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BND

Vanguard Total Bond Market · XNAS · ETF · 131 sessions on record
$70.15▼ −0.08 · −0.1%from $70.23 the session before · Sep 30, 2026 close · end of day
Open
$70.32
High
$70.40
Low
$69.97
Day's range
$0.430.61% of the previous close
VWAP
$70.14close +0.02% from it
Volume, shares
14.7M1.48× the 20-session average
Traded, $
$1.03B
Trades
42K350 shares per trade
Previous close
$70.23−0.08 to the close
Market cap
—
Day range41% of the way up
$69.97$70.40
52-week range4% of the way up
$69.97 Sep 30$74.15 Apr 17

−5.4% from the high · +0.25% from the low

The desk read · Sep 30expiry Oct 16 · 16 days
call-heavy
options read
calls 65% · puts 35% of OI
0.54
puts per call, by OI
Oct 16 expiry 0.23
$70.00
max pain
−0.21% from the close
$71.00
most call OI
227 contracts · +1.2% from the close
▲ +0.7%
option OI on the day
+16 contracts · 2.27K open

Call-heavy into a 16-day expiry: 0.54 puts per call by open interest, option OI +0.7% on the day, the most call OI sits at $71.00, the most put OI at $70.00, max pain $70.00.

Options

Sep 30 open interest · 4 expiries listed

BND options carry 2.27K contracts of open interest across 4 expiries, 24% of it in the Oct 16 contract, with 0.54 puts per call.

Open interest by expirythe next 4 of 4 expiries · share of all open interest
Option open interest by expiry, the next 4 expiries
ExpiryCall OI · on the dayPut OI · on the dayPuts per callShare of OI %Strikes
Oct 1616 days443+24102+10.232421
Nov 2051 days162+465+40.401021
Dec 1879 days5210548−51.054721
Mar 19170 days346−1181−10.231921

76% of open interest sits beyond the Oct 16 contract · 21 strikes listed for it · 2.27K contracts open in all

Monthly contractOct 16 expiry · 16 days

The Oct 16 contract holds 443 calls and 102 puts, the most call OI at $71.00 and the most put OI at $70.00; max pain $70.00, −0.21% from the close.

Call OI, contracts
443+24 on the day
Put OI, contracts
102+1 on the day
Puts per call, by OI
0.23all expiries 0.54
Max pain
$70.00−0.21% from the close
Strikes listed
21for this expiry
Open interest by strike, contractstop three strikes each side
Calls
Strike
Puts
72
$73.00
75
$72.00
24
227
$71.00
29
$70.00
37
Open interest added on the day, contractsthree largest additions each side
Calls
Strike
Puts
+31
$71.00
+1
+1
$70.00
+2
$69.00
Close $ · S&P 500 rebased to the first close126 sessions to Sep 30 · axis fixed at 4 × ATR-14 around the last close
131 sessions on file · from Mar 25
BND close over the last 126 sessions, with S&P 500 rebased to the first close68.8077.9887.16axis spans 27%S&P 500BNDApr 1Jul 2Sep 30126 sessions from Apr 1 to Sep 30; the price axis spans 27 percent.

Shareholding

quarter to Jun 2026 · SEC Form 13F

No open-market insider buying or selling in the last 90 days.

Held by 13F managers
—
Shares held
2.48B+6.4% on Mar 2026 among managers filing both
Managers holding
1,7541,709 a quarter earlier
Largest holder
—JPMORGAN CHASE & CO
Largest 10 holderspercent of shares outstanding · change in shares against the previous quarter
Largest 13F holders of BND
ManagerSharesOf outstandingValueChange on quarter
JPMORGAN CHASE & CO311M—$22.91B—
NORTHWESTERN MUTUAL WEALTH MANAGEMENT CO283M—$20.74B+12.9M
Creative Planning261M—$19.19B+18.6M
MORGAN STANLEY252M—$18.48B+1.73M
VANGUARD ADVISERS INC125M—$9.21B+13.2M
Savant Capital, LLC71.4M—$5.25B+37.7M
WELLS FARGO & COMPANY/MN58.1M—$4.26B+6.02M
BANK OF AMERICA CORP /DE/53.5M—$3.93B+2.16M
ENVESTNET ASSET MANAGEMENT INC50.3M—$3.69B+2.57M
SEI INVESTMENTS CO40.2M—$2.95B+2.9M

Corporate actions

exchange records

Nothing upcoming on record; the last was a dividend of $0.25 a share, ex-date Sep 1, 2026.

Actionsex-dates · upcoming first, then the last eight · dividends in dollars a share, splits as ratios
Corporate actions of BND, upcoming first, then the most recent
Ex-dateActionAmount or ratioRecord date
recent
Sep 1, 2026dividend$0.25—
Aug 3, 2026dividend$0.25—
Jul 1, 2026dividend$0.24—
Jun 1, 2026dividend$0.25—
May 1, 2026dividend$0.24—
Apr 1, 2026dividend$0.25—
Calendardividends by ex-date
Dividends in 365 days
—a share · ex-dates inside the year
Last dividend
$0.25ex-date Sep 1, 2026

Price history

131 sessions on record · to Sep 30 · end of day

BND is −2.3% over 20 sessions against the S&P 500's +0.1%, 5.4% below its 52-week high, realised volatility 5.2% annualised.

Returns against S&P 500longest window first · S&P 500 over the same sessions
Returns of the stock and S&P 500 over six windows, longest first
WindowFrom $BND %S&P 500 %Difference pp
120 sessionssince Apr 9$73.75▼ −4.9%▲ +12%−17
60 sessionssince Jul 7$72.85▼ −3.7%▲ +2.0%−5.7
20 sessionssince Sep 1$71.79▼ −2.3%▲ +0.11%−2.4
5 sessionssince Sep 23$70.81▼ −0.93%▼ −0.67%−0.26
1 sessionsince Sep 29$70.23▼ −0.11%▼ −0.21%+0.10
Averages of the closeclose against each average
5-session average
$70.35close −0.28% from it
20-session average
$71.16close −1.4% from it
50-session average
$71.87close −2.4% from it
Range and volumetrue range over 14 sessions · high to low over 20 · volume against the 20-session average
Average true range, 14
$0.340.48% of the close
Average day's range, 20
$0.250.35% of the close
Volume against 20 sessions
1.48×14.7M vs 10.3M average
Volatility and co-movement with S&P 500annualised from daily returns
Realised volatility, 20
5.2%≈ ±0.33% a session · moved more than that on 6 of 20
Realised volatility, 60
4.4%≈ ±0.28% a session · moved more than that on 17 of 60
Beta to S&P 500, 60
0.21moved with S&P 500 on 45 of 60 sessions
Up and down sessionscloses above and below the previous close
Last 20 sessions
7 up · 13 downof 20
Last 60 sessions
25 up · 35 downof 60
Best session, 250
▲ +0.58%Jun 11
Worst session, 250
▼ −0.84%Sep 23

Short-sale volume

25 sessions · to Sep 30, 2026

Short sales were 56% of reported volume on Sep 30, 2026, against 59% over the last 25 sessions.

Last 10 sessionsshare of the day's reported volume
BND daily short-sale volume
SessionShort volumeReported volumeShort share
Sep 30, 20265.41M9.72M55.7%
Sep 29, 20264.43M7.54M58.7%
Sep 28, 20264.33M6.65M65.1%
Sep 25, 20263.71M6.04M61.4%
Sep 24, 20265.05M7.41M68.1%
Sep 23, 20264.08M6.63M61.5%
Sep 22, 20263.6M5.4M66.8%
Sep 21, 20262.89M5.47M52.9%
Sep 18, 20262.83M4.95M57.1%
Sep 17, 20262.81M4.79M58.7%

Filings

SEC EDGAR · newest first
BND SEC filings
FiledFormReport date
Aug 28, 2026NPORT-PJun 30, 2026
Aug 28, 2026NPORT-PJun 30, 2026
Aug 28, 2026NPORT-PJun 30, 2026
Aug 28, 2026NPORT-PJun 30, 2026
Aug 28, 2026NPORT-PJun 30, 2026
Aug 28, 2026NPORT-PJun 30, 2026
Aug 28, 2026NPORT-PJun 30, 2026
Aug 27, 2026N-CSRSJun 30, 2026
Aug 27, 2026N-CSRSJun 30, 2026
Aug 27, 2026N-PXJun 30, 2026
Aug 27, 2026N-PXJun 30, 2026
Aug 27, 2026N-PXJun 30, 2026
Aug 27, 2026N-PXJun 30, 2026
Aug 27, 2026N-PXJun 30, 2026
Aug 27, 2026N-PXJun 30, 2026
Aug 27, 2026N-PXJun 30, 2026
Aug 4, 2026497—
Jun 30, 2026497—
May 28, 2026NPORT-PMar 31, 2026
May 28, 2026NPORT-PMar 31, 2026
May 28, 2026NPORT-PMar 31, 2026
May 28, 2026NPORT-PMar 31, 2026
May 28, 2026NPORT-PMar 31, 2026
May 28, 2026NPORT-PMar 31, 2026
May 28, 2026NPORT-PMar 31, 2026

About Vanguard Total Bond Market

SEC and exchange records
Company
Vanguard Total Bond Market
Exchange
XNAS
SEC CIK
794105
Sessions on record
131
Price source
End of day · delayed
Computed
1 Oct, 09:50 pm IST

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