CREATE INDEX is supported in ODBC syntax as well as in Teradata syntax. DROP INDEX is supported in Teradata SQL syntax as well as ODBC syntax for locally created index names. For example, it is possible to drop an index using the index name in which it was created, provided you are working on the same client system where it was created. However, you cannot drop an index using the Teradata internal named index convention (for example, TableName004).
Using this feature is not recommended, because it is deprecated. See ODBC-Style Named Indexes (deprecated in 15.00).