Installing the exit routine

There are two methods you can use to install your ICHDEX11 exit:

Use an IEALPAxx member in SYS1.PARMLIB to request that MVS™ load ICHDEX11 from your library as a temporary extension to the existing link pack area. Modify all your IEASYSxx members to specify that MVS should use this IEALPAxx member. See z/OS MVS Initialization and Tuning Guide for information.
Create an SMP/E USERMOD to create ICHDEX11 in LPALIB.