Over a quarter of a million jumps were made in the UK last year and there was not a single fatality.
However, this gives the figures (worldwide) for 2010.
http://www.dropzone.com/fatalities/2010/index.shtml
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In the US in 2012 the United States Parachuting Association (USPA) recorded a total of 19 fatal skydiving accidents out of a total of approximately 3.1 million jumps. In general, this sport has a very good safety record.