Remove some rows from `Splom` scatter plot matrix

I want to create a scatter plot matrix (splom). However, I would like to remove some variables from the rows (but keep them in the columns).

With the following code, Iโ€™m able to get the complete scatter plot matrix (with all variables):

import numpy as np
import pandas as pd
import plotly.graph_objects as go

df = pd.DataFrame(
    np.random.randn(1000, 5),
    columns=['A', 'B', 'C', 'M1', 'M2']
fig = go.Figure(
        dimensions=[dict(label=c, values=df[c]) for c in df.columns],

Normal scatter matrix

I would like to have the same plot, but only with the rows corresponding to M1 and M2, something like that:
enter image description here

Is this possible with plotly?

Note: I want to get an interactive HTML output, so just cropping the image wonโ€™t work in this case.