OfCom provides guidance to broadcasters on the use of symbols (among other things) when subtitling programmes. Annoyingly, the relevant web page doesn't display properly in my browser (Firefox), so some of the actual symbols aren't present.
However, reading the text suggests that #, rather than £, should be appearing:
http://www.ofcom.org.uk/static/archive/itc/itc_publications/codes_guidance/standards_for_subtitling/subtitling_2.asp.html
SOUND EFFECTS (& THINGS LIKE LAUGHTER) SHOULD APPEAR LIKE THIS
'Voice-overs and other speech that's not directly on screen can be shown like this'
"Mechanically-produced speech, such as that from a radio, can appear like this"