Hong Kong Securities and Futures Commission Chief Executive Martin Wheatley said he will be leaving his post six months from today and returning to the UK in a decision that was "entirely a personal one".

Wheatley's planned departure in June when he will have served six years at the regulator will precede the expiration of his contract on September 30, 2011, but the executive said there was "no pressure at all" for him to leave his post.