  We consider the products of $m\ge 2$ independent large real random matrices
with independent vectors $(X_{jk}^{(q)},X_{kj}^{(q)})$ of entries. The entries
$X_{jk}^{(q)},X_{kj}^{(q)}$ are correlated with $\rho=\mathbb E
X_{jk}^{(q)}X_{kj}^{(q)}$. The limit distribution of the empirical spectral
distribution of the eigenvalues of such products doesn't depend on $\rho$ and
equals to the distribution of $m$th power of the random variable uniformly
distributed on the unit disc.
