On looking at the telegraph story, it does contain the details, just without a link to the HFEA source data.
The figures cover all embryos created since they started records in August 1991. It does not give an end date, so on the basis they say the records are for 21 years, presumably to are to some point in 2012 when the article was written.
In those 21 years, there were 3.5 million embryos created.
1.4 million were implanted, 840,000 were frozen for future use and about 7,000 were frozen for scientific research and donation.
The other 1.7 million were the embryos discarded. Those would have been the embryos that either did not fully fertilise, did not make it to blastocyte stage or which did not develop well enough for them to be frozen. There were the embryos that did not make it or were not going to make it and were highly likely to miscarry.
The only relevant figure to this is that it says 23,480 were taken out of storage and discarded. Some of those could be the frozen for donation/research embryos (discarded once the research had been finished), but most would be the ones frozen for future use.
Even if we count them all as the ones for future use, that comes to 1,118 formerly frozen embryos discarded each year. Given the number of cycles each year, that is a low number.