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With the network methods and random matrix theory, we investigate theinteraction structure of communities in financial markets. In particular, basedon the random matrix decomposition, we clarify that the local interactionsbetween the business sectors (subsectors) are mainly contained in the sectormode. In the sector mode, the average correlation inside the sectors ispositive, while that between the sectors is negative. Further, we explore thetime evolution of the interaction structure of the business sectors, andobserve that the local interaction structure changes dramatically during afinancial bubble or crisis.

Structure of local interactions in complex financial dynamics