Provided are a method, system, and program for establishing a point-in-time copy. A source relationship data structure and target relationship data structure are generated when establishing a point-in-time copy relationship between source and target storage areas, wherein the source and target relationship data structures each include an indicator for each source storage area and corresponding target storage area in the point-in-time copy relationship. The source and target relationship data structures are initialized to set the indicator for each source storage area and corresponding target storage area in the point-in-time copy relationship to a first value. A determination is made that data was written to one target storage area after establishing the point-in-time copy relationship. The indicators in the source and target relationship data structures corresponding to the source storage area and corresponding target storage area to which data was written are set to a second value.