Index has nothing to do with Madhouse anymore. Madhouse is a wholly owned subsidiary of NTV now since they bought all the remaining shares from Index. The previous Index Holdings completely restructured, and Atlus was absorbed into the main company. Their core business is now Atlus' game development and publishing business. All other less profitable businesses have either been sold off or scaled down substantially.
They do own a 3D/CG studio though, which seems to do mostly promos and marketing:
http://www.index-am.co.jp/