this kind of representation to put emphasis on the topological planarity of the network. In fact from the figure it is evident that there are no crossings of links, and the entire network is topologically embedded in a plane. By comparing Fig.s \[mst10\] and \[pmfg10\] we note that the stock MER which turns out to be of central reference in the MST and ALMST is the only stock partecipating to all the seven 4-cliques which are observed in the PMFG. In other words, the PMFG allows to consider more details present in the sample correlation matrix than those selected by the MST or ALMST. For example the PMFG of Fig. \[pmfg10\] shows that two stocks of the financial sector (AXP and MER) are connected to stocks of both the tecnology and energy sector. Such a property was not present in the MST (or ALMST) where only MER was linking two stocks of the two sectors (specifically RD and IBM). The PMFG is therefore showing more details on the interrelations present among stocks than the MST. The PMFG has been recently used to investigate stock return multivariate time series in references Tumminello et al. (2005), Coronnello et al. (2005) and Tumminello 