Vanguard Index Funds Watch

from 40-17G 6 pages Certification of Adoption of Resolutions

from 40-17G 5 pages Certification of Adoption of Resolutions the Undersigned Hereby Certifies Individually and on Behalf of the Following Delaware Statutory Trusts and Their Constituent Funds (The “Funds”)

from 497 137 pages Total Stock Market Index Fund Financial Statements Statement of Net Assets as of December 31, 2016

from 497 67 pages Small-Cap Index Fund Financial Statements Statement of Net Assets as of December 31, 2016

from 40-17G 5 pages Certification of Adoption of Resolutions

from 497 3 pages (3) Reference Information on the Risk <<changes and Annual Up/Down Ratio of Nav Per Unit Including <<comparison of Annual Up/Down Ratio Between the Fund and Reinvestment of Dividends>> Major Indices>> the Following Chart Shows the Changes of Nav Per Share Including the Chart Shows the Comparison of Highest/Lowest Point and Reinvestment of Dividends (As of Each Month-End) and Annual Average of Annual Up/Down Ratio (As of Each Month-End), for the Up/Down Ratio (As of Each Month-End), for 5 Years From May 2011 to Same Period of the Left Chart, Between the Fund and Other Major April 2016, of the Fund. Indices

from 497 3 pages (3) Reference Information on the Risk Changes and Annual Up/Down Ratio of Nav Per Unit Including Reinvestment of Dividends the Following Chart Shows the Changes of Nav Per Share Including Reinvestment of Dividends (As of Each Month-End) and Annual Up/Down Ratio (As of Each Month-End), for 5 Years From May 2011 to April 2016, of the Fund. Comparison of Annual Up/Down Ratio Between the Fund and Major Indices the Chart Shows the Comparison of Highest/Lowest Point and Average of Annual Up/Down Ratio (As of Each Month-End), for the Same Period of the Left Chart, Between the Fund and Other Major Indices

from 40-17G 5 pages Certification of Adoption of Resolutions

from 497 3 pages Underwriting agreement

from 497 3 pages Underwriting agreement

from 40-17G 6 pages Certification of Adoption of Resolutions

from 497 11 pages (1) Diversification of Investment Portfolio Usd= 102.61 Vanguard Total Stock Market Index Fund (All Share Classes) (As of the End of April 2014 ) Type of Assets Name of Country Market Value Investment Ratio Total Dollar (%) [Common Stock] US 326,743,119,315 99.53 0.00 0.00 0.00 Sub-Total 326,743,119,315 99.53 Cash, Deposits, and Other Assets (After 1,534,785,200 0.47 Liabilities) Total (Net Asset Value) 328,277,904,515 100.00 33,684,595.78 Million Jpy ** Total Net Assets for Investor Shares: $[109,020,324,031.95] (As of the End of April 2014) Note: Investment Ratio Is Calculated by Dividing Each Asset at Its Market Value by the Total Net Asset Value of the Fund. the Same Applies Hereinafter

from 497 2 pages (1) Diversification of Investment Portfolio Usd= 102.61 Vanguard Small Cap Index Fund (All Share Classes) (As of the End of April 2014 ) Type of Assets Name of Country Market Value Investment Ratio Total Dollar (%) [Common Stock] US 45,775,091,092 99.57 0.00 0.00 0.00 Sub-Total 45,775,091,092 99.57 Cash, Deposits, and Other Assets (After 195,870,102 0.43 Liabilities) Total (Net Asset Value) 45,970,961,194 100.00 4,717,080.33 Million Jpy ** Total Net Assets for Investor Shares: $[ 5,009,034,549.64 ] (As of the End of April 2014) Note: Investment Ratio Is Calculated by Dividing Each Asset at Its Market Value by the Total Net Asset Value of the Fund. the Same Applies Hereinafter

from 497 1 page (C) Record of Changes in Return Vanguard Total Stock Market Index Fund - Investor Shares

from 497 1 page (C) Record of Changes in Return Vanguard Small Cap Index Fund – Investor Shares

from 497 4 pages Underwriting agreement

from 497 6 pages Small-Cap Index Fund 7/31/2003 48 19.25 3,775,949,318 Inv Small-Cap Index Fund 8/31/2003 48 20.18 4,012,507,852 Inv Small-Cap Index Fund 9/30/2003 48 19.85 4,014,619,537 Inv Small-Cap Index Fund 10/31/2003 48 21.46 4,448,381,039 Inv Small-Cap Index Fund 11/30/2003 48 22.27 4,697,642,041 Inv Small-Cap Index Fund 12/31/2003 48 22.60 4,870,516,358 Inv Small-Cap Index Fund 1/31/2004 48 23.49 5,217,539,918 Inv Small-Cap Index Fund 2/29/2004 48 23.81 5,334,454,372 Inv Small-Cap Index Fund 3/31/2004 48 24.09 5,465,637,393 Inv Small-Cap Index Fund 4/30/2004 48 22.94 5,299,109,129 Inv Small-Cap Index Fund 5/31/2004 48 23.38 5,401,208,459 Inv Small-Cap Index Fund 6/30/2004 48 24.33 5,640,099,420 Inv Small-Cap Index Fund 7/31/2004 48 22.90 5,323,304,316 Inv Small-Cap Index Fund 8/31/2004 48 22.82 5,311,770,531 Inv Small-Cap Index Fund 9/30/2004 48 23.78 5,532,336,016 Inv Small-Cap Index Fund 10/31/2004 48 24.31 5,535,017,856 Inv Small-Cap Index Fund 11/30/2004 48 26.15 5,995,567,336 Inv Small-Cap Index Fund 12/31/2004 48 26.83 6,247,119,486 Inv Small-Cap Index Fund 1/31/2005 48 25.87 6,039,949,075 Inv Small-Cap Index Fund 2/28/2005 48 26.41 6,178,301,817 Inv Small-Cap Index Fund 3/31/2005 48 25.81 6,033,232,365 Inv Small-Cap Index Fund 4/30/2005 48 24.62 5,705,221,095 Inv Small-Cap Index Fund 5/31/2005 48 26.14 5,942,313,196 Inv Small-Cap Index Fund 6/30/2005 48 27.06 6,102,859,581 Inv Small-Cap Index Fund 7/31/2005 48 28.75 6,245,575,709 Inv Small-Cap Index Fund 8/31/2005 48 28.27 5,925,913,983 Inv Small-Cap Index Fund 9/30/2005 48 28.47 5,803,029,756 Inv

from 40-17G 7 pages Certification of Adoption of Resolutions

from 497 2 pages (1) Diversification of Investment Portfolio Vanguard Small Cap Index Fund

from 497 2 pages (1) Diversification of Investment Portfolio Vanguard Total Stock Market Index Fund