The present study has the purpose to analyze the relationship among wholesale market of yellow melon in Brazil. Time series metho-ds, unit root test, Johansen cointegration test, Vectorial Autoregressive models (VAR), variance decomposition of prediction error and impulse response function were used to analyze the price transmission among these markets. The analyzed period embraces January 2001 to December 2005. The results showed that, despite Açu/Mossoró-RN and Baixo Ja-guaribe-CE represents the national biggest melon production areas, who-lesale prices deviations from the Supply Centers of Natal and Fortaleza, didn’t affect in a significant way the other markets studied. On the other hand, price variation of the CEAGESP (Companhia de Entrepostos e Ar-mazéns Gerais de São Paulo), affects all the others wholesale markets analyzed. Therefore, the CEAGESP, representing national wholesalers, it being the biggest intermediary of the country, commands the Brazilian yellow melon market, establishing, in practice, an oligopolistic market.