I'm assuming the line can contain characters that aren't letters, and that you just want to make sure there are no lowercase letters or numbers:

while (<DATA>) { print if $_ !~ /[[:lower:]\d]/; }

__DATA__
THIS LINE IS ALL CAPS
THIS LINE IS CAPS WITH 012
THIS LINE has lowercase
THIS LINE has lowercase and 012
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(if he'd meant that the line should only contain capital letters, he wouldn't have mentioned the no numbers part)