I would doubt that your data file was created by a unix utility. I would assume that another cobol program created it. I don't know what tools come with the microfocus cobol compiler. Bear in mind that I have used COBOL85, nor COBOL74 for that matter.
I do know HP-UX fairly well, and I've never heard of a HP-UX program to rebuild indexes for cobol indexed files.
Are you sure that you don't simply have a bug in the program that is trying to read the data? Has it run before? Does it now run on other data files? If both of those questions get a "yes", then you probably do have a corrupted data file. In that case, you need to restore the file from backup, or recreate it from scratch.
Um, and you don't need to post twice. Once will do it.