Information on the structure of stock exchange transactions, along with information on shareholders of companies quoted, are basic characteristics of the involvement of particular groups of investors (foreign, domestic individual and domestic institutional) in the capital market. In this context data on foreign investors who place their assets in shares on the Polish stock exchange companies are of particular interest. Obtaining information on the structure of transactions made by individual groups of investors, in contrast to this on shareholders (in this case owners of 5% holdings are obliged to announce this information to the public), is extremely difficult. One of research techniques is processing data derived from surveys sent to brokerage houses. However, we should remember that the data may be blurred with the statistical error, thus it is advisable to make an assumption that the findings presented differ from real data by +/- 3 percentage points.