007784<CLASS-CONTRACT-NAME>Admiral Shares<CLASS-CONTRACT-TICKER-SYMBOL>VIGAX</CLASS-CONTRACT>

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028 G010200 10701328028 G020200 383851028 G030200 0028 G040200 9256683028 H000200 0028 A010300 6372854028 A020300 0028 A030300 0028 A040300 4038918028 B010300 7972455028 B020300 0028 B030300 0028 B040300 3321610028 C010300 6601056028 C020300 1792258028 C030300 0028 C040300 2769257028 D010300 7620889028 D020300 0028 D030300 0028 D040300 2886331028 E010300 11464453028 E020300 0028 E030300 0028 E040300 7069592028 F010300 7324407028 F020300 2483965028 F030300 0028 F040300 5815082028 G010300 47356114028 G020300 4276223028 G030300 0028 G040300 25900790028 H000300 0028 A010400 501436028 A020400 0028 A030400 0028 A040400 230708028 B010400 698003028 B020400 0028 B030400 0028 B040400 361141028 C010400 1200327028 C020400 122242028 C030400 0028 C040400 721702028 D010400 824538028 D020400 0028 D030400 0028 D040400 293862<PAGE> PAGE 10028 E010400 1758795028 E020400 0028 E030400 0028 E040400 291212028 F010400 1970487028 F020400 157360028 F030400 0028 F040400 890526028 G010400 6953586028 G020400 279602028 G030400 0028 G040400 2789151028 H000400 0028 A010500 441111028 A020500 0028 A030500 0028 A040500 434834028 B010500 646725028 B020500 0028 B030500 0028 B040500 451002028 C010500 1117765028 C020500 93677028 C030500 0028 C040500 765949028 D010500 720454028 D020500 0028 D030500 0028 D040500 365065028 E010500 905816

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028 E020500 0028 E030500 0028 E040500 559255028 F010500 1728376028 F020500 132159028 F030500 0028 F040500 890455028 G010500 5560247028 G020500 225836028 G030500 0028 G040500 3466560028 H000500 0028 A010600 1078947028 A020600 0028 A030600 0028 A040600 702068028 B010600 1125765028 B020600 0028 B030600 0028 B040600 585666028 C010600 2028095<PAGE> PAGE 11028 C020600 211435028 C030600 0028 C040600 1440697028 D010600 1052584028 D020600 0028 D030600 0028 D040600 593858028 E010600 1643348028 E020600 0028 E030600 0028 E040600 778559028 F010600 2764295028 F020600 286336028 F030600 0028 F040600 1799369028 G010600 9693034028 G020600 497771028 G030600 0028 G040600 5900217028 H000600 0028 A010700 1074556028 A020700 0028 A030700 0028 A040700 873974028 B010700 1084953028 B020700 0028 B030700 0028 B040700 622729028 C010700 2331986028 C020700 209210028 C030700 0028 C040700 1817396028 D010700 1293966028 D020700 0028 D030700 0028 D040700 1034261028 E010700 1388427028 E020700 0028 E030700 0028 E040700 782044028 F010700 3322290028 F020700 270149028 F030700 0028 F040700 2812897028 G010700 10496178028 G020700 479359028 G030700 0028 G040700 7943301028 H000700 0028 A010800 346811028 A020800 0<PAGE> PAGE 12028 A030800 0028 A040800 183069028 B010800 444320028 B020800 0028 B030800 0028 B040800 193739028 C010800 1198894

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028 C020800 68237028 C030800 0028 C040800 846462028 D010800 603618028 D020800 0028 D030800 0028 D040800 658600028 E010800 906754028 E020800 0028 E030800 0028 E040800 245918028 F010800 1672620028 F020800 86026028 F030800 0028 F040800 773801028 G010800 5173017028 G020800 154263028 G030800 0028 G040800 2901589028 H000800 0028 A010900 178969028 A020900 0028 A030900 0028 A040900 197451028 B010900 305961028 B020900 0028 B030900 0028 B040900 218241028 C010900 510398028 C020900 24184028 C030900 0028 C040900 481208028 D010900 553789028 D020900 0028 D030900 0028 D040900 524105028 E010900 391349028 E020900 0028 E030900 0028 E040900 267174028 F010900 624350028 F020900 49672028 F030900 0028 F040900 463529<PAGE> PAGE 13028 G010900 2564816028 G020900 73856028 G030900 0028 G040900 2151708028 H000900 0028 A011000 117586028 A021000 0028 A031000 0028 A041000 98307028 B011000 126149028 B021000 0028 B031000 0028 B041000 84736028 C011000 206098028 C021000 23424028 C031000 0028 C041000 124891028 D011000 217880028 D021000 0028 D031000 0028 D041000 83499028 E011000 236543028 E021000 0028 E031000 0028 E041000 165867028 F011000 282707028 F021000 25987028 F031000 0028 F041000 93411028 G011000 1186963028 G021000 49411028 G031000 0028 G041000 650711028 H001000 0028 A011100 149655028 A021100 0

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028 A031100 0028 A041100 122748028 B011100 197532028 B021100 0028 B031100 0028 B041100 105629028 C011100 203574028 C021100 8011028 C031100 0028 C041100 166805028 D011100 96970028 D021100 0028 D031100 0028 D041100 83872028 E011100 189286<PAGE> PAGE 14028 E021100 0028 E031100 0028 E041100 114268028 F011100 505188028 F021100 12318028 F031100 0028 F041100 370697028 G011100 1342205028 G021100 20329028 G031100 0028 G041100 964019028 H001100 0028 A011200 269470028 A021200 0028 A031200 0028 A041200 125022028 B011200 255989028 B021200 0028 B031200 0028 B041200 92517028 C011200 780096028 C021200 28105028 C031200 0028 C041200 674348028 D011200 283427028 D021200 0028 D031200 0028 D041200 85356028 E011200 524416028 E021200 0028 E031200 0028 E041200 126150028 F011200 868194028 F021200 37034028 F031200 0028 F041200 409544028 G011200 2981592028 G021200 65139028 G031200 0028 G041200 1512937028 H001200 0029 00AA00 N030 A00AA00 0030 B00AA00 0.00030 C00AA00 0.00031 A00AA00 0031 B00AA00 0032 00AA00 0033 00AA00 0034 00AA00 N035 00AA00 0<PAGE> PAGE 15036 B00AA00 0037 000100 N037 000200 N037 000300 N037 000400 N037 000500 N037 000600 N037 000700 N037 000800 N037 000900 N037 001000 N037 001100 N037 001200 N

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038 000100 0038 000200 0038 000300 0038 000400 0038 000500 0038 000600 0038 000700 0038 000800 0038 000900 0038 001000 0038 001100 0038 001200 0039 000100 Y039 000200 Y039 000300 Y039 000400 Y039 000500 Y039 000600 Y039 000700 Y039 000800 Y039 000900 Y039 001000 Y039 001100 Y039 001200 Y040 000100 N040 000200 N040 000300 N040 000400 N040 000500 N040 000600 N040 000700 N040 000800 N040 000900 N040 001000 N040 001100 N040 001200 N042 A00AA00 0042 B00AA00 0<PAGE> PAGE 16042 C00AA00 0042 D00AA00 0042 E00AA00 0042 F00AA00 0042 G00AA00 0042 H00AA00 0043 00AA00 0044 00AA00 0045 00AA00 N048 00AA00 0.000048 A01AA00 0048 A02AA00 0.000048 B01AA00 0048 B02AA00 0.000048 C01AA00 0048 C02AA00 0.000048 D01AA00 0048 D02AA00 0.000048 E01AA00 0048 E02AA00 0.000048 F01AA00 0048 F02AA00 0.000048 G01AA00 0048 G02AA00 0.000048 H01AA00 0048 H02AA00 0.000048 I01AA00 0048 I02AA00 0.000048 J01AA00 0048 J02AA00 0.000048 K01AA00 0048 K02AA00 0.000055 A000100 N055 B000100 N055 A000200 N055 B000200 N055 A000300 N055 B000300 N055 A000400 N055 B000400 N055 A000500 N055 B000500 N

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055 A000600 N055 B000600 N055 A000700 N055 B000700 N055 A000800 N055 B000800 N055 A000900 N055 B000900 N055 A001000 N<PAGE> PAGE 17055 B001000 N055 A001100 N055 B001100 N055 A001200 N055 B001200 N056 000100 Y056 000200 Y056 000300 Y056 000400 Y056 000500 Y056 000600 Y056 000700 Y056 000800 Y056 000900 Y056 001000 Y056 001100 Y056 001200 Y057 000100 N057 000200 N057 000300 N057 000400 N057 000500 N057 000600 N057 000700 N057 000800 N057 000900 N057 001000 N057 001100 N057 001200 N058 A000100 N058 A000200 N058 A000300 N058 A000400 N058 A000500 N058 A000600 N058 A000700 N058 A000800 N058 A000900 N058 A001000 N058 A001100 N058 A001200 N059 000100 Y059 000200 Y059 000300 Y059 000400 Y059 000500 Y059 000600 Y059 000700 Y059 000800 Y059 000900 Y059 001000 Y<PAGE> PAGE 18059 001100 Y059 001200 Y060 A000100 Y060 B000100 Y060 A000200 Y060 B000200 Y060 A000300 Y060 B000300 Y060 A000400 Y060 B000400 Y060 A000500 Y060 B000500 Y060 A000600 Y060 B000600 Y060 A000700 Y060 B000700 Y060 A000800 Y060 B000800 Y060 A000900 Y

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060 B000900 Y060 A001000 Y060 B001000 Y060 A001100 Y060 B001100 Y060 A001200 Y060 B001200 Y061 000100 0061 000200 0061 000300 0061 000400 0061 000500 0061 000600 0061 000700 0061 000800 0061 000900 0061 001000 0061 001100 0061 001200 0062 A00AA00 N062 B00AA00 0.0062 C00AA00 0.0062 D00AA00 0.0062 E00AA00 0.0062 F00AA00 0.0062 G00AA00 0.0062 H00AA00 0.0062 I00AA00 0.0062 J00AA00 0.0062 K00AA00 0.0062 L00AA00 0.0062 M00AA00 0.0<PAGE> PAGE 19062 N00AA00 0.0062 O00AA00 0.0062 P00AA00 0.0062 Q00AA00 0.0062 R00AA00 0.0063 A00AA00 0063 B00AA00 0.0066 A000100 Y066 B000100 N066 C000100 N066 D000100 N066 E000100 Y066 F000100 N066 G000100 N066 A000200 Y066 B000200 N066 C000200 N066 D000200 Y066 E000200 N066 F000200 N066 G000200 N066 A000300 Y066 B000300 N066 C000300 N066 D000300 N066 E000300 Y066 F000300 N066 G000300 N066 A000400 Y066 B000400 N066 C000400 N066 D000400 N066 E000400 Y066 F000400 N066 G000400 N066 A000500 Y066 B000500 N066 C000500 N066 D000500 Y066 E000500 N066 F000500 N066 G000500 N066 A000600 Y066 B000600 N066 C000600 Y066 D000600 N066 E000600 N066 F000600 N

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066 G000600 N066 A000700 Y066 B000700 N<PAGE> PAGE 20066 C000700 N066 D000700 Y066 E000700 N066 F000700 N066 G000700 N066 A000800 Y066 B000800 N066 C000800 Y066 D000800 N066 E000800 N066 F000800 N066 G000800 N066 A000900 Y066 B000900 N066 C000900 Y066 D000900 N066 E000900 N066 F000900 N066 G000900 N066 A001000 Y066 B001000 N066 C001000 N066 D001000 N066 E001000 Y066 F001000 N066 G001000 N066 A001100 Y066 B001100 N066 C001100 N066 D001100 Y066 E001100 N066 F001100 N066 G001100 N066 A001200 Y066 B001200 N066 C001200 N066 D001200 Y066 E001200 N066 F001200 N066 G001200 N067 000100 N067 000200 N067 000300 N067 000400 N067 000500 N067 000600 N067 000700 N067 000800 N067 000900 N067 001000 N067 001100 N<PAGE> PAGE 21067 001200 N068 A000100 N068 B000100 N068 A000200 N068 B000200 N068 A000300 N068 B000300 N068 A000400 N068 B000400 N068 A000500 N068 B000500 N068 A000600 N068 B000600 N068 A000700 N068 B000700 N068 A000800 N068 B000800 N068 A000900 N068 B000900 N068 A001000 N068 B001000 N068 A001100 N068 B001100 N068 A001200 N068 B001200 N

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069 000100 Y069 000200 Y069 000300 Y069 000400 Y069 000500 Y069 000600 Y069 000700 Y069 000800 Y069 000900 Y069 001000 Y069 001100 Y069 001200 Y070 A010100 Y070 A020100 N070 B010100 Y070 B020100 N070 C010100 Y070 C020100 N070 D010100 Y070 D020100 N070 E010100 Y070 E020100 N070 F010100 Y070 F020100 Y070 G010100 Y070 G020100 N<PAGE> PAGE 22070 H010100 Y070 H020100 N070 I010100 Y070 I020100 N070 J010100 Y070 J020100 N070 K010100 Y070 K020100 Y070 L010100 Y070 L020100 N070 M010100 Y070 M020100 N070 N010100 Y070 N020100 Y070 O010100 Y070 O020100 N070 P010100 Y070 P020100 Y070 Q010100 Y070 Q020100 N070 R010100 Y070 R020100 N070 A010200 Y070 A020200 N070 B010200 Y070 B020200 N070 C010200 Y070 C020200 N070 D010200 Y070 D020200 N070 E010200 Y070 E020200 N070 F010200 Y070 F020200 Y070 G010200 Y070 G020200 N070 H010200 Y070 H020200 N070 I010200 Y070 I020200 N070 J010200 Y070 J020200 N070 K010200 Y070 K020200 Y070 L010200 Y070 L020200 N070 M010200 Y070 M020200 N070 N010200 Y070 N020200 Y070 O010200 Y<PAGE> PAGE 23070 O020200 N070 P010200 Y

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070 P020200 Y070 Q010200 Y070 Q020200 N070 R010200 Y070 R020200 N070 A010300 Y070 A020300 N070 B010300 Y070 B020300 N070 C010300 Y070 C020300 N070 D010300 Y070 D020300 N070 E010300 Y070 E020300 N070 F010300 Y070 F020300 Y070 G010300 Y070 G020300 N070 H010300 Y070 H020300 N070 I010300 Y070 I020300 N070 J010300 Y070 J020300 N070 K010300 Y070 K020300 Y070 L010300 Y070 L020300 N070 M010300 Y070 M020300 N070 N010300 Y070 N020300 Y070 O010300 Y070 O020300 N070 P010300 Y070 P020300 Y070 Q010300 Y070 Q020300 N070 R010300 Y070 R020300 N070 A010400 Y070 A020400 N070 B010400 Y070 B020400 N070 C010400 Y070 C020400 N070 D010400 Y070 D020400 N<PAGE> PAGE 24070 E010400 Y070 E020400 N070 F010400 Y070 F020400 Y070 G010400 Y070 G020400 N070 H010400 Y070 H020400 N070 I010400 Y070 I020400 N070 J010400 Y070 J020400 N070 K010400 Y070 K020400 Y070 L010400 Y070 L020400 N070 M010400 Y070 M020400 N070 N010400 Y070 N020400 Y070 O010400 Y070 O020400 N070 P010400 Y070 P020400 Y070 Q010400 Y070 Q020400 N070 R010400 Y070 R020400 N070 A010500 Y070 A020500 N070 B010500 Y

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070 B020500 N070 C010500 Y070 C020500 N070 D010500 Y070 D020500 N070 E010500 Y070 E020500 N070 F010500 Y070 F020500 Y070 G010500 Y070 G020500 N070 H010500 Y070 H020500 N070 I010500 Y070 I020500 N070 J010500 Y070 J020500 N070 K010500 Y070 K020500 Y070 L010500 Y<PAGE> PAGE 25070 L020500 N070 M010500 Y070 M020500 N070 N010500 Y070 N020500 Y070 O010500 Y070 O020500 N070 P010500 Y070 P020500 Y070 Q010500 Y070 Q020500 N070 R010500 Y070 R020500 N070 A010600 Y070 A020600 N070 B010600 Y070 B020600 N070 C010600 Y070 C020600 N070 D010600 Y070 D020600 N070 E010600 Y070 E020600 N070 F010600 Y070 F020600 Y070 G010600 Y070 G020600 N070 H010600 Y070 H020600 N070 I010600 Y070 I020600 N070 J010600 Y070 J020600 N070 K010600 Y070 K020600 Y070 L010600 Y070 L020600 N070 M010600 Y070 M020600 N070 N010600 Y070 N020600 Y070 O010600 Y070 O020600 N070 P010600 Y070 P020600 Y070 Q010600 Y070 Q020600 N070 R010600 Y070 R020600 N070 A010700 Y070 A020700 N<PAGE> PAGE 26070 B010700 Y070 B020700 N070 C010700 Y070 C020700 N070 D010700 Y070 D020700 N070 E010700 Y070 E020700 N

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070 F010700 Y070 F020700 Y070 G010700 Y070 G020700 N070 H010700 Y070 H020700 N070 I010700 Y070 I020700 N070 J010700 Y070 J020700 N070 K010700 Y070 K020700 Y070 L010700 Y070 L020700 N070 M010700 Y070 M020700 N070 N010700 Y070 N020700 Y070 O010700 Y070 O020700 N070 P010700 Y070 P020700 Y070 Q010700 Y070 Q020700 N070 R010700 Y070 R020700 N070 A010800 Y070 A020800 N070 B010800 Y070 B020800 N070 C010800 Y070 C020800 N070 D010800 Y070 D020800 N070 E010800 Y070 E020800 N070 F010800 Y070 F020800 Y070 G010800 Y070 G020800 N070 H010800 Y070 H020800 N070 I010800 Y<PAGE> PAGE 27070 I020800 N070 J010800 Y070 J020800 N070 K010800 Y070 K020800 Y070 L010800 Y070 L020800 N070 M010800 Y070 M020800 N070 N010800 Y070 N020800 Y070 O010800 Y070 O020800 N070 P010800 Y070 P020800 Y070 Q010800 Y070 Q020800 N070 R010800 Y070 R020800 N070 A010900 Y070 A020900 N070 B010900 Y070 B020900 N070 C010900 Y070 C020900 N070 D010900 Y070 D020900 N070 E010900 Y070 E020900 N070 F010900 Y070 F020900 Y070 G010900 Y070 G020900 N070 H010900 Y070 H020900 N070 I010900 Y070 I020900 N

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070 J010900 Y070 J020900 N070 K010900 Y070 K020900 Y070 L010900 Y070 L020900 N070 M010900 Y070 M020900 N070 N010900 Y070 N020900 Y070 O010900 Y070 O020900 N070 P010900 Y070 P020900 Y<PAGE> PAGE 28070 Q010900 Y070 Q020900 N070 R010900 Y070 R020900 N070 A011000 Y070 A021000 N070 B011000 Y070 B021000 N070 C011000 Y070 C021000 N070 D011000 Y070 D021000 N070 E011000 Y070 E021000 N070 F011000 Y070 F021000 Y070 G011000 Y070 G021000 N070 H011000 Y070 H021000 N070 I011000 Y070 I021000 N070 J011000 Y070 J021000 N070 K011000 Y070 K021000 Y070 L011000 Y070 L021000 N070 M011000 Y070 M021000 N070 N011000 Y070 N021000 Y070 O011000 Y070 O021000 N070 P011000 Y070 P021000 Y070 Q011000 Y070 Q021000 N070 R011000 Y070 R021000 N070 A011100 Y070 A021100 N070 B011100 Y070 B021100 N070 C011100 Y070 C021100 N070 D011100 Y070 D021100 N070 E011100 Y070 E021100 N070 F011100 Y<PAGE> PAGE 29070 F021100 Y070 G011100 Y070 G021100 N070 H011100 Y070 H021100 N070 I011100 Y070 I021100 N070 J011100 Y070 J021100 N070 K011100 Y070 K021100 Y070 L011100 Y070 L021100 N070 M011100 Y

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070 M021100 N070 N011100 Y070 N021100 Y070 O011100 Y070 O021100 N070 P011100 Y070 P021100 Y070 Q011100 Y070 Q021100 N070 R011100 Y070 R021100 N070 A011200 Y070 A021200 N070 B011200 Y070 B021200 N070 C011200 Y070 C021200 N070 D011200 Y070 D021200 N070 E011200 Y070 E021200 N070 F011200 Y070 F021200 Y070 G011200 Y070 G021200 N070 H011200 Y070 H021200 N070 I011200 Y070 I021200 N070 J011200 Y070 J021200 N070 K011200 Y070 K021200 Y070 L011200 Y070 L021200 N070 M011200 Y070 M021200 N<PAGE> PAGE 30070 N011200 Y070 N021200 Y070 O011200 Y070 O021200 N070 P011200 Y070 P021200 Y070 Q011200 Y070 Q021200 N070 R011200 Y070 R021200 N071 A000100 59104325071 B000100 19071086071 C000100 99999999071 D000100 8071 A000200 14251555071 B000200 11617641071 C000200 44822408071 D000200 26071 A000300 76882731071 B000300 24431366071 C000300 99999999071 D000300 6071 A000400 13254049071 B000400 5945162071 C000400 42308370071 D000400 14071 A000500 10368985071 B000500 8295074071 C000500 50838797071 D000500 16071 A000600 17786079071 B000600 11420569071 C000600 58846716071 D000600 19071 A000700 20625448071 B000700 16176663071 C000700 69424100071 D000700 23071 A000800 9838436071 B000800 5619346071 C000800 19405531071 D000800 29071 A000900 5852140

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071 B000900 5529270071 C000900 15333635071 D000900 36071 A001000 2618817071 B001000 990163071 C001000 12254012071 D001000 8071 A001100 2688721<PAGE> PAGE 31071 B001100 2300322071 C001100 7369548071 D001100 31071 A001200 6520750071 B001200 3668757071 C001200 10474875071 D001200 35072 A000100 12072 B000100 5688072 C000100 5377984072 D000100 0072 E000100 10115072 F000100 13308072 G000100 20238072 H000100 0072 I000100 68951072 J000100 1757072 K000100 0072 L000100 1477072 M000100 185072 N000100 0072 O000100 0072 P000100 0072 Q000100 0072 R000100 43072 S000100 0072 T000100 22279072 U000100 0072 V000100 0072 W000100 0072 X000100 128238072 Y000100 0072 Z000100 5265549072AA000100 7837208072BB000100 1147564072CC010100 16565774072CC020100 0072DD010100 0072DD020100 0072EE000100 0072 A000200 12072 B000200 868072 C000200 672498072 D000200 0072 E000200 52750072 F000200 4306072 G000200 5343072 H000200 0072 I000200 17236072 J000200 1126072 K000200 0<PAGE> PAGE 32072 L000200 610072 M000200 35072 N000200 0072 O000200 0072 P000200 0072 Q000200 0072 R000200 56072 S000200 0072 T000200 2433072 U000200 0072 V000200 0072 W000200 0072 X000200 31145072 Y000200 0072 Z000200 694971072AA000200 4029366072BB000200 1089727072CC010200 3428240072CC020200 0072DD010200 0

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072DD020200 0072EE000200 0072 A000300 12072 B000300 12010072 C000300 9226677072 D000300 0072 E000300 106116072 F000300 22563072 G000300 92006072 H000300 0072 I000300 116554072 J000300 3617072 K000300 0072 L000300 1334072 M000300 235072 N000300 0072 O000300 0072 P000300 0072 Q000300 0072 R000300 46072 S000300 0072 T000300 35026072 U000300 0072 V000300 0072 W000300 0072 X000300 271381072 Y000300 0072 Z000300 9073422072AA000300 7559576072BB000300 3545420072CC010300 42114142<PAGE> PAGE 33072CC020300 0072DD010300 0072DD020300 0072EE000300 0072 A000400 12072 B000400 261072 C000400 1186482072 D000400 0072 E000400 2041072 F000400 4275072 G000400 6991072 H000400 0072 I000400 10732072 J000400 431072 K000400 0072 L000400 708072 M000400 31072 N000400 0072 O000400 0072 P000400 0072 Q000400 0072 R000400 37072 S000400 0072 T000400 2960072 U000400 0072 V000400 0072 W000400 0072 X000400 26165072 Y000400 0072 Z000400 1162619072AA000400 1307193072BB000400 283769072CC010400 4805371072CC020400 0072DD010400 0072DD020400 0072EE000400 0072 A000500 12072 B000500 327072 C000500 752119072 D000500 0072 E000500 4328072 F000500 4332072 G000500 8550072 H000500 0072 I000500 14888072 J000500 400072 K000500 0072 L000500 798

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072 M000500 38072 N000500 0<PAGE> PAGE 34072 O000500 0072 P000500 0072 Q000500 0072 R000500 37072 S000500 0072 T000500 3732072 U000500 0072 V000500 0072 W000500 0072 X000500 32775072 Y000500 0072 Z000500 723999072AA000500 1712319072BB000500 627148072CC010500 1226950072CC020500 0072DD010500 0072DD020500 0072EE000500 0072 A000600 12072 B000600 1692072 C000600 964753072 D000600 0072 E000600 51566072 F000600 4715072 G000600 5671072 H000600 0072 I000600 19997072 J000600 1422072 K000600 0072 L000600 1185072 M000600 45072 N000600 0072 O000600 0072 P000600 0072 Q000600 0072 R000600 44072 S000600 0072 T000600 4583072 U000600 0072 V000600 0072 W000600 0072 X000600 37662072 Y000600 0072 Z000600 980349072AA000600 2813800072BB000600 1436551072CC010600 7968527072CC020600 0072DD010600 0072DD020600 0<PAGE> PAGE 35072EE000600 0072 A000700 12072 B000700 908072 C000700 1098336072 D000700 0072 E000700 9486072 F000700 5210072 G000700 8772072 H000700 0072 I000700 21621072 J000700 562072 K000700 0072 L000700 1178072 M000700 52072 N000700 0072 O000700 0072 P000700 0072 Q000700 0072 R000700 41072 S000700 0072 T000700 5281072 U000700 0072 V000700 0072 W000700 0072 X000700 42717072 Y000700 0

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072 Z000700 1066013072AA000700 3541722072BB000700 1960215072CC010700 4855058072CC020700 0072DD010700 0072DD020700 0072EE000700 0072 A000800 12072 B000800 432072 C000800 404887072 D000800 0072 E000800 9671072 F000800 2416072 G000800 2342072 H000800 0072 I000800 7856072 J000800 591072 K000800 0072 L000800 470072 M000800 16072 N000800 0072 O000800 0072 P000800 0072 Q000800 0<PAGE> PAGE 36072 R000800 44072 S000800 0072 T000800 1815072 U000800 0072 V000800 0072 W000800 0072 X000800 15550072 Y000800 0072 Z000800 399440072AA000800 1156828072BB000800 451033072CC010800 3421300072CC020800 0072DD010800 0072DD020800 0072EE000800 0072 A000900 12072 B000900 192072 C000900 166028072 D000900 0072 E000900 20574072 F000900 2029072 G000900 1941072 H000900 0072 I000900 6532072 J000900 317072 K000900 0072 L000900 317072 M000900 13072 N000900 0072 O000900 0072 P000900 0072 Q000900 0072 R000900 43072 S000900 0072 T000900 1424072 U000900 0072 V000900 0072 W000900 0072 X000900 12616072 Y000900 0072 Z000900 174178072AA000900 971649072BB000900 737956072CC010900 1141822072CC020900 0072DD010900 0072DD020900 0072EE000900 0072 A001000 12072 B001000 142<PAGE> PAGE 37072 C001000 268481072 D001000 0072 E001000 762

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072 F001000 1746072 G001000 1725072 H001000 0072 I001000 2897072 J001000 250072 K001000 0072 L001000 163072 M001000 9072 N001000 0072 O001000 0072 P001000 0072 Q001000 0072 R001000 38072 S001000 0072 T001000 885072 U001000 0072 V001000 0072 W001000 0072 X001000 7713072 Y001000 0072 Z001000 261672072AA001000 281755072BB001000 147300072CC011000 1016841072CC021000 0072DD011000 0072DD021000 0072EE001000 0072 A001100 12072 B001100 126072 C001100 67032072 D001100 0072 E001100 1095072 F001100 1084072 G001100 668072 H001100 0072 I001100 2852072 J001100 65072 K001100 0072 L001100 261072 M001100 6072 N001100 0072 O001100 0072 P001100 0072 Q001100 0072 R001100 37072 S001100 0072 T001100 747<PAGE> PAGE 38072 U001100 0072 V001100 0072 W001100 0072 X001100 5720072 Y001100 0072 Z001100 62533072AA001100 376095072BB001100 213202072CC011100 259154072CC021100 0072DD011100 0072DD021100 0072EE001100 0072 A001200 12072 B001200 192072 C001200 230182072 D001200 0072 E001200 1002072 F001200 1528072 G001200 1549072 H001200 0072 I001200 3271072 J001200 97072 K001200 0072 L001200 437072 M001200 8072 N001200 0072 O001200 0072 P001200 0072 Q001200 0072 R001200 39072 S001200 0

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072 T001200 1044072 U001200 0072 V001200 0072 W001200 0072 X001200 7973072 Y001200 0072 Z001200 223403072AA001200 661013072BB001200 313939072CC011200 992104072CC021200 0072DD011200 0072DD021200 0072EE001200 0073 A010100 0.0000073 A020100 0.0000073 B000100 0.0000073 C000100 0.0000073 A010200 0.0000<PAGE> PAGE 39073 A020200 0.0000073 B000200 0.0000073 C000200 0.0000073 A010300 0.0000073 A020300 0.0000073 B000300 0.0000073 C000300 0.0000073 A010400 0.0000073 A020400 0.0000073 B000400 0.0000073 C000400 0.0000073 A010500 0.0000073 A020500 0.0000073 B000500 0.0000073 C000500 0.0000073 A010600 0.0000073 A020600 0.0000073 B000600 0.0000073 C000600 0.0000073 A010700 0.0000073 A020700 0.0000073 B000700 0.0000073 C000700 0.0000073 A010800 0.0000073 A020800 0.0000073 B000800 0.0000073 C000800 0.0000073 A010900 0.0000073 A020900 0.0000073 B000900 0.0000073 C000900 0.0000073 A011000 0.0000073 A021000 0.0000073 B001000 0.0000073 C001000 0.0000073 A011100 0.0000073 A021100 0.0000073 B001100 0.0000073 C001100 0.0000073 A011200 0.0000073 A021200 0.0000073 B001200 0.0000073 C001200 0.0000074 A000100 1742074 B000100 0074 C000100 70074074 D000100 0074 E000100 0074 F000100 79999999074 G000100 0074 H000100 0<PAGE> PAGE 40074 I000100 1208263074 J000100 324026074 K000100 0074 L000100 571276074 M000100 0074 N000100 99999999074 O000100 146313074 P000100 152089074 Q000100 0

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074 R010100 0074 R020100 0074 R030100 0074 R040100 967410074 S000100 0074 T000100 99999999074 U010100 0074 U020100 0074 V010100 0.00074 V020100 0.00074 W000100 0.0000074 X000100 3239362074 Y000100 45648074 A000200 2237074 B000200 0074 C000200 10815074 D000200 0074 E000200 335074 F000200 51424633074 G000200 0074 H000200 0074 I000200 804845074 J000200 1107074 K000200 0074 L000200 548780074 M000200 0074 N000200 52792752074 O000200 445674074 P000200 29075074 Q000200 0074 R010200 0074 R020200 0074 R030200 0074 R040200 768532074 S000200 0074 T000200 51549471074 U010200 0074 U020200 0074 V010200 0.00074 V020200 0.00074 W000200 0.0000074 X000200 478082<PAGE> PAGE 41074 Y000200 7222074 A000300 18461074 B000300 0074 C000300 101495074 D000300 0074 E000300 424074 F000300 99999999074 G000300 0074 H000300 0074 I000300 3333224074 J000300 82440074 K000300 0074 L000300 1592155074 M000300 0074 N000300 99999999074 O000300 34246074 P000300 219349074 Q000300 0074 R010300 0074 R020300 0074 R030300 0074 R040300 2570080074 S000300 0074 T000300 99999999074 U010300 0074 U020300 0074 V010300 0.00074 V020300 0.00074 W000300 0.0000074 X000300 2357546074 Y000300 94488074 A000400 205074 B000400 0074 C000400 7785074 D000400 0074 E000400 0074 F000400 50721093074 G000400 0

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074 H000400 0074 I000400 81001074 J000400 681074 K000400 0074 L000400 151511074 M000400 0074 N000400 50962276074 O000400 14062074 P000400 23158074 Q000400 0074 R010400 0074 R020400 0074 R030400 0<PAGE> PAGE 42074 R040400 103682074 S000400 0074 T000400 50821374074 U010400 0074 U020400 0074 V010400 0.00074 V020400 0.00074 W000400 0.0000074 X000400 831103074 Y000400 4591074 A000500 840074 B000500 0074 C000500 4841074 D000500 0074 E000500 0074 F000500 54219295074 G000500 0074 H000500 0074 I000500 256867074 J000500 99074 K000500 0074 L000500 132727074 M000500 0074 N000500 54614669074 O000500 82015074 P000500 32788074 Q000500 0074 R010500 0074 R020500 0074 R030500 0074 R040500 171431074 S000500 0074 T000500 54328435074 U010500 0074 U020500 0074 V010500 0.00074 V020500 0.00074 W000500 0.0000074 X000500 1009456074 Y000500 5416074 A000600 0074 B000600 0074 C000600 17766074 D000600 0074 E000600 0074 F000600 69169155074 G000600 0074 H000600 0074 I000600 1099712074 J000600 195062074 K000600 0<PAGE> PAGE 43074 L000600 191700074 M000600 0074 N000600 70673395074 O000600 19842074 P000600 34940074 Q000600 0074 R010600 0074 R020600 0074 R030600 0074 R040600 1176984074 S000600 0074 T000600 69441629074 U010600 0074 U020600 0074 V010600 0.00

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074 V020600 0.00074 W000600 0.0000074 X000600 1635595074 Y000600 18685074 A000700 906074 B000700 0074 C000700 12287074 D000700 0074 E000700 0074 F000700 76374442074 G000700 0074 H000700 0074 I000700 377345074 J000700 103172074 K000700 0074 L000700 188501074 M000700 0074 N000700 77056653074 O000700 11514074 P000700 37783074 Q000700 0074 R010700 0074 R020700 0074 R030700 0074 R040700 517577074 S000700 0074 T000700 76489779074 U010700 0074 U020700 0074 V010700 0.00074 V020700 0.00074 W000700 0.0000074 X000700 899475074 Y000700 15477074 A000800 881074 B000800 0<PAGE> PAGE 44074 C000800 4168074 D000800 0074 E000800 0074 F000800 24679992074 G000800 0074 H000800 0074 I000800 285346074 J000800 1209074 K000800 0074 L000800 82593074 M000800 0074 N000800 25054189074 O000800 104770074 P000800 12622074 Q000800 0074 R010800 0074 R020800 0074 R030800 0074 R040800 186481074 S000800 0074 T000800 24750316074 U010800 0074 U020800 0074 V010800 0.00074 V020800 0.00074 W000800 0.0000074 X000800 618829074 Y000800 4168074 A000900 718074 B000900 0074 C000900 4593074 D000900 0074 E000900 0074 F000900 16770723074 G000900 0074 H000900 0074 I000900 309775074 J000900 24583074 K000900 0074 L000900 40171074 M000900 0074 N000900 17150563074 O000900 25999074 P000900 10673

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074 Q000900 0074 R010900 0074 R020900 0074 R030900 0074 R040900 319787074 S000900 0074 T000900 16794104<PAGE> PAGE 45074 U010900 0074 U020900 0074 V010900 0.00074 V020900 0.00074 W000900 0.0000074 X000900 414414074 Y000900 2338074 A001000 156074 B001000 0074 C001000 3248074 D001000 0074 E001000 0074 F001000 13899801074 G001000 0074 H001000 0074 I001000 23915074 J001000 90074 K001000 0074 L001000 23081074 M001000 0074 N001000 13950291074 O001000 184074 P001000 6105074 Q001000 0074 R011000 0074 R021000 0074 R031000 0074 R041000 13316074 S001000 0074 T001000 13930686074 U011000 0074 U021000 0074 V011000 0.00074 V021000 0.00074 W001000 0.0000074 X001000 211323074 Y001000 1212074 A001100 0074 B001100 0074 C001100 1198074 D001100 0074 E001100 0074 F001100 7941402074 G001100 0074 H001100 0074 I001100 38882074 J001100 149074 K001100 0074 L001100 14519074 M001100 0074 N001100 7996150<PAGE> PAGE 46074 O001100 5378074 P001100 3292074 Q001100 0074 R011100 0074 R021100 0074 R031100 0074 R041100 28058074 S001100 0074 T001100 7959422074 U011100 0074 U021100 0074 V011100 0.00074 V021100 0.00074 W001100 0.0000074 X001100 209462074 Y001100 1123074 A001200 0074 B001200 0074 C001200 4999074 D001200 0074 E001200 0

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074 F001200 12977007074 G001200 0074 H001200 0074 I001200 61475074 J001200 880074 K001200 0074 L001200 40481074 M001200 0074 N001200 13084842074 O001200 34954074 P001200 3624074 Q001200 0074 R011200 0074 R021200 0074 R031200 0074 R041200 48418074 S001200 0074 T001200 12997846074 U011200 0074 U021200 0074 V011200 0.00074 V021200 0.00074 W001200 0.0000074 X001200 354063074 Y001200 1500075 A000100 0075 B000100 99999999075 A000200 0075 B000200 44939131075 A000300 0<PAGE> PAGE 47075 B000300 99999999075 A000400 0075 B000400 42368425075 A000500 0075 B000500 50886247075 A000600 0075 B000600 59060632075 A000700 0075 B000700 69548210075 A000800 0075 B000800 19442575075 A000900 0075 B000900 15346605075 A001000 0075 B001000 12279972075 A001100 0075 B001100 7387830075 A001200 0075 B001200 10500799076 000100 0.00076 000200 0.00076 000300 0.00076 000400 0.00076 000500 0.00076 000600 0.00076 000700 0.00076 000800 0.00076 000900 0.00076 001000 0.00076 001100 0.00076 001200 0.00077 A000000 Y077 B000000 Y077 C000000 N077 D000000 N077 E000000 N077 F000000 N077 G000000 N077 H000000 N077 I000000 N077 J000000 N077 K000000 N077 L000000 N077 M000000 N077 N000000 N077 O000000 N077 P000000 N077 Q010000 N077 Q020000 N077 Q030000 Y

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078 000000 N<PAGE> PAGE 48080 A00AA00 ICI Mutual Insurance Company080 B00AA00 N/A080 C00AA00 400000081 A00AA00 Y081 B00AA00 202082 A00AA00 N082 B00AA00 0083 A00AA00 N083 B00AA00 0084 A00AA00 N084 B00AA00 0085 A00AA00 Y085 B00AA00 N086 A010000 0086 A020000 0086 B010000 0086 B020000 0086 C010000 0086 C020000 0086 D010000 0086 D020000 0086 E010000 0086 E020000 0086 F010000 0086 F020000 0SIGNATURE DARYL VANSYCKLETITLE MANAGER

</TEXT></DOCUMENT><DOCUMENT><TYPE>EX-99.77B ACCT LTTR<SEQUENCE>2<FILENAME>b77idxtrust123116-2.txt<DESCRIPTION>AUDIT OPINIONS<TEXT>Report of Independent Registered Public AccountingFirm

To the Board of Trustees of Vanguard Index Funds and theShareholders ofVanguard Small-Cap Value Index FundVanguard Small-Cap Growth Index Fund andVanguard Small-Cap Index Fund

In planning and performing our audits of the financialstatements of Vanguard Small-Cap Value Index Fund, VanguardSmall-Cap Growth Index Fund and Vanguard Small-Cap IndexFund (constituting separate portfolios of Vanguard Index Funds,hereafter referred to as the ?Funds?) as of and for the year endedDecember 31, 2016, in accordance with the standards of thePublic Company Accounting Oversight Board (United States), weconsidered the Funds? internal control over financial reporting,including controls over safeguarding securities, as a basis fordesigning our auditing procedures for the purpose of expressingour opinion on the financial statements and to comply with therequirements of Form N-SAR, but not for the purpose ofexpressing an opinion on the effectiveness of the Funds? internalcontrol over financial reporting. Accordingly, we do not expressan opinion on the effectiveness of the Funds? internal controlover financial reporting.

The management of the Funds is responsible for establishing andmaintaining effective internal control over financial reporting. Infulfilling this responsibility, estimates and judgments bymanagement are required to assess the expected benefits andrelated costs of controls. A company?s internal control overfinancial reporting is a process designed to provide reasonableassurance regarding the reliability of financial reporting and thepreparation of financial statements for external purposes inaccordance with generally accepted accounting principles. Acompany's internal control over financial reporting includesthose policies and procedures that (1) pertain to the maintenanceof records that, in reasonable detail, accurately and fairly reflectthe transactions and dispositions of the assets of the company;(2) provide reasonable assurance that transactions are recordedas necessary to permit preparation of financial statements inaccordance with generally accepted accounting principles, andthat receipts and expenditures of the company are being made

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only in accordance with authorizations of management andtrustees of the company; and (3) provide reasonable assuranceregarding prevention or timely detection of unauthorizedacquisition, use or disposition of a company?s assets that couldhave a material effect on the financial statements.

Because of its inherent limitations, internal control over financialreporting may not prevent or detect misstatements. Also,projections of any evaluation of effectiveness to future periodsare subject to the risk that controls may become inadequatebecause of changes in conditions, or that the degree ofcompliance with the policies or procedures may deteriorate.

A deficiency in internal control over financial reporting existswhen the design or operation of a control does not allowmanagement or employees, in the normal course of performingtheir assigned functions, to prevent or detect misstatements on atimely basis. A material weakness is a deficiency, or acombination of deficiencies, in internal control over financialreporting, such that there is a reasonable possibility that amaterial misstatement of the Funds? annual or interim financialstatements will not be prevented or detected on a timely basis.

Our consideration of the Funds? internal control over financialreporting was for the limited purpose described in the firstparagraph and would not necessarily disclose all deficiencies ininternal control over financial reporting that might be materialweaknesses under standards established by the Public CompanyAccounting Oversight Board (United States). However, we notedno deficiencies in the Funds? internal control over financialreporting and its operation, including controls over safeguardingsecurities, that we consider to be material weaknesses as definedabove as of December 31, 2016.

This report is intended solely for the information and use ofmanagement and the Board of Trustees of Vanguard Index Fundsand the Securities and Exchange Commission and is not intendedto be and should not be used by anyone other than thesespecified parties.

/s/PricewaterhouseCoopers LLPPhiladelphia, PennsylvaniaFebruary 17, 2017

</TEXT></DOCUMENT><DOCUMENT><TYPE>EX-99.77B ACCT LTTR<SEQUENCE>3<FILENAME>b77idxtrust123116.txt<DESCRIPTION>AUDIT OPINIONS<TEXT>

Report of Independent Registered Public AccountingFirm

To the Board of Trustees of Vanguard Index Funds and theShareholders ofVanguard Growth Index FundVanguard Value Index FundVanguard Large-Cap Index FundVanguard Total Stock Market Index FundVanguard 500 Index FundVanguard Extended Market Index FundVanguard Mid-Cap Index FundVanguard Mid-Cap Growth Index Fund andVanguard Mid-Cap Value Index Fund

In planning and performing our audits of the financialstatements of Vanguard Growth Index Fund, Vanguard ValueIndex Fund, Vanguard Large-Cap Index Fund, Vanguard TotalStock Market Index Fund, Vanguard 500 Index Fund, VanguardExtended Market Index Fund, Vanguard Mid-Cap Index Fund,Vanguard Mid-Cap Growth Index Fund, and Vanguard Mid-CapValue Index Fund (constituting separate portfolios of VanguardIndex Funds, hereafter referred to as the ?Funds?) as of and forthe year ended December 31, 2016, in accordance with thestandards of the Public Company Accounting Oversight Board(United States), we considered the Funds? internal control over

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financial reporting, including controls over safeguardingsecurities, as a basis for designing our auditing procedures forthe purpose of expressing our opinion on the financialstatements and to comply with the requirements of Form N-SAR,but not for the purpose of expressing an opinion on theeffectiveness of the Funds? internal control over financialreporting. Accordingly, we do not express an opinion on theeffectiveness of the Funds? internal control over financialreporting.

The management of the Funds is responsible for establishing andmaintaining effective internal control over financial reporting. Infulfilling this responsibility, estimates and judgments bymanagement are required to assess the expected benefits andrelated costs of controls. A company?s internal control overfinancial reporting is a process designed to provide reasonableassurance regarding the reliability of financial reporting and thepreparation of financial statements for external purposes inaccordance with generally accepted accounting principles. Acompany's internal control over financial reporting includesthose policies and procedures that (1) pertain to the maintenanceof records that, in reasonable detail, accurately and fairly reflectthe transactions and dispositions of the assets of the company;(2) provide reasonable assurance that transactions are recordedas necessary to permit preparation of financial statements inaccordance with generally accepted accounting principles, andthat receipts and expenditures of the company are being madeonly in accordance with authorizations of management andtrustees of the company; and (3) provide reasonable assuranceregarding prevention or timely detection of unauthorizedacquisition, use or disposition of a company?s assets that couldhave a material effect on the financial statements.

Because of its inherent limitations, internal control over financialreporting may not prevent or detect misstatements. Also,projections of any evaluation of effectiveness to future periodsare subject to the risk that controls may become inadequatebecause of changes in conditions, or that the degree ofcompliance with the policies or procedures may deteriorate.

A deficiency in internal control over financial reporting existswhen the design or operation of a control does not allowmanagement or employees, in the normal course of performingtheir assigned functions, to prevent or detect misstatements on atimely basis. A material weakness is a deficiency, or acombination of deficiencies, in internal control over financialreporting, such that there is a reasonable possibility that amaterial misstatement of the Funds? annual or interim financialstatements will not be prevented or detected on a timely basis.

Our consideration of the Funds? internal control over financialreporting was for the limited purpose described in the firstparagraph and would not necessarily disclose all deficiencies ininternal control over financial reporting that might be materialweaknesses under standards established by the Public CompanyAccounting Oversight Board (United States). However, we notedno deficiencies in the Funds? internal control over financialreporting and its operation, including controls over safeguardingsecurities, that we consider to be material weaknesses as definedabove as of December 31, 2016.

This report is intended solely for the information and use ofmanagement and the Board of Trustees of Vanguard Index Fundsand the Securities and Exchange Commission and is not intendedto be and should not be used by anyone other than thesespecified parties.

/s/PricewaterhouseCoopers LLPPhiladelphia, PennsylvaniaFebruary 13, 20172

</TEXT></DOCUMENT><DOCUMENT><TYPE>EX-99<SEQUENCE>4<FILENAME>q773indextrust123116.txt<DESCRIPTION>SUPPLEMENTAL FILE<TEXT>

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EXHIBIT 77Q3 TO FORM N-SAR

Registrant Name: Vanguard Index FundsFile Number: 811-2652Registrant CIK Number: 0000036405

Items 72, 73 and 74

Because the electronic format for filing Form N-SAR does not provideadequate space for responding to Items 72 through 74 completely, the Registranthas set forth in their entirety the complete responses to the indicated Items orSub-Items below, in accordance with verbal instructions provided to theRegistrant by the staff of the Commission on September 20, 2002, and September23, 2002.

<PAGE>

<TABLE><CAPTION><S> <C>

Series 1 SEC Identifier S000002839 500 Index TrustClass 1 SEC Identifier C000007773Class 2 SEC Identifier C000007774Class 3 SEC Identifier C000092055Class 4 SEC Identifier C000170274

Items 74A-75B

71C-$241,808,58074A-$074C-$074F-$281,656,43674I-$074J-$074L-$074N-$283,831,81774O-$074P-$074R4-$074T-$282,566,00575B-242,719,121

Item 72DD

1. Total Income dividends for which record date passed during the period $530,4282. Dividends for a second class of open-end company shares $3,539,0363. Dividends for a third class of open-end company shares $1,047,7234. Dividends for a fourth class of open-end company shares $141,449

Item 73

Distributions per share for which record date passed during the period:

A) 1. Dividends from net investment income $3.976 2. Dividends from a second class of open-end company shares $4.169 3. Dividends from a third class of open-end company shares $4.138 4. Dividends for a fourth class of open-end company shares $1.179

Item 74

U) 1. Number of shares outstanding 129,019

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2. Number of shares outstanding for a second class of shares of open-end company shares 878,703 3. Number of shares outstanding for a third class of shares of open-end company shares 276,338 4. Dividends for a fourth class of open-end company shares 162,203

V) 1. Net asset value per share (to the nearest cent) 206.57 2. Net asset value per share of a second class open-end company shares (to the nearest cent) 206.57 3. Net asset value per share of a third class open-end company shares (to the nearest cent) 205.00 4. Dividends for a fourth class of open-end company shares 109.45

Series 2 SEC Identifier S000002841 Extended Market IndexClass 1 SEc Identifier C000007779Class 2 SEC Identifier C000007780Class 3 SEC Identifier C000007781Class 5 SEC Identifier C000096110Class 5 SEC Identifier C000007782Class 6 SEC Identifier C000170275

Item 72DD

1. Total Income dividends for which record date passed during the period $27,9102. Dividends for a second class of open-end company shares $221,5493. Dividends for a third class of open-end company shares $148,5484. Dividends for a fourth class of open-end company shares $222,0075. Dividends for a fifth class of open-end company shares $61,7396. Dividends for a Sixth class of open-end company shares $37,670

Item 73


A) 1. Dividends from net investment income $0.951 2. Dividends from a second class of open-end company shares $1.040 3. Dividends from a third class of open-end company shares $1.053 4. Dividends for a fourth class of open-end company shares $2.613 5. Dividends for a fifth class of open-end company shares $1.371 6. Dividends for a sixth class of open-end company shares $1.058

Item 74

U) 1. Number of shares outstanding 27,782 2. Number of shares outstanding for a second class of shares of open-end company shares 217,672 3. Number of shares outstanding for a third class of shares of open-end company shares 145,126 4. Number of shares outstanding for a fourth class of shares of open-end company shares 75,390 5. Number of shares outstanding for a fifth class of shares of open-end company shares 45,765 6. Number of shares outstanding for a sixth class of shares of open-end company shares 44,733

V) 1. Net asset value per share (to the nearest cent) 72.76 2. Net asset value per share of a second class open-end company shares (to the nearest cent) 72.72 3. Net asset value per share of a third class open-end company shares (to the nearest cent)

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72.72 4. Net asset value per share of a fourth class open-end company shares (to the nearest cent) 179.47 5. Net asset value per share of a fifth class open-end company shares (to the nearest cent) 95.86 6. Net asset value per share of a sixth class open-end company shares (to the nearest cent) 116.85

Series 3 SEC Identifier S000002848 Total Stock Market IndexClass 1 SEC Identifier C000007805Class 2 SEC Identifier C000007806Class 3 SEc Identifier C000007807Class 4 SEC Identifier C000155407Class 5 SEC Identifier C000007808Class 6 SEC Identifier C000170276

Items 74A-75B

71C- $438,991,87374A- $074C- $074E- $074F- $496,147,40874I- $074J- $074L- $074N- $501-275,60774O- $074P- $074R4-$074T- $498,451,93275B- $440,969,702

Item 72DD

1. Total Income dividends for which record date passed during the period $1,930,7822. Dividends for a second class of open-end company shares $2,820,6903. Dividends for a third class of open-end company shares $1,428,8154. Dividends for a fourth class of open-end company shares $1,567,6905. Dividends for a fifth class of open-end company shares $1,282,5106. Dividends for a sixth class of open-end company shares $66,263

Item 73


A) 1. Dividends from net investment income $1.024 2. Dividends from a second class of open-end company shares $1.078 3. Dividends from a third class of open-end company shares $1.083 4. Dividends for a fourth class of open-end company shares $2.046 5. Dividends for a fifth class of open-end company shares $2.215 6. Dividends for a sixth class of open-end company shares $1.229

Item 74

U) 1. Number of shares outstanding 1,853,896 2. Number of shares outstanding for a second class of shares of open-end company shares 2,703,472 3. Number of shares outstanding for a third class of shares of open-end company shares 1,416,357 4. Number of shares outstanding for a fourth class of shares of open-end company shares 808,394 5. Number of shares outstanding for a fifth class of shares of open-end company shares 606,641 6. Number of shares outstanding for a sixth class of shares of open-end company shares 77,426

V) 1. Net asset value per share (to the nearest cent)

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56.06 2. Net asset value per share of a second class open-end company shares (to the nearest cent) 56.08 3. Net asset value per share of a third class open-end company shares (to the nearest cent) 56.09 4. Net asset value per share of a fourth class open-end company shares (to the nearest cent) 105.18 5. Net asset value per share of a fifth class open-end company shares (to the nearest cent) 115.21 5. Net asset value per share of a sixth class open-end company shares (to the nearest cent) 110.37

Series 4 SEC Identifier S000002840 Value IndexClass 1 SEC Identifier C000007775Class 2 SEC Identifier C000007776Class 3 SEC Identifier C000007777Class 4 SEC Identifier C000007778

Item 72DD

1. Total Income dividends for which record date passed during the period $36,1822. Dividends for a second class of open-end company shares $309,9733. Dividends for a third class of open-end company shares $206,9904. Dividends for a fourth class of open-end company shares $607,079Item 73


A) 1. Dividends from net investment income $0.845 2. Dividends from a second class of open-end company shares $0.887 3. Dividends from a third class of open-end company shares $0.890 4. Dividends for a fourth class of open-end company shares $2.273

Item 74

U) 1. Number of shares outstanding 43,801 2. Number of shares outstanding for a second class of shares of open-end company shares 370,537 3. Number of shares outstanding for a third class of shares of open-end company shares 239,711 4. Number of shares outstanding for a fourth class of shares of open-end company shares 292,088

V) 1. Net asset value per share (to the nearest cent) 36.24 2. Net asset value per share of a second class open-end company shares (to the nearest cent) 36.23 3. Net asset value per share of a third class open-end company shares (to the nearest cent) 36.23 4. Net asset value per share of a fourth class open-end company shares (to the nearest cent) 92.87

Series 5 SEC Identifier S000002842 Growth IndexClass 1 SEC Identifier C000007783Class 2 SEc Identifier C000007784Class 3 SEc Identifier C000007785Class 4 SEC Identifier C000007786

Item 72DD

1. Total Income dividends for which record date passed during the period $38,2162. Dividends for a second class of open-end company shares $251,5883. Dividends for a third class of open-end company shares $135,8674. Dividends for a fourth class of open-end company shares $308,113

Item 73


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A) 1. Dividends from net investment income $0.728 2. Dividends from a second class of open-end company shares $0.796 3. Dividends from a third class of open-end company shares $0.801 4. Dividends for a fourth class of open-end company shares $1.547Item 74



Series 6 SEC Identifier S000002845 Small Cap IndexClass 1 SEc Identifier C000007795Class 2 SEc Identifier C000007796Class 3 SEc Identifier C000007797Class 4 SEc Identifier C000007798Class 5 SEC Identifier C000096112

Item 72DD

1. Total Income dividends for which record date passed during the period $62,2502. Dividends for a second class of open-end company shares $399,2943. Dividends for a third class of open-end company shares $189,4984. Dividends for a fourth class of open-end company shares $227,3805. Dividends for a fifth class of open-end company shares $120,494

Item 73


A) 1. Dividends from net investment income $0.857 2. Dividends from a second class of open-end company shares $0.923 3. Dividends from a third class of open-end company shares $0.929 4. Dividends for a fourth class of open-end company shares $1.930 5. Dividends for a fifth class of open-end company shares $2.703

Item 74

U) 1. Number of shares outstanding 71,269 3. Number of shares outstanding for a second class of shares of open-end company shares 449,721 4. Number of shares outstanding for a third class of shares of open-end company shares 210,959 5. Number of shares outstanding for a fourth class of shares of open-end company shares 125,314 6. Number of shares outstanding for a fifth class of shares of open-end company shares 45,322

V) 1. Net asset value per share (to the nearest cent) 61.75 2. Net asset value per share of a second class open-end company shares (to the nearest cent) 61.77

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3. Net asset value per share of a third class open-end company shares (to the nearest cent) 61.77 4. Net asset value per share of a fourth class open-end company shares (to the nearest cent) 128.90 5. Net asset value per share of a fifth class open-end company shares (to the nearest cent) 178.28

Series 7 SEC Identifier S000002844 Mid Cap IndexClass 1 SEC Identifier C000007791Class 2 SEC Identifier C000007792Class 3 SEc Identifier C000007793Class 4 SEC Identifier C000096111Class 5 SEC Identifier C000007794

Item 72DD

1. Total Income dividends for which record date passed during the period $56,6752. Dividends for a second class of open-end company shares $419,5713. Dividends for a third class of open-end company shares $205,7604. Dividends for a fourth class of open-end company shares $172,8525. Dividends for a fifth class of open-end company shares $229,269

Item 73


A) 1. Dividends from net investment income $0.480 2. Dividends from a second class of open-end company shares $2.362 3. Dividends from a third class of open-end company shares $0.524 4. Dividends for a fourth class of open-end company shares $2.608 5. Dividends for a fifth class of open-end company shares $1.907

Item 74

U) 1. Number of shares outstanding 115,192 2. Number of shares outstanding for a second class of shares of open-end company shares 183,223 3. Number of shares outstanding for a third class of shares of open-end company shares 403,958 4. Number of shares outstanding for a fourth class of shares of open-end company shares 64,303 5. Number of shares outstanding for a fifth class of shares of open-end company shares 125,761

V) 1. Net asset value per share (to the nearest cent) 35.92 2. Net asset value per share of a second class open-end company shares (to the nearest cent) 162.94 3. Net asset value per share of a third class open-end company shares (to the nearest cent) 35.99 4. Net asset value per share of a fourth class open-end company shares (to the nearest cent) 177.51 5. Net asset value per share of a fifth class open-end company shares (to the nearest cent) 131.55

Series 8 SEC Identifier S000002847 Small Cap Value IndexClass 1 SEC Identifier C000007802Class 2 SEC Identifier C000105305Class 3 SEc Identifier C000007803Class 4 SEc Identifier C000007804

Item 72DD

1. Total Income dividends for which record date passed during the period $38,162

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2. Dividends for a second class of open-end company shares $156,3363. Dividends for a third class of open-end company shares $51,7184. Dividends for a fourth class of open-end company shares $160,038Item 73


A) 1. Dividends from net investment income $.482 2. Dividends from a second class of open-end company shares $.919 3. Dividends from a third class of open-end company shares $.514 4. Dividends from a fourth class of open-end company shares $2.138Item 74



Series 9 SEC Identifier S000002846 Small Cap Growth IndexClass 1 SEC Identifier C000007799Class 2 SEC Identifier C000105304Class 3 SEc Identifier C000007800Class 4 SEC Identifier C000007801

Item 72DD

1. Total Income dividends for which record date passed during the period $18,6002. Dividends for a second class of open-end company shares $70,6853. Dividends for a third class of open-end company shares $33,0484. Dividends for a fourth class of ope-end company shares $54,924

Item 73


A) 1. Dividends from net investment income $.362 2. Dividends from a second class of open-end company shares $.505 3. Dividends from a third class of open-end company shares $.408 4. Dividends from a fourth class of open-end company shares $1.439

Item 74


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Series 10 SEC Identifier S000002843 Large-Cap IndexClass 1 SEC Identifier C000007787Class 2 SEC Identifier C000007788Class 3 SEC Identifier C000007789Class 4 SEC Identifier C000007790

Item 72DD

1. Total Income dividends for which record date passed during the period $7,4482. Dividends for a second class of open-end company shares $79,2593. Dividends for a third class of open-end company shares $17,7254. Dividends for a fourth class of open-end company shares $158,127


A) 1. Dividends from net investment income $0.771 2. Dividends from a second class of open-end company shares $1.021 3. Dividends from a third class of open-end company shares $4.224 4. Dividends from a fourth class of open-end company shares $2.022

Item 74



Series 11 SEC Identifier S000012756 Mid-Cap Growth IndexClass 1 SEC Identifier C000034427Class 2 SEC Identifier C000105306Class 3 SEC Identifier C000034428

Item 72DD

1. Total Income dividends for which record date passed during the period $3,3842. Dividends for a second class of open-end company shares $30,6353. Dividends for a third class of open-end company shares $28,444

Item 73


A) 1. Dividends from net investment income $0.289 2. Dividends from a second class of open-end company shares

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$0.369 3. Dividends from a third class of open-end company shares $0.861

Item 74

U) 1. Number of shares outstanding 11,085 2. Number of shares outstanding for a second class of shares of open-end company shares 86,310 3. Number of shares outstanding for a third class of shares of open-end company shares 33,863

V) 1. Net asset value per share (to the nearest cent) 41.52 2. Net asset value per share of a second class open-end company shares (to the nearest cent) 45.46 3. Net asset value per share of a third class open-end company shares (to the nearest cent) 105.60

Series 12 SEC Identifier S000012757 Mid Cap Value IndexClass 1 SEC Identifier C000034429Class 2 SEC Identifier C000105307Class 3 SEC Identifier C000034430

Item 72DD

1. Total Income dividends for which record date passed during the period $11,9522. Dividends for a second class of open-end company shares $103,7293. Dividends for a third class of open-end company shares $112,242

Item 7389


A) 1. Dividends from net investment income $0.691 2. Dividends from a second class of open-end company shares $0.963 3. Dividends from a third class of open-end company shares $1.862

Item 74

U) 1. Number of shares outstanding 17,411 2. Number of shares outstanding for a second class of shares of open-end company shares 118,260 3. Number of shares outstanding for a third class of shares of open-end company shares 65,723

V) 1. Net asset value per share (to the nearest cent) 38.24 2. Net asset value per share of a second class open-end company shares (to the nearest cent) 50.31 3. Net asset value per share of a third class open-end company shares (to the nearest cent) 97.12

</TABLE>

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