Spoilers: It's mostly from outside the EU. As you'd expect.
In 2015, around 840,000 persons acquired citizenship of a Member State of the European Union.
This was actually down, from 890,000 in 2014, and 980,000 in 2013.
Since 2010, more than 5 million persons have been granted citizenship in an EU state.
Of the total number of persons obtaining citizenship, 87 per cent were originally non-EU citizens. For the UK the rate was around 89 per cent.
Here's a snapshot:
Here's roughly where the new citizens come from around the world:
Here's a breakdown by country:
The highest naturalisation rate (the ratio of the number of persons who acquired the citizenship of a country during a year over the stock of foreign residents in the same country at the beginning of the year) was found in Sweden (6.7 citizenships per 100 resident foreigners), Portugal (5.3) and Poland (3.7).
The lowest were found in Estonia and Slovakia (0.5)
The rate for the UK was 2.2 per 100, just below the EU average of 2.4 per 100.