Apart from the error (answered by sb), INDEX ON ALLTRIM() has this effect:

Data:

" ABC "
"DEF "
" GHI"

Index:

"ABC "
"DEF "
"GHI "

It does not save you any space in the index file - it simply takes any space at the beginning of the expression and moves it to the end.

It might be a cleaner approach to put this in the Valid() of the control where you input CINS_ClaimNum:

This.Value=ALLTRIM(This.Value

If you actually want the data to be upper case, just put a "!" in the Format of that control. Then your index is just on the field - more straightforward. If you want optimization on your queries and you use the current command, you would have to say "LOCATE FOR UPPER(ALLTRIM(CINS_ClaimNum))=..." If you just say "LOCATE FOR CINS_ClaimNum=..." it won't get optimized, unless your index tag matches the FOR expression exactly.

Also, if you're not using non-structural indexes (non-CDX), and you indicate that you are not, then the "ADDITIVE" keyword isn't doing anything.