We are performing an unprecedentedly long and dense monitoring of the multi-frequency (radio to TeV) emission from the classical TeV blazars Mkn 421 and Mkn 501. These objects are among the brightest X-ray/TeV blazars in the sky and among the few sources whose spectral energy distributions (SED) can be completely characterised by the current instruments. This is a multi-year and multi-instrument programme which includes the participation of VLBA, Swift, RXTE, MAGIC, VERITAS, Whipple, the Fermi/LAT Gamma-ray Observatory, GASP-WEBT, among other collaborations and instruments which combined provide the most detailed temporal and energy coverage of these sources to date. In this proceedings we will focus mostly on the results obtained with the multi-frequency data from 2009, for which the SEDs of Mkn 421 and Mkn 501 are very similar and can be described by a one-zone synchrotron self-Compton scenario. We will report on the multi-frequency variability derived from these data.