Select only one index of multiindex DataFrame

The solution is fairly new and uses the df.xs function as

In [88]: df.xs('bar', level='first')
Out[88]:
Second  Third
one     A       -2.315312
        B        0.497769
        C        0.108523
two     A       -0.778303
        B       -1.555389
        C       -2.625022
dtype: float64

Can also do with multiple indices as

In [89]: df.xs(('bar', 'A'), level=('First', 'Third'))
Out[89]:
Second
one   -2.315312
two   -0.778303
dtype: float64

The setup for the examples is below

import pandas as pd
import numpy as np
arrays = [
    np.array(['bar', 'bar', 'baz', 'baz', 'foo', 'foo', 'qux', 'qux']),
    np.array(['one', 'two', 'one', 'two', 'one', 'two', 'one', 'two'])
]
index = pd.MultiIndex.from_tuples(list(zip(*arrays)), names=['first', 'second'])
df = pd.DataFrame(np.random.randn(3, 8), index=['A', 'B', 'C'], columns=index)
df.index.names = pd.core.indexes.frozen.FrozenList(['First', 'Second', 'Third'])
df = df.unstack()

One way could be to simply rebind df.index to the desired level of the MultiIndex. You can do this by specifying the label name you want to keep:

df.index = df.index.get_level_values('first')

or use the level's integer value:

df.index = df.index.get_level_values(0)

All other levels of the MultiIndex would disappear here.