A central issue in climate dynamics is to understand how the Northern and Southern hemispheres are coupled during climate events. The strongest of the fast temperature changes observed in Greenland (so-called Dansgaard-Oeschger events) during the last glaciation have an analogue in the temperature record from Antarctica. A comparison of the global atmospheric concentration of methane as recorded in ice cores from Antarctica and Greenland permits a determination of the phase relationship (in leads or lags) of these temperature variations. Greenland warming events around 36 and 45 kyr before present lag their Antarctic counterpart by more than 1 kyr. On average, Antarctic climate change leads that of Greenland by 1-2.5 kyr over the period 47-23 kyr before present.