Yes, but it will only be used for your state return.
If there is any US Bond interest, then Vanguard would issue you a Form 1099-INT which would have an amount in Box 3. However, if these are US obligations that you are earning dividend on, then the percentage provided by Vanguard should show you for each state so that you will not pay tax on those dividends that should be tax free to your state return.
All interest and dividends are taxable on the federal return, with the exception of nontaxable distributions which is a return of your capital. This would also be noted on the Form 1099-DIV.
Once you find the percentage that should be tax free for your state, make sure you make the necessary changes for your state return.
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