This work has as its objective to evaluate integration degree of these indexes: Sao Paulo Stock Exchange – IBOVESPA, New York Stock Exchange- Dow Jones, interest rate-SELIC, which fulfills as basic interest rate in Brazil, the civil construction index – CUB and the pricing index to the ample consumer- IPCA, which fulfills as an internal inflation rate in Brazil. The period of analysis was from January 2002 to March 2013. The methodology was principal component analysis (ACP). It shows a high relation degree among SELIC, CUB and IPCA. IBOVESPA and DOW JONES do not present relation with the other variables.