How to keep index when using pandas merge

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I would like to merge two DataFrames, and keep the index from the first frame as the index on the merged dataset. However, when I do the merge, the resulting DataFrame has integer index. How can I specify that I want to keep the index from the left data frame?

In [4]: a = pd.DataFrame({'col1': {'a': 1, 'b': 2, 'c': 3}, 
                          'to_merge_on': {'a': 1, 'b': 3, 'c': 4}})

In [5]: b = pd.DataFrame({'col2': {0: 1, 1: 2, 2: 3}, 
                          'to_merge_on': {0: 1, 1: 3, 2: 5}})

In [6]: a
Out[6]:
   col1  to_merge_on
a     1            1
b     2            3
c     3            4

In [7]: b
Out[7]:
   col2  to_merge_on
0     1            1
1     2            3
2     3            5

In [8]: a.merge(b, how='left')
Out[8]:
   col1  to_merge_on  col2
0     1            1   1.0
1     2            3   2.0
2     3            4   NaN

In [9]: _.index
Out[9]: Int64Index([0, 1, 2], dtype="int64")

EDIT: Switched to example code that can be easily reproduced

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