There is only one file type that uses the .MPGINDEX extension:
Adobe MPEG Index File
Video cache created by several Adobe products, including Premiere Pro; stores MPEG video data that has been imported into the program; uses a proprietary format that helps the software generate previews more quickly.
MPGINDEX files are cached when new videos are imported. This provides the Adobe software a substantial performance improvement when accessing video content. However, there may be a delay the first time the video data is cached.
NOTE: MPGINDEX files are actually created by Adobe Media Encoder, a software component that is included with Adobe applications such as Premiere Pro, After Effects, and Encore.
Updated: September 18, 2016