These statistics have just been released today :

In 2009, 776,000 people acquired the citizenship of an EU27 member state, compared with 699,000 people in 2008. This increase stems mainly from the United Kingdom, which for purely administrative reasons granted an unusually low number of citizenships in 2008, explains Eurostat in a report, published on 10 June, on the acquisition of citizenship in the EU (1).

In 2009, new citizens in the EU27 came mainly from Africa (29% of the total number), Asia (24%), non-EU27 European countries (22%), North and South America (15%) and Oceania (1%). Citizens of one EU27 member state who acquired citizenship in other member state accounted for 8% of the total.

By country, the main groups acquiring citizenship of an EU27 member state were citizens of Morocco (59,900), Turkey (51,900), India (31,100), Ecuador (27,800) and Albania (26,700). Among the member states with the highest total number of citizenships acquired, the largest groups were Indians (13% of total citizenships acquired) and Pakistanis (10%) in the United Kingdom, Moroccans (19% of total citizenships acquired) and Algerians (15%) in France, and Turks (26%) in Germany.

The highest numbers of citizenship were granted by the United Kingdom (204,000), France (136,000) and Germany (96,000). In 2009, these three countries alone accounted for more than half of all citizenships granted by EU member states.
When compared with the total population of each Member State, the highest rates of citizenship granted were recorded in Luxembourg (8.1 citizenships granted per 1 000 inhabitants), Cyprus (5.1), the United Kingdom (3.3) and Sweden (3.2).
Source

The whole statistics report can be found here