We used data from the WMAP satellite at 23 , 33 and 41 GHz to study the diffuse polarised emission over the entire sky . The emission originates mostly from filamentary structures with well-ordered magnetic fields . Some of these structures have been known for decades in radio continuum maps . Their origin is not clear and there are many filaments that are visible for the first time . We have identified and studied 11 filaments . The polarisation fraction of some of them can be as high as 40 % , which is a signature of a well ordered magnetic field . The polarisation spectral indices , averaged over 18 regions in the sky is \beta = -3.06 \pm 0.02 , consistent with synchrotron radiation . There are significant variations in \beta over the sky ( \Delta \beta \approx 0.2 ) . We explore the link between the large-scale filaments and the local ISM , using the model of an expanding shell in the solar vicinity . We compared observed polarisation angles with the predictions from the model and found good agreement . This strongly suggests that many large scale filaments and loops are nearby structures . This is important in the context of the Galactic magnetic field as these structures are normally included in global models , neglecting the fact that they might be local . We also studied the level of contamination added by the diffuse filaments to the CMB polarisation power spectra . We conclude that , even though these filaments present low radio brightness , a careful removal will be necessary for future all-sky CMB polarisation analysis .