Provided are a method, system, and program for managing data. A data request is received to a target track in a relationship, wherein the relationship associates a source track with the target track. A destage request to destage the source track is submitted in response to the data request to the target track, wherein executing the data request to the target track is conditioned on receiving a completion response to the destage request. If the source track is not in cache, then a complete response is returned to the destage request. If the source track was in cache when the relationship was established, then the destage request is added to an Input/Output (I/O) queue for the source track. After the source track is destaged in response to processing the destage request in the I/O queue, the complete response is returned to the destage request.