I have recently asked HM Revenue and Customs about index linking of both my armed forces pension and state pension if I emmigrate to a commonwealth country.
The armed forces pension is indexed linked in exactly the same way as if I had remained in the UK, i.e. EDP lump sum on leaving HM forces is tax free, EDP payments to 55 are taxed and not indexed linked, EDP payments from 55 are indexed linked and taxed. Preserved pension lump sum is indexed linked from the day you left the service and is tax free. Preserved pension payments from 65 are also index linked back to the day you left the service and are taxable.
The state pension is currently not indexed linked. But hopefully the challenge in the European Court will alter this unfair anomally.
Flo