When the HSM is ready to translate data from encryption under the old LMKs to encryption under the new LMKs (i.e., it has the new keys loaded and the old keys in key change storage), it requires the Host to send the correct sequence of commands for each encrypted set of data that needs translating (see the Programmer's Manual).
On completion, ensure that all the HSMs fitted with the old LMKs are updated and that all the units are secure with the yellow Secure LED illuminated.