Creating SQL Index

I have a procedure in a service program that I'd like to change to use SQL, but I can't seem to get my finger on how the index should look so the optimizer picks it up. Here is the SQL in the procedure. The select is actually a part of a declare. I'm fetching 250 rows at a time, and updating every row.

Select Cust#, CalDte, Pac#, Dept#, CalTyp, DstFlg, BAmt, DspQty,
Loc#, PrtFlg, SvPrtFlg, RRN(a)
From CdrMstP a
Where Cust# = :Cust# and CalDte <= :CutOff
and StmDte = '0001-01-01'
Order By Cust#, CalDte;

Update CdrMstP a
Set StmDte = :StmtDate,
Corp# = :Corp#,
Loc# = :ds_CdrOut.Loc#,
Dept# = :ds_CdrOut.Dept#,
PrtFlg = :ds_CdrOut.PrtFlg,
SvPrtFlg = :ds_CdrOut.SvPrtFlg
where rrn(a) = :ds_CDROut.CdrRRN;


Index attempts:

1. Doesn't like that a key field is getting updated.
CREATE INDEX CdrMst_x01
ON CdrMstP (Cust#, CalDte, Pac#, Dept#, CalTyp, DstFlg, BAmt, DspQty,
Loc#, PrtFlg, SvPrtFlg);

2. I think it doesn't like that my key doesn't include all the fields in the select
CREATE INDEX CdrMst_x01
ON CdrMstP (Cust#, CalDte)

Any thoughts?
I'm on v5r4.

Thanks,
Kurt Anderson
Sr. Programmer/Analyst
CustomCall Data Systems