HONG KONG (Reuters) - Tens of thousands of people marched on Wednesday in Hong Kongs biggest annual protest calling for greater democracy as well as improved economic relief measures and investor protection during the financial crisis. The march on the 12th anniversary of Hong Kongs return from British to Chinese rule in 1997 drew a cross-section of Hong Kong society from middle-class professionals to blue collar labourers and foreign helpers as the city grapples with recession and a jobless rate at a nearly four-year high of 5.3 per cent. Organisers said 76,000 people attended, a higher figure than previous years. Police however put the number at 26,000. Several thousand retail investors who bought structured products linked to the collapsed US investment bank Lehman Brothers called on the government to increase pressure on banks who sold them such products to compensate all their losses. We want the banks to return the money, weve been cheated, said 45-year-old Li Hon-min, who saw around US$30,000 of his savings wiped out. The government is helping the banks, not us. The marchers massed in a downtown park on a scorching summer day, huddling under umbrellas and fanning themselves before setting off on the march that choked up roads for several kilometres to the citys govt headquarters. The grassroots are struggling a lot, said Sam Pang, who held a banner calling for more efficient government. Hong Kong is not being ruled very well during the financial crisis, he added.