How to get the common index of two pandas dataframes?

Question

I have two pandas DataFrames df1 and df2 and I want to transform them in order that they keep values only for the index that are common to the 2 dataframes.

df1

Answer 1

reindex + dropna

df1.reindex(df2.index).dropna()
Out[21]: 
             values1
28/11/2000 -0.055276
29/11/2000  0.027427
30/11/2000  0.066009


df2.reindex(df1.index).dropna()
Out[22]: 
             values2
28/11/2000 -0.026316
29/11/2000  0.015222
30/11/2000 -0.024480